Mathematics

College of Sciences

Works Published in 2014

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Displaying works 1 - 20 of 209 in total

Sorted by most recent date added to the index first, which may not be the same as publication date order.

2014 journal article

Implied Filtering Densities on the Hidden State of Stochastic Volatility

Applied Mathematical Finance, 21(6), 483–522.

By: C. Fuertes* & A. Papanicolaou

Sources: ORCID, Crossref
Added: January 13, 2023

2014 journal article

Filtering the Maximum Likelihood for Multiscale Problems

Multiscale Modeling & Simulation, 12(3), 1193–1229.

By: A. Papanicolaou & K. Spiliopoulos

author keywords: ergodic filtering; fast mean reversion; homogenization; Zakai equation; maximum likelihood estimation; central limit theory
Sources: ORCID, Crossref
Added: January 13, 2023

2014 journal article

A regime-switching Heston model for VIX and S&P 500 implied volatilities

Quantitative Finance, 14(10), 1811–1827.

By: A. Papanicolaou & R. Sircar*

author keywords: Applied mathematical finance; Calibration of stochastic volatility; VIX options; Model calibration
Source: ORCID
Added: January 13, 2023

2014 journal article

Sparse interpolatory reduced-order models for simulation of light-induced molecular transformations

Optimization Methods and Software, 29(2), 264–273.

By: M. Aoi n, C. Kelley, V. Novak* & M. Olufsen n

Sources: Crossref, ORCID
Added: July 1, 2022

2014 journal article

A multi-scale method for dynamics simulation in continuum solvent models. I: Finite-difference algorithm for Navier–Stokes equation

Chemical Physics Letters, 616-617, 67–74.

By: L. Xiao*, Q. Cai*, Z. Li, H. Zhao* & R. Luo*

Sources: Crossref, ORCID
Added: March 21, 2021

2014 thesis

The Geometry of Radial States in Nonlinear Elliptic Problems

Source: ORCID
Added: February 8, 2021

2014 journal article

On convergence of the immersed boundary method for elliptic interface problems

Mathematics of Computation, 84(293), 1169–1188.

By: Z. Li

Sources: Crossref, ORCID
Added: January 21, 2021

2014 journal article

R-Matrix Realization of Two-Parameter Quantum Group Ur,s(gln)

Communications in Mathematics and Statistics, 2(3-4), 211–230.

By: N. Jing & M. Liu

author keywords: Quantum groups; Determinants; Casimir elements; Yang-Baxter equations
Sources: Crossref, ORCID
Added: November 20, 2020

2014 conference paper

A Note on Global Newton Iteration Over Archimedean and Non-Archimedean Fields

In V. P. Gerdt, W. Koepf, W. M. Seiler, & E. V. Vorozhtsov (Eds.), Computer Algebra in Scientific Computing (pp. 202–217). Cham: Springer International Publishing.

By: J. Hauenstein, V. Pan & A. Szanto

Ed(s): V. Gerdt, W. Koepf, W. Seiler & E. Vorozhtsov

Event: at Cham

Source: ORCID
Added: November 6, 2020

2014 book

Mathematical Software – ICMS 2014: 4th International Congress, Seoul, South Korea, August 5-9, 2014. Proceedings

In H. Hong & C. Yap (Eds.), Lecture Notes in Computer Science (Vol. 8592).

By: H. Hong & C. Yap

Ed(s): H. Hong & C. Yap

Source: ORCID
Added: November 6, 2020

2014 conference paper

Synthesis of Optimal Numerical Algorithms Using Real Quantifier Elimination (Case Study: Square Root Computation)

In K. Nabeshima, K. Nagasaka, F. Winkler, & Á. Szántó (Eds.), Proceedings of the 39th International Symposium on Symbolic and Algebraic Computation (pp. 162–169).

By: M. Eraşcu* & H. Hong

Ed(s): K. Nabeshima, K. Nagasaka, F. Winkler & Á. Szántó

Event: at New York, NY, USA

Source: ORCID
Added: November 6, 2020

2014 conference paper

Applying Machine Learning Techniques to Baseball Pitch Prediction

In M. De Marsico, A. Tabbone, & A. Fred (Eds.), Proceedings of the 3rd International Conference on Pattern Recognition Applications and Methods (Vol. 1, pp. 520–527).

By: M. Hamilton*, P. Hoang n, L. Layne*, J. Murray n, D. Padget*, C. Stafford*, H. Tran

Ed(s): M. De Marsico, A. Tabbone & A. Fred

Event: International Conference on Pattern Recognition Applications and Methods

Sources: Crossref, ORCID
Added: October 31, 2020

2014 journal article

Modern convex analysis

Mathematical Programming, 148, 1–4.

By: P. Combettes, J. Hiriart-Urruty* & M. Théra*

Sources: Web Of Science, ORCID
Added: September 8, 2020

2014 conference paper

A forward-backward view of some primal-dual optimization methods in image recovery

Proceedings of the IEEE International Conference on Image Processing, 4141–4145.

By: P. Combettes, L. Condat*, J. Pesquet* & B. Vũ*

Event: Proceedings of the IEEE International Conference on Image Processing at Paris, France on October 27-30, 2014

Sources: NC State University Libraries, ORCID
Added: September 8, 2020

2014 journal article

Corrigendum to “Attractors for non-dissipative irrotational von Karman plates with boundary damping” [J. Differential Equations 253 (12) (2012) 3568–3609]

Journal of Differential Equations, 256(2), 893.

Sources: Crossref, ORCID
Added: August 28, 2020

2014 conference paper

On quantitative compactness estimates for hyperbolic conservation laws

Hyperbolic problems: theory, numerics, applications, 249–257, AIMS Ser. Appl. Math., 8, Am. Inst. Math. Sci. (AIMS), Springfield, MO,

Source: ORCID
Added: April 22, 2020

2014 journal article

Non-Lipschitz points and the SBV regularity of the minimum time function

Calculus of Variations and Partial Differential Equations, 51(1-2), 439–463.

By: G. Colombo*, K. Nguyen* & L. Nguyen

Source: ORCID
Added: April 22, 2020

2014 chapter

BV Regularity and Differentiability Properties of a Class of Upper Semicontinuous Functions

In I. Lirkov, S. Margenov, & J. Waśniewski (Eds.), Large-Scale Scientific Computing: Vol. 8353 LNCS (pp. 116–124).

By: A. Marigonda*, K. Nguyen* & D. Vittone*

Ed(s): I. Lirkov, S. Margenov & J. Waśniewski

Event: 9th International Conference, LSSC 2013 at Sozopol, Bulgaria on June 3-7, 2013

Sources: ORCID, Crossref
Added: April 22, 2020

2014 article

Weak Convergence of a Seasonally Forced Stochastic Epidemic Model

ArXiv Preprint ArXiv:1412.0964.

By: A. Lloyd & Y. Zhang

Source: ORCID
Added: April 8, 2020

2014 journal article

Time-varying, serotype-specific force of infection of dengue virus

Proceedings of the National Academy of Sciences, 111(26), E2694–E2702.

By: R. Reiner, S. Stoddard, B. Forshey, A. King, A. Ellis, A. Lloyd, K. Long, C. Rocha ...

Source: ORCID
Added: April 8, 2020