Works Published in 2015
Displaying works 41 - 60 of 205 in total
Sorted by most recent date added to the index first, which may not be the same as publication date order.
2015 journal article
Universal geometric coefficients for the once-punctured torus
Séminaire Lotharingien De Combinatoire, B71e, Art. B71e, 29. http://math.univ-lyon1.fr/~slc/wpapers/s71reading.html
Sources: NC State University Libraries, ORCID
Added: July 28, 2019
2015 journal article
On compactness estimates for general nonlinear system hyperbolic systems
Annales De l'Institut Henri Poincaré, Analyse Non Linéaire, 32(6), 1229–1257.
Source: NC State University Libraries
Added: July 28, 2019
2015 journal article
GARCH Models for Credit Risk and Market Risk of Relative Returns
Journal of Finance and Management Research, 1(1), 19–38.
Source: NC State University Libraries
Added: July 28, 2019
2015 journal article
CVA Wrong Way Risk Multiplier Decomposition and Efficient CVA Curve
Journal of Risk Management in Financial Institutions, 8(4), 390–404.
Source: NC State University Libraries
Added: July 28, 2019
2015 conference paper
Optimal control in a free boundary fluid-elasticity interaction
Dynamical Systems and Differential Equations, AIMS Proceedings 2015 Proceedings of the 10th AIMS International Conference (Madrid, Spain). Presented at the The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications (Madrid, Spain).
Event: The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications (Madrid, Spain)
doi.org (publisher)
Sources: Crossref, NC State University Libraries
Added: July 28, 2019
2015 chapter
On the Solution of the Elliptic Interface Problems by Difference Potentials Method
In Lecture Notes in Computational Science and Engineering (pp. 197–205).
TL;DR:
This work considers Difference Potentials Method (DPM) as an efficient and accurate solver for the variable coefficient elliptic interface problems.
(via Semantic Scholar)
Source: Crossref
Added: July 28, 2019
2015 chapter
An Application of Functional Ito's Formula to Stochastic Portfolio Optimization with Bounded Memory
In 2015 Proceedings of the Conference on Control and its Applications (pp. 159–166).
TL;DR:
A stochastic portfolio optimization model in which the returns of risky asset depend on its past performance is considered, and the functional Ito’s formula is used to derive the associated HamiltonJacobi-Bellman equation.
(via Semantic Scholar)
Source: Crossref
Added: July 28, 2019
2015 journal article
Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities
International Journal of Financial Studies, 3(2), 136–150.
author keywords: Monte Carlo method; mortgage-backed securities (MBS); coefficient of variation (CV); absolute convergence; relative convergence; option-adjusted spread (OAS); effective duration (DUR); effective convexity (CNVX); Greeks
TL;DR:
This paper studies the convergence of Monte Carlo methods in calculating the option-adjusted spread, effective duration (DUR) and effective convexity (CNVX) of MBS instruments, and defines two new concepts, absolute convergence and relative convergence, and shows that practitioners can reduce the computational time substantially without sacrificing simulation accuracy.
(via Semantic Scholar)
Source: Crossref
Added: July 28, 2019
2015 conference paper
Error-Correcting Sparse Interpolation in the Chebyshev Basis
Proceedings of the 2015 ACM on International Symposium on Symbolic and Algebraic Computation - ISSAC '15. Presented at the the 2015 ACM.
Event: the 2015 ACM
author keywords: sparse polynomial interpolation; Prony's algorithm; Chebyshev polynomials; Descartes' rule of signs; orthogonal basis; error-correcting code
TL;DR:
The correctness of the list-decoder-based algorithm with a Descartes-rule-of-signs-like property for sparse polynomials in Chebyshev basis is proved and the many techniques for the sparse interpolation in power basis, for instance, supersparse (lacunary) interpolation over large finite fields, are made available to interpolation on Chebyshv basis.
(via Semantic Scholar)
Source: Crossref
Added: July 21, 2019
2015 chapter
The Flexibility of DAE Formulations
In Surveys in Differential-Algebraic Equations III (pp. 1–59).
TL;DR:
This survey focuses on a number of problems where the extra flexibility of a DAE formulation permits the solution of a problem that would be hard to solve otherwise.
(via Semantic Scholar)
Sources: Crossref, ORCID
Added: July 20, 2019
2015 journal article
A strongly convergent primal–dual method for nonoverlapping domain decomposition
Numerische Mathematik, 133(3), 443–470.
TL;DR:
A primal–dual parallel proximal splitting method for solving domain decomposition problems for partial differential equations, which can handle a wide range of linear and nonlinear problems, with flexible, possibly nonlinear, transmission conditions across the interfaces.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
7. Affordable and Clean Energy
(OpenAlex)
Sources: Crossref, NC State University Libraries
Added: July 20, 2019
2015 journal article
Kolmogorov n-Widths of Function Classes Induced by a Non-Degenerate Differential Operator: A Convex Duality Approach
Set-Valued and Variational Analysis, 24(1), 83–99.
author keywords: Asymptotic order; Kolmogorov n-widths; Non-degenerate differential operator; Convex duality
Sources: Crossref, NC State University Libraries
Added: July 20, 2019
2015 journal article
Best Approximation from the Kuhn-Tucker Set of Composite Monotone Inclusions
Numerical Functional Analysis and Optimization, 36(12), 1513–1532.
author keywords: Best approximation; Duality; Haugazeau; Monotone operator; Primal-dual algorithm; Splitting algorithm; Strong convergence
UN Sustainable Development Goal Categories
10. Reduced Inequalities
(OpenAlex)
Sources: Crossref, NC State University Libraries
Added: July 20, 2019
2015 journal article
Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
SIAM Journal on Optimization, 25(2), 1221–1248.
author keywords: arbitrary sampling; block-coordinate algorithm; fixed-point algorithm; monotone operator splitting; primal-dual algorithm; stochastic quasi-Fejer sequence; stochastic algorithm; structured convex minimization problem
TL;DR:
This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces and relies on a notion of stochastic quasi-Fejer monotonicity for its asymptotic analysis.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
10. Reduced Inequalities
(OpenAlex)
Sources: Crossref, NC State University Libraries
Added: July 20, 2019
2015 journal article
Compositions and convex combinations of averaged nonexpansive operators
Journal of Mathematical Analysis and Applications, 425(1), 55–70.
author keywords: Averaged operator; Fixed-point algorithm; Forward-backward splitting; Monotone operator; Nonexpansive operator
Sources: Crossref, NC State University Libraries
Added: July 20, 2019
2015 journal article
Invariants of objects and their images under surjective maps
Lobachevskii Journal of Mathematics, 36(3), 260–285.
Contributors: I. Kogan n & P. Olver *
author keywords: invariant; surjective map; curve; centro-affine; affine; projective actions; image processing
UN Sustainable Development Goal Categories
14. Life Below Water
(Web of Science)
Sources: Crossref, NC State University Libraries, ORCID
Added: July 20, 2019
2015 journal article
The emergence of nonuniform spatiotemporal fractionation schemes within the standard BED model
Medical Physics, 42(5), 2234–2241.
author keywords: intensity-modulated proton therapy (IMPT); nonuniform fractionation; biologically equivalent dose (BED)
MeSH headings : Algorithms; Dose Fractionation, Radiation; Humans; Kidney / radiation effects; Proton Therapy / methods; Radiotherapy Dosage; Radiotherapy Planning, Computer-Assisted / methods; Radiotherapy, Intensity-Modulated / methods; Skin / radiation effects; Spinal Neoplasms / radiotherapy; Spinal Neoplasms / secondary
TL;DR:
Methodology for treatment planning with nonuniform fractions and a combinatorial algorithm to initialize the pencil beam intensities are developed and demonstrated for a spinal metastasis patient treated in two fractions using stereotactic body radiation therapy.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(OpenAlex)
Sources: Crossref, ORCID, NC State University Libraries
Added: July 20, 2019
2015 journal article
Optimal Investment and Consumption for Portfolios with Stochastic Dividends
Journal of Finance and Management Research, 1(2), 1–22.
Source: NC State University Libraries
Added: July 11, 2019
2015 journal article
Optimal design for minimizing uncertainty in dynamic equilibrium systems
Eurasian Journal of Mathematical and Computer Applications, 3(1), 23–47.
Source: NC State University Libraries
Added: July 10, 2019
2015 journal article
Виктор Соломонович Рябенький и его школа (к девяностолетию со дня рождения)
Uspekhi Matematicheskikh Nauk, 70(6(426), 213–236.
Sources: Crossref, NC State University Libraries, ORCID
Added: June 30, 2019
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