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Dept: Applied Mathematics ^{❌}

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Showing records 1 – 30 of
136 total matches.

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- 2015 – 2019 (29)
- 2010 – 2014 (49)
- 2005 – 2009 (35)
- 2000 – 2004 (24)

Universities

- NSYSU (60)
- Louisiana State University (22)
- University of Southern California (15)
- University of Colorado (12)

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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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0022114-091749

► *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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: https://scholar.colorado.edu/appm_gradetds/142

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-230655

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: PhD, Applied Mathematics, 2015, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502115-153252

► 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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0516111-182003

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

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726114-231715

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: etd-1218101-120133 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2603

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-07022009-023950 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3915

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706110-113622

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/60580/rec/4614

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-04122007-145924 ; https://digitalcommons.lsu.edu/gradschool_dissertations/116

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

Degree: PhD, Applied Mathematics, 2003, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730103-102253

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.lib.ncsu.edu/resolver/1840.16/6260

► 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; Hahnâ€“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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://repository.library.brown.edu/studio/item/bdr:674202/

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-07112012-204148 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3560

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://scholar.colorado.edu/appm_gradetds/16

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://scholar.colorado.edu/appm_gradetds/47

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.escholarship.org/uc/item/2099g1s6

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://scholar.colorado.edu/appm_gradetds/34

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4599

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://scholar.colorado.edu/appm_gradetds/26

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-09032013-113122 ; https://digitalcommons.lsu.edu/gradschool_theses/324

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://repository.library.brown.edu/studio/item/bdr:197/

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680

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

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://rave.ohiolink.edu/etdc/view?acc_num=akron1279199403

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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