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1

Rahmani, Donya. "Bayesian singular spectrum analysis with state dependent models." Thesis, Bournemouth University, 2017. http://eprints.bournemouth.ac.uk/29543/.

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The analysis of time series using Singular Spectrum Analysis has become an important area of statistics with application in a variety of fields such as economics, geophysics, engineering, medicine and many others. In fact, in this method there is no need to make any statistical assumptions such as the stationarity of the series or normality of the residuals. Therefore, SSA is recognised as an extremely practical tool which can be used to solve problems without considering any parametric model. At its core SSA depends on an eigenvector decomposition of the covariance matrix of a time series whi
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2

Faulwetter, Robin, та Werner Metz. "Singular vectors of Eady-models with β ≠ 0 and q' = 0". Universitätsbibliothek Leipzig, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-216919.

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As pointed out by Farrell, a normalmode analysis alone may be not enough for a convicing investigation of baroclinic stability. In some models growth rates can be achieved large enough to enable nonlinear growth also in parameter ranges of neutral normalmodes. According to Farrell one has also to consider that structures, which achieve optimal growth for a given, fixed time interval (i.e. the singular vectors). Fischer (1998) investigated this problem for the classical Eady-model with q' = 0 - a case which can be treated analytically. In this paper we want to give a short overview of an invest
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3

Sensi, Mattia. "A Geometric Singular Perturbation approach to epidemic compartmental models." Doctoral thesis, Università degli studi di Trento, 2021. http://hdl.handle.net/11572/286191.

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We study fast-slow versions of the SIR, SIRS and SIRWS epidemiological models, and of the SIRS epidemiological model on homogeneous graphs, obtained through the application of the moment closure method. The multiple time scale behavior is introduced to account for large differences between some of the rates of the epidemiological pathways. Our main purpose is to show that the fast-slow models, even though in nonstandard form, can be studied by means of Geometric Singular Perturbation Theory (GSPT). In particular, without using Lyapunov's method, we are able to not only analyze the stability of
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4

Sensi, Mattia. "A Geometric Singular Perturbation approach to epidemic compartmental models." Doctoral thesis, Università degli studi di Trento, 2021. http://hdl.handle.net/11572/286191.

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We study fast-slow versions of the SIR, SIRS and SIRWS epidemiological models, and of the SIRS epidemiological model on homogeneous graphs, obtained through the application of the moment closure method. The multiple time scale behavior is introduced to account for large differences between some of the rates of the epidemiological pathways. Our main purpose is to show that the fast-slow models, even though in nonstandard form, can be studied by means of Geometric Singular Perturbation Theory (GSPT). In particular, without using Lyapunov's method, we are able to not only analyze the stability of
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5

Faulwetter, Robin, та Werner Metz. "Singular vectors of Eady-models with β ≠ 0 and q' = 0". Wissenschaftliche Mitteilungen des Leipziger Instituts für Meteorologie ; 22 = Meteorologische Arbeiten aus Leipzig ; 6 (2001), S. 137-156, 2001. https://ul.qucosa.de/id/qucosa%3A15214.

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As pointed out by Farrell, a normalmode analysis alone may be not enough for a convicing investigation of baroclinic stability. In some models growth rates can be achieved large enough to enable nonlinear growth also in parameter ranges of neutral normalmodes. According to Farrell one has also to consider that structures, which achieve optimal growth for a given, fixed time interval (i.e. the singular vectors). Fischer (1998) investigated this problem for the classical Eady-model with q'' = 0 - a case which can be treated analytically. In this paper we want to give a short overview of an inves
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6

Mphaka, Mphaka Joane Sankoela. "Partial singular integro-differential equations models for dryout in boilers." Thesis, University of Southampton, 2000. https://eprints.soton.ac.uk/50627/.

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A two-dimensional model for the annular two-phase flow of water and steam, along with the dryout, in steam generating pipes of a liquid metal fast breeder reactor is proposed. The model is based on thin-layer lubrication theory and thin aerofoil theory. The exchange of mass between the vapour core and the liquid film due to evaporation of the liquid film is accounted for in the model. The mass exchange rate depends on the details of the flow conditions and it is calculated using some simple thermodynamic models. The change of phase at the free surface between the liquid layer and the vapour co
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7

Xu, Xiaokang. "Application of singular perturbation models to long-term dynamic stability studies." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape8/PQDD_0009/NQ42556.pdf.

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8

Harvey, Emily Paige. "Analysing mathematical models of intracellular calcium dynamics using geometric singular perturbation techniques." Thesis, University of Auckland, 2011. http://hdl.handle.net/2292/10814.

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Oscillations in free intracellular calcium (Ca2+) concentration are known to act as signals in almost all cell types, transmitting messages which control cellular processes including muscle contraction, cellular secretion and neuronal firing. Due to the universal nature of calcium oscillations, understanding the physiological mechanisms that underlie them is of great importance. A key feature of intracellular calcium dynamics that has been found experimentally is that some physiological processes occur much faster than others. This leads to models with variables evolving on very different time
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9

Roberts, Kerry-Lyn. "Geometric Singular Perturbation Theory and Averaging: Analysing Torus Canards in Neural Models." Thesis, The University of Sydney, 2017. http://hdl.handle.net/2123/18085.

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Neuronal bursting, an oscillatory pattern of repeated spikes interspersed with periods of rest, is a pervasive phenomenon in brain function which is used to relay information in the body. Mathematical models of bursting typically consist of singularly perturbed systems of ordinary differential equations, which are well suited to analysis by geometric singular perturbation theory (GSPT). There are numerous types of bursting models, which are classified by a slow/fast decomposition and identification of fast subsystem bifurcation structures. Of interest are so-called fold/fold-cycle bursters, wh
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10

Dimitriou, Ioanna Matilde [Verfasser]. "Symmetric Models, Singular Cardinal Patterns, and Indiscernibles / Ioanna Matilde Dimitriou. Mathematisch-Naturwissenschaftliche Fakultät." Bonn : Universitäts- und Landesbibliothek Bonn, 2012. http://d-nb.info/1020630655/34.

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11

Brooks, Jeremy. "A Singular Perturbation Approach to the Fitzhugh-Nagumo PDE for Modeling Cardiac Action Potentials." Digital Commons @ East Tennessee State University, 2011. https://dc.etsu.edu/honors/152.

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The study of cardiac action potentials has many medical applications. Dr. Dennis Noble first used mathematical models to study cardiac action potentials in the 1960s. We begin our study of cardiac action potentials with one form of the Fitzhugh-Nagumo partial differential equation. We use the non-classical method to produce a closed form solution for the decoupled Fitzhugh Nagumo equation. Using voltage recording data of action potentials in a cardiac myocyte and in purkinje fibers, we estimate parameter values for the closed form solution with standard linear and non-linear regression methods
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12

Jacobson, Elizabeth A. "A statistical parameter estimation method using singular value decomposition with application to Avra Valley aquifer in southern Arizona." Diss., The University of Arizona, 1985. http://etd.library.arizona.edu/etd/GetFileServlet?file=file:///data1/pdf/etd/azu_e9791_1985_230_sip1_w.pdf&type=application/pdf.

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13

Cantarutti, Nicola. "Option pricing in exponential Lévy models with transaction costs." Doctoral thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20786.

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Doutoramento em Matemática Aplicada à Economia e Gestão<br>In this thesis we present a new model for pricing European call options in presence of proportional transaction costs, when the stock price follows a general exponential Lévy process. The model is a generalization of the celebrated work of Davis, Panas and Zariphopoulou, where the value of the option is defined as the utility indifference price. This approach requires the solution of a stochastic singular control problem in finite time. We introduce the general formulation of the problem, and derive the associated Hamilton-Jacobi-Bellm
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14

Torku, Thomas K. "Takens Theorem with Singular Spectrum Analysis Applied to Noisy Time Series." Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etd/3013.

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The evolution of big data has led to financial time series becoming increasingly complex, noisy, non-stationary and nonlinear. Takens theorem can be used to analyze and forecast nonlinear time series, but even small amounts of noise can hopelessly corrupt a Takens approach. In contrast, Singular Spectrum Analysis is an excellent tool for both forecasting and noise reduction. Fortunately, it is possible to combine the Takens approach with Singular Spectrum analysis (SSA), and in fact, estimation of key parameters in Takens theorem is performed with Singular Spectrum Analysis. In this thesis, we
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15

Fan, Qian. "NORMAL MIXTURE AND CONTAMINATED MODEL WITH NUISANCE PARAMETER AND APPLICATIONS." UKnowledge, 2014. http://uknowledge.uky.edu/statistics_etds/9.

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This paper intend to find the proper hypothesis and test statistic for testing existence of bilaterally contamination when there exists nuisance parameter. The test statistic is based on method of moments estimators. Union-Intersection test is used for testing if the distribution of population can be implemented by a bilaterally contaminated normal model with unknown variance. This paper also developed a hierarchical normal mixture model (HNM) and applied it to birth weight data. EM algorithm is employed for parameter estimation and a singular Bayesian information criterion (sBIC) is applied t
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Fandiño, de Cirilli Cristina Monica. "La Sagrada familia, a singular portrait of women's suffering; the explanatory models of depression in Latin American women." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ35400.pdf.

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17

Harley, Kristen E. "Canards in advection-reaction-diffusion systems in one spatial dimension." Thesis, Queensland University of Technology, 2014. https://eprints.qut.edu.au/79261/1/Kristen_Harley_Thesis.pdf.

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This thesis contains a mathematical investigation of the existence of travelling wave solutions to singularly perturbed advection-reaction-diffusion models of biological processes. An enhanced mathematical understanding of these solutions and models is gained via the identification of canards (special solutions of fast/slow dynamical systems) and their role in the existence of the most biologically relevant, shock-like solutions. The analysis focuses on two existing models. A new proof of existence of a whole family of travelling waves is provided for a model describing malignant tumour inv
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18

Mariani, Tommaso. "Comparison between Oja's and BCM neural networks models in finding useful projections in high-dimensional spaces." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2017. http://amslaurea.unibo.it/14512/.

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This thesis presents the concept of a neural network starting from its corresponding biological model, paying particular attention to the learning algorithms proposed by Oja and Bienenstock Cooper & Munro. A brief introduction to Data Analysis is then performed, with particular reference to the Principal Components Analysis and Singular Value Decomposition. The two previously introduced algorithms are then dealt with more thoroughly, going to study in particular their connections with data analysis. Finally, it is proposed to use the Singular Value Decomposition as a method for obtaining stat
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19

Kourakos, Vasilios. "Experimental study and modeling of single- and two-phase flow in singular geometries and safety relief valves." Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209827.

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This research project was carried out at the von Karman Institute for Fluid Dynamics (VKI), in Belgium, in collaboration and with the funding of Centre Technique des Industries Mécaniques (CETIM) in France.<p>The flow of a mixture of two fluids in pipes can be frequently encountered in nuclear, chemical or mechanical engineering, where gas-liquid eactors, boilers, condensers, evaporators and combustion systems can be used. The presence of section changes or more generally geometrical singularities in pipes may affect significantly the behavior of twophase flow and subsequently the resulting pr
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Wikström, Gunilla. "Computation of Parameters in some Mathematical Models." Doctoral thesis, Umeå University, Computing Science, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-565.

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<p>In computational science it is common to describe dynamic systems by mathematical models in forms of differential or integral equations. These models may contain parameters that have to be computed for the model to be complete. For the special type of ordinary differential equations studied in this thesis, the resulting parameter estimation problem is a separable nonlinear least squares problem with equality constraints. This problem can be solved by iteration, but due to complicated computations of derivatives and the existence of several local minima, so called short-cut methods may be an
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21

Elsheikh, Sara Mohamed Ahmed Suleiman. "Analysis and implementation of robust numerical methods to solve mathematical models of HIV and Malaria co-infection." Thesis, University of the Western Cape, 2011. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_2221_1319804516.

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There is a growing interest in the dynamics of the co-infection of these two diseases. In this thesis, firstly we focus on studying the effect of a distributed delay representing the incubation period for the malaria parasite in the mosquito vector to possibly reduce the initial transmission and prevalence of malaria. This model can be regarded as a generalization of SEI models (with a class for the latently infected mosquitoes) and SI models with a discrete delay for the incubation period in mosquitoes. We study the possibility of occurrence of backward bifurcation. We then extend these ideas
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22

AGOSTI, ABRAMO. "MODELS OF TURBULENCE. APPLICATIONS TO PARTICULATE MIXING INDUCED BY TRAFFIC FLOW IN URBAN AREAS." Doctoral thesis, Università degli Studi di Milano, 2013. http://hdl.handle.net/2434/217169.

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In this work we address our attention to the estimation of the contribution of non-exhaust sources, like brake abrasion, tire and road wear and resuspension of particles, to the final PM air concentration; particularly we focus our investigation on the resuspension of PM deposited on road pavement surfaces and raised by the air turbulence produced by the vehicles flux, under urban and extra-urban traffic conditions. Our approach to the problem is based on modeling techniques. We refer to measurement data from literature to determine the selected empirical parameters contained in our mod
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23

Gorrell, Genevieve. "Generalized Hebbian Algorithm for Dimensionality Reduction in Natural Language Processing." Doctoral thesis, Linköping : Department of Computer and Information Science, Linköpings universitet, 2006. http://www.bibl.liu.se/liupubl/disp/disp2006/tek1045s.pdf.

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24

Wollny, Alexander. "Fractional Moments and Singular Field Response." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-219916.

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In this PhD thesis, the physics of vacancies in two-dimensional ordered Heisenberg antiferromagnets is investigated. We use semi-classical methods to study the influence of a single vacancy in long-range ordered states, with a focus on non-collinear order. Here, on a classical level, a magnetic distortion is created as the spins readjust in response to the vacancy. We use the non-collinear $120^\\circ$ state on the frustrated triangular lattice as an example, where we determine the impurity contributions to the magnetization and susceptibility. An important discovery is the vacancy moment not
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25

Lu, Bing. "Calibration, Optimality and Financial Mathematics." Doctoral thesis, Uppsala universitet, Matematiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-209235.

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This thesis consists of a summary and five papers, dealing with financial applications of optimal stopping, optimal control and volatility. In Paper I, we present a method to recover a time-independent piecewise constant volatility from a finite set of perpetual American put option prices. In Paper II, we study the optimal liquidation problem under the assumption that the asset price follows a geometric Brownian motion with unknown drift, which takes one of two given values. The optimal strategy is to liquidate the first time the asset price falls below a monotonically increasing, continuous t
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Ramos, Anthony Kojo. "Forecasting Mortality Rates using the Weighted Hyndman-Ullah Method." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54711.

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The performance of three methods of mortality modelling and forecasting are compared. These include the basic Lee–Carter and two functional demographic models; the basic Hyndman–Ullah and the weighted Hyndman–Ullah. Using age-specific data from the Human Mortality Database of two developed countries, France and the UK (England&amp;Wales), these methods are compared; through within-sample forecasting for the years 1999-2018. The weighted Hyndman–Ullah method is adjudged superior among the three methods through a comparison of mean forecast errors and qualitative inspection per the dataset of th
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Munyakazi, Justin Bazimaziki. "Higher Order Numerical Methods for Singular Perturbation Problems." Thesis, Online Access, 2009. http://etd.uwc.ac.za/usrfiles/modules/etd/docs/etd_gen8Srv25Nme4_6335_1277251056.pdf.

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Shikongo, Albert. "Numerical Treatment of Non-Linear singular pertubation problems." Thesis, Online access, 2007. http://etd.uwc.ac.za/usrfiles/modules/etd/docs/etd_gen8Srv25Nme4_3831_1257936459.pdf.

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29

Elago, David. "Robust computational methods for two-parameter singular perturbation problems." Thesis, University of the Western Cape, 2010. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1693_1308039217.

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<p>This thesis is concerned with singularly perturbed two-parameter problems. We study a tted nite difference method as applied on two different meshes namely a piecewise mesh (of Shishkin type) and a graded mesh (of Bakhvalov type) as well as a tted operator nite di erence method. We notice that results on Bakhvalov mesh are better than those on Shishkin mesh. However, piecewise uniform meshes provide a simpler platform for analysis and computations. Fitted operator methods are even simpler in these regards due to the ease of operating on uniform meshes. Richardson extrapolation is applied on
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De, Klerk Jacques. "Time series forecasting and model selection in singular spectrum analysis." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/53190.

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Dissertation (PhD)--University of Stellenbosch, 2002<br>ENGLISH ABSTRACT: Singular spectrum analysis (SSA) originated in the field of Physics. The technique is non-parametric by nature and inter alia finds application in atmospheric sciences, signal processing and recently in financial markets. The technique can handle a very broad class of time series that can contain combinations of complex periodicities, polynomial or exponential trend. Forecasting techniques are reviewed in this study, and a new coordinate free joint-horizon k-period-ahead forecasting formulation is derived. The stu
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Marchiori, Gustavo Capovilla. "Controle robusto multivariavel frequencial com modelo interno via valor singular estruturado." [s.n.], 1994. http://repositorio.unicamp.br/jspui/handle/REPOSIP/261334.

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Orientador: Celso Pascoli Bottura<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica<br>Made available in DSpace on 2018-07-19T12:41:30Z (GMT). No. of bitstreams: 1 Marchiori_GustavoCapovilla_M.pdf: 3854270 bytes, checksum: c66d2152f1c7cda4e969d0fae4791312 (MD5) Previous issue date: 1994<br>Resumo: Neste trabalho pesquisamos metodologia para análise e síntese de sistemas de controle automático com incertezas estruturadas introduzida por Doyle. Objetivando o controle robusto multivariável ótimo no espaço de frequências, utilizamos o conceito de val
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Miranda, Luís Henrique de. "Sistemas parabólicos singulares e o fenômeno da solidificação irreversível." [s.n.], 2011. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307418.

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Orientadores: José Luiz Boldrini, Gabriela del Valle Planas<br>Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica<br>Made available in DSpace on 2018-08-17T11:29:46Z (GMT). No. of bitstreams: 1 Miranda_LuisHenriquede_D.pdf: 3635408 bytes, checksum: a6e3a474ac371040a5d83a9b68f274e8 (MD5) Previous issue date: 2011<br>Resumo: O objetivo do presente trabalho é a análise matemática da influência das correntes de convecção em um processo de solidificação irreversível. A análise será feita quanto ao aspecto da existência de soluções de
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Gorius, Thomas [Verfasser]. "Approximate Model Inversion of Flexible Multibody Systems Based on Singular Perturbations / Thomas Gorius." Aachen : Shaker, 2014. http://d-nb.info/1058315234/34.

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Li, Yongfeng. "Nonlinear oscillation and control in the BZ chemical reaction." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/26565.

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Thesis (Ph.D)--Mathematics, Georgia Institute of Technology, 2009.<br>Committee Chair: Yi, Yingfei; Committee Member: Chow, Shui-Nee; Committee Member: Dieci, Luca; Committee Member: Verriest, Erik; Committee Member: Weiss, Howie. Part of the SMARTech Electronic Thesis and Dissertation Collection.
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Antunes, Vicente de Freitas. "Propagacão de ondas gravitacionais em modelos cosmológicos dos tipos FRW singular e com ricochete." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2007. http://hdl.handle.net/10183/78448.

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Neste trabalho investigamos a propagação de ondas gravitacionais em dois modelos cosmológicos não-estacionários, ambos pertencentes `a classe de Friedmann-Robertson-Walker (FRW): o Universo de Einstein-Maxwell, cuja fonte da geometria é o campo eletromagnético descrito pela eletrodinâmica de Maxwell, e um universo não-singular com ricochete (bounce) cuja fonte da geometria é o campo eletromagnético descrito por uma generalização não-linear da eletrodinâmica de Maxwell. Trabalhamos com uma formulação de perturbações cosmológicas explicitamente invariante de calibre e analisamos a estrutura do e
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Khabir, Mohmed Hassan Mohmed. "Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance." Thesis, University of the Western Cape, 2011. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_7416_1320395978.

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Options are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be exercised only on the expiration date, and American options which can be exercised on or before the expiration date. American options are much harder to deal with than European ones. The reason being the optimal exercise policy of these options which led to free boundary problems. Ever since the seminal work of Black and Scholes [J. Pol. Econ. 81(3) (1973), 637-659], the diff
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Gamba, Stefano. "Model Reduction for Multibody System." Doctoral thesis, Università degli studi di Padova, 2009. http://hdl.handle.net/11577/3426515.

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In the first part of this thesis we presents a computationally fast mathematical model of a motorcycle drivetrain, that can be implemented in a multibody motorcycle model for handling and maneuverability studies and long time-scale analysis. Given a mathematical model of the primary drive and the transmission, possessing an arbitrary number of shafts, we define a reduced model composed by only two counter-rotating shafts of suitable masses and inertias. Also, we show how forces and torques applied to the original model must be adapted to the compact one, in order for the two systems to be indi
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Bergou, El Houcine. "Méthodes numériques pour les problèmes des moindres carrés, avec application à l'assimilation de données." Thesis, Toulouse, INPT, 2014. http://www.theses.fr/2014INPT0114/document.

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L'algorithme de Levenberg-Marquardt (LM) est parmi les algorithmes les plus populaires pour la résolution des problèmes des moindres carrés non linéaire. Motivés par la structure des problèmes de l'assimilation de données, nous considérons dans cette thèse l'extension de l'algorithme LM aux situations dans lesquelles le sous problème linéarisé, qui a la forme min||Ax - b ||^2, est résolu de façon approximative, et/ou les données sont bruitées et ne sont précises qu'avec une certaine probabilité. Sous des hypothèses appropriées, on montre que le nouvel algorithme converge presque sûrement vers
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Griffiths, Roger Evan. "Return Map Characterizations of Singular Solutions for a Model of Bursting with Two Slow Variables." Thesis, Montana State University, 2003. http://etd.lib.montana.edu/etd/2003/griffiths/GriffithsR_03.pdf.

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Various physiological systems display bursting electrical activity (BEA). There exist numerous three variable models to describe this behavior. However, four variables may be required to explain some qualitative features of BEA. In this dissertation a model with two slow and two fast variables is presented. For some parameter values the system has stable equilibria while for other values there exist bursting solutions. A singular construction of the latter solutions corresponds to the existence of a fixed point of a one dimensional map. The map is the composition of two maps derived from the s
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Yang, Lin. "Tests d'hypothèses pour les processus de Poisson dans les cas non réguliers." Phd thesis, Université du Maine, 2014. http://tel.archives-ouvertes.fr/tel-00954892.

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Ce travail est consacré aux problèmes de testd'hypothèses pour les processus de Poisson nonhomogènes.L'objectif principal de ce travail est l'étude decomportement des différents tests dans le cas desmodèles statistiques singuliers. L'évolution de lasingularité de la fonction d'intensité est comme suit :régulière (l'information de Fisher finie), continue maisnon différentiable (singularité de type "cusp"),discontinue (singularité de type saut) et discontinueavec un saut de taille variable. Dans tous les cas ondécrit analytiquement les tests. Dans le cas d'un saut detaille variable, on présente
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Skritek, Bernhard, Cuaresma Jesus Crespo, Arkadii V. Kryazhimskii, Klaus Prettner, Alexia Prskawetz, and Elena Rovenskaya. "Revisiting the Lucas Model." WU Vienna University of Economics and Business, 2015. http://epub.wu.ac.at/4653/1/wp208.pdf.

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We revisit the influential economic growth model by Lucas (1988) ["On the mechanics of economic development." Journal of Monetary Economics, 22(1):3-42], assuming that households optimally allocate consumption and education over the life-cycle given an exogenous interest rate and exogenous wages. We show that in such a partial equilibrium setting, the original two-state (physical capital and human capital) optimization problem can be decomposed into two single-state optimal control models. This transformation allows us to rigorously prove the existence of a singular control describing the allo
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42

Pasos, Jose E. "Mean-variance optimal portfolios for Lévy processes and a singular stochastic control model for capacity expansion." Thesis, London School of Economics and Political Science (University of London), 2018. http://etheses.lse.ac.uk/3771/.

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In the first part of the thesis, the problem of determining the optimal capacity expansion strategy for a firm operating within a random economic environment is studied. The underlying market uncertainty is modelled by means of a general one-dimensional positive diffusion with possible absorption at 0. The objective is to maximise a performance criterion that involves a general running payoff function and associates a cost with each capacity increase up to the first hitting time of 0, at which time the firm defaults. The resulting optimisation problem takes the form of a degenerate twodimensio
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43

Zagar, Philipp, and Rudolf Scheidl. "On the use of singular perturbation based model hierarchies of an electrohydraulic drive for virtualization purposes." Technische Universität Dresden, 2020. https://tud.qucosa.de/id/qucosa%3A71183.

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Virtualization of products means the representation of some of their properties by models. In a stronger digitalized world, these models will gain a much broader use than models had in engineering so far. Even for one modelling aspect different models of the same product will be used, depending on the specific need of the model user. That need may change in the course of product life, between first product concepts till over the different phases of development, to product use, maintenance, or even recycling. Since a digitalized world use of these diverse models will not be limited to experts m
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44

Gunyan, Scott Nathan. "An Examination into the Statistics of the Singular Vectors for the Multi-User MIMO Wireless Channel." Diss., CLICK HERE for online access, 2004. http://contentdm.lib.byu.edu/ETD/image/etd539.pdf.

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45

Seydi, Ousmane. "Perturbations singulières des systèmes dynamiques en dimension infinie : théorie et applications." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00991857.

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L'objectif de cette thèse est d'étudier et de donner des outils pour la compréhension des problèmes de perturbations singulières pour des modèles épidémiques et des problèmes de dynamiques de populations. Les modèles considérés sont des équations structurées en âge qui peuvent dans certains cas se réécrire comme des équations à retard. L'étude de ces classes d'exemples s'est faite avec succès et a permis de comprendre et de mettre en évidence toute la complexité et l'étendue de ces problèmes. Comme on peut le remarquer dans la littérature, l'une des clés fondamentales à la compréhension de ces
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46

Tomasevic, Milica. "Sur une interprétation probabiliste des équations de Keller-Segel de type parabolique-parabolique." Thesis, Université Côte d'Azur (ComUE), 2018. http://www.theses.fr/2018AZUR4097/document.

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En chimiotaxie, le modèle parabolique-parabolique classique de Keller-Segel en dimension d décrit l’évolution en temps de la densité d'une population de cellules et de la concentration d'un attracteur chimique. Cette thèse porte sur l’étude des équations de Keller-Segel parabolique-parabolique par des méthodes probabilistes. Dans ce but, nous construisons une équation différentielle stochastique non linéaire au sens de McKean-Vlasov dont le coefficient dont le coefficient de dérive dépend, de manière singulière, de tout le passé des lois marginales en temps du processus. Ces lois marginales co
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47

Jermey, P. M. "A three-dimensional singular model of a magnetic perpendicular recording head with applications to inter-track interference." Thesis, University of Plymouth, 2008. http://hdl.handle.net/10026.1/2616.

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Two-dimensional models of the read head are not suitable for simulating the replay of the extremely high density data that is expected to be achieved in hard drives using perpendicular recording. By matching a singular function approximation to the Fourier solution at the air-bearing surface (ABS), a three-dimensional analytic model of a shielded giant magnetoresistive head, with side shields, for perpendicular replay is derived in this thesis. An explicit expression for the potential in the ABS is presented and parameters in that expression are accurately estimated for a range of practical he
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Darniere, Luck. "Etude modele-theorique d'anneaux satisfaisant un principe de hasse non singulier." Rennes 1, 1998. http://www.theses.fr/1998REN10005.

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Les principes locaux-globaux (lgp) du type du principe de hasse non singulier ont une longue histoire en theorie des modeles appliquee a l'algebre (corps pseudo algebriquement clos (pac), pseudo reel clos (prc), pseudo p-adiquement clos et leurs generalisations a un ensemble fini m d'entiers premiers (pc#m). . . Etc. ). Nous commencons par degager et etudier un principe local-global assez general pour englober non seulement ces lgp de corps mais aussi d'autres approches plus recentes sur les anneaux integres, et en meme temps assez raisonnable pour rester axiomatisable au premier ordre dans le
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Ouoba, Mahamadi. "Asymptotic expansion of the expected discounted penalty function in a two-scalestochastic volatility risk model." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-26100.

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In this Master thesis, we use a singular and regular perturbation theory to derive an analytic approximation formula for the expected discounted penalty function. Our model is an extension of Cramer–Lundberg extended classical model because we consider a more general insurance risk model in which the compound Poisson risk process is perturbed by a Brownian motion multiplied by a stochastic volatility driven by two factors- which have mean reversion models. Moreover, unlike the classical model, our model allows a ruin to be caused either by claims or by surplus’ fluctuation. We compute explicit
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Snow, Kyle Brian. "Topics in Total Least-Squares Adjustment within the Errors-In-Variables Model: Singular Cofactor Matrices and Prior Information." The Ohio State University, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=osu1354677123.

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