Thesis (Ph. D.)--York University, 2001. Graduate Programme in Mathematics and Statistics. / Typescript. Includes bibliographical references (leaves 170-177). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://wwwlib.umi.com/cr/yorku/fullcit?pNQ66344.

Thesis--University of Wisconsin--Madison. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 80-81).

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by Kwok, Wong-chuen Tony. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1993. / Includes bibliographical references (leaves [85-86]). / Acknowledgement / Abstract / Chapter I --- Laguerre's Method in Polynomial Zero-finding / Chapter 1 --- Background --- p.1 / Chapter 2 --- Introduction and Problems of Laguerre´ةs Method --- p.3 / Chapter 2.1 --- Laguerre´ةs Method in Symmetrie-Cluster Problem / Chapter 2.2 --- Cyclic Behaviour / Chapter 2.3 --- Supercluster Problem / Chapter 3 --- Proposed Enhancement to Laguerre 's Method --- p.9 / Chapter 3.1 --- Analysis of Adding a Zero or Pole / Chapter 3.2 --- Proposed Algorithm / Chapter 4 --- Conclusion --- p.17 / Chapter II --- Homotopy Methods applied to Polynomial Zero-finding / Chapter 1 --- Introduction --- p.18 / Chapter 2 --- Overcoming Bifurcation --- p.22 / Chapter 3 --- Comparison of Homotopy Algorithms --- p.27 / Chapter 4 --- Conclusion --- p.29 / Appendices / Chapter I --- Laguerre's Method in Polynomial Zero-finding / Chapter 0 --- Naming of Testing Polynomials / Chapter 1 --- Finding All Zeros using Proposed Laguerre's Method / Chapter 2 --- Experiments: Selected Pictures of Comparison of Proposed Strategy with Other Strategy / Chapter 3 --- Experiments: Tables of Comparison of Proposed Strategy with Other Strategy / Chapter 4 --- Distance Colorations and Target Colorations / Chapter II --- Homotopy Methods applied to Polynomial Zero-finding / Chapter 1 --- Comparison of Algorithms using Homotopy Method / Chapter 2 --- Experiments: Selected Pictorial Comparison / Chapter III --- An Example Demonstrating Effect of Round-off Errors References

Title from PDF of title page (University of Missouri--Columbia, viewed on February 23, 2010). The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Dissertation advisor: Dr. Sudarshan K. Loyalka and Dr. Robert V. Tompson. Vita. Includes bibliographical references.

When we want to solve electromagnetic problems, the Finite Difference Time Domain (FDTD) method is a very useful numerical simulation technique to solve these problems. However, the traditional FDTD method is an explicit finite-difference scheme, so the method is limited by the Courant-Friedrich-Levy (CFL) stability condition. In other words, the minimum cell size will limit the maximum time-step size in a computational domain. Therefore, while simulating structures of fine scale dimensions, it will relatively result in a prohibitively high computation time generated by the maximum time-step size. The WLP-FDTD is based on the Weighted Laguerre Polynomials technique and the traditional FDTD algorithm. It is an implicit finite-difference equations. Therefore, it can completely avoid the stability constraint, and then improve calculation time by choosing relatively large time-step. In this thesis, we incorporate non-uniform grid method into the WLP-FDTD. By using them to simulate the structures of fine scale dimensions can reduce the computation time and memory usage. Further, we extend this method from two-dimensional to three-dimensional and add loss media into original formulations that will make the application of this method more widely.

Obtaining the distribution of the profit and loss (PL) of a portfolio is a key problem in market risk measurement. However, existing methods, such as those based on the Normal distribution, and historical simulation methods, which use empirical distribution of risk factors, face difficulties in dealing with at least one of the following three problems: describing the distributional properties of risk factors appropriately (description problem); deriving distributions of risk factors with time horizon longer than one day (time aggregation problem); and deriving the distribution of the PL given the distributional properties of the risk factors (risk aggregation problem). Here, we show that expansion methods can provide reasonable solutions to all three problems. Expansion methods approximate a probability density function by a sum of orthogonal polynomials multiplied by an associated weight function. One of the most important advantages of expansion methods is that they only require moments of the target distribution up to some order to obtain an approximation. Therefore they have the potential to be applied in a wide range of situations, including in attempts to solve the three problems listed above. On the other hand, it is also known that expansions lack robustness: they often exhibit unignorable negative density and their approximation quality can be extremely poor. This limits applications of expansion methods in existing studies. In this thesis, we firstly develop techniques to provide robustness, with which expansion methods result in a practical approximation quality in a wider range of examples than investigated to date. Specifically, we investigate three techniques: standardisation, use of Laguerre expansion and optimisation. Standardisation applies expansion methods to a variable which is transformed so that its first and second moments are the same as those of the weight function. Use of Laguerre expansions applies those expansions to a risk factor so that heavy tails can be captured better. Optimisation considers expansions with coefficients of polynomials optimised so that the difference between the approximation and the target distribution is minimised with respect to mean integrated squared error. We show, by numerical examples using data sets of stock index returns and log differences of implied volatility, and GARCH models, that expansions with our techniques are more robust than conventional expansion methods. As such, marginal distributions of risk factors can be approximated by expansion methods. This solves a part of the description problem: the information on the marginal distributions of risk factors can be summarised by their moments. Then we show that the dependence structure among risk factors can be summarised in terms of their cross-moments. This solves the other part of the description problem. We also use the fact that moments of risk factors can be aggregated using their moments and cross-moments, to show that expansion methods can be applied to both the time and risk aggregation problems. Furthermore, we introduce expansion methods for multivariate distributions, which can also be used to approximate conditional expectations and copula densities by rational functions.

Cette thèse porte sur la propagation des ondes magnéto-électro-élastiques dans les structures inhomogènes, et tout particulièrement de l’effet d’un champ magnétique externe sur des structures multicouches et des cristaux phononiques combinant des matériaux à la fois piézoélectriques et magnéto-élastiques. Pour déterminer les caractéristiques des ondes se propageant dans ces structures magnéto-électro-élastiques, un modèle de matériau piézomagnétique équivalent à un matériau magnéto-élastique en couche mince, polarisé à saturation autour d’une position d’équilibre définie par l’orientation et l’amplitude d’un champ magnétique externe appliqué à celui-ci, est développé. Il est combiné à une méthode originale de calcul des courbes de dispersion dans les multicouches, basée sur une décomposition en polynômes de Legendre pour les couches d’épaisseur finie, et en polynômes de Laguerre pour le substrat semi-infini. Ce modèle est utilisé pour le cas d’un film mince de TbCo2/FeCo, présentant une anisotropie magnétique uni-axiale dans le plan et une magnétostriction géante, déposé sur un substrat de LiNbO3 sous forme de film ou en réseau de plots cylindriques. On montre que dans ce dernier cas, correspondant à un cristal phononique magnéto-élastiques à résonance locale, il est possible de contrôler sans aucun contact la structure de bande par l’application d’un champ magnétique externe. Ainsi, une sensibilité de 50 kHz par Oersted a été calculée pour une bande plate située dans le gap de Bragg d’un tel cristal phononique. Cette sensibilité est suffisante pour envisager une application du dispositif comme un détecteur très sensible de champs magnétiques localisés / This thesis focuses on the propagation of magneto-electro-elastic waves in inhomogeneous structures, and in particular the effect of an external magnetic field on multilayer structures and on phononic crystals that combine both piezoelectric and magneto-elastic materials. To determine the characteristics of waves propagating in magneto-electro-elastic structures, an effective piezomagnetic material model, equivalents to a thin layer of magneto-elastic material, is developed. The thin layer is polarized to saturation around the equilibrium position defined by the direction and amplitude of an external magnetic field. This model is combined with a method of dispersion curves calculation in multilayer structures, based on a decomposition in Legendre polynomials for layers of finite thickness and Laguerre polynomials for a semi-infinite substrate. The model is used for the case of a TbCo2/FeCo thin film, presenting an in plane uniaxial magnetic anisotropy and a giant magnetostriction, deposited as a film, or as a lattice of cylinders, on a substrate of LiNbO3. It is shown that in the latter case, corresponding to a local resonance magneto-elastic phononic crystal, it is possible to control, without any contact, the band structure by applying an external magnetic field. Thus, a sensitivity of 50kHz by Oersted was calculated for a flat band located in Bragg band gap for such phononic crystal. This sensitivity is sufficient to enable the use of this device as a sensitive detector of localized magnetic fields

System identification finds nowadays application in various areas of biological research as a tool of empiric mathematical modeling and model individualization. A fundamental challenge of system identification in biology awaits in the form of response variability. Furthermore, biological systems tend to exhibit high degree of nonlinearity as well as significant time delays. This thesis covers system identification approaches developed for the applications within two particular biomedical fields: neuroscience and endocrinology. The first topic of the thesis is parameter estimation of the classical Elementary Motion Detector (EMD) model in insect vision. There are two important aspects to be taken care of in the identification approach, namely the nonlinear dynamics of the individual EMD and the spatially distributed structure of multiple detectors producing a measurable neural response. Hence, the suggested identification method is comprised of two consecutive stages addressing each of the above aspects. Furthermore, visual stimulus design for high spatial excitation order has been investigated. The second topic is parameter estimation of mathematical model for testosterone regulation in the human male. The main challenges of this application are in the unavailability of input signal measurements and the presence of an unknown pulsatile feedback in the system resulting in a highly nonlinear closed-loop dynamics. Semi-blind identification method has been developed based on a recently proposed pulse-modulated model of pulsatile endocrine regulation. The two system identification problems treated in the thesis bear some resemblance in the sense that both involve measured signals that can be seen as square-integrable functions of time. This property is handled by transforming the signals into the Laguerre domain, i.e. by equivalently representing the functions with their infinite Laguerre series.

Cette thèse regroupe plusieurs travaux de combinatoire énumérative sur les permutations et permutations d'ensemble. Elle comporte 4 parties.Dans la première partie, nous répondons aux conjectures de Steingrimsson sur les partitions ordonnées d'ensemble. Plus précisément, nous montrons que les statistiques de Steingrimsson sur les partitions ordonnées d'ensemble ont la distribution euler-mahonienne. Dans la deuxième partie, nous introduisons et étudions une nouvelle classe de statistiques sur les mots : les statistiques "maj-inv". Ces dernières sont des interpolations graphiques des célèbres statistiques "indice majeur" et "nombre d'inversions". Dans la troisième partie, nous montrons que la distribution conjointe des statistiques"nombre de croisements" et "nombre d'imbrications" sur les partitions d'ensemble est symétrique. Nous étendrons aussi ce dernier résultat dans le cadre beaucoup plus large des 01-remplissages de "polyominoes lunaires".La quatrième et dernière partie est consacrée à l'étude combinatoire des q-polynômes de Laguerre d'Al-Salam-Chihara. Nous donnerons une interprétation combinatoire de la suite de moments et des coefficients de linéarisations de ces polynômes. / This thesis consists of four chapters, each on a different topic in enumerative combinatorics, all related in some way to the enumeration of permutations or set partitions. In the first chapter, we prove and generalize Steingrimsson's conjectures on Euler-Mahonian statistics on ordered set partitions. In the second chapter, we introduce and study a new class of statistics on words: the "maj-inv" statistics. These are graphical interpolation of the well-known "major index" and "inversion number".In the third chapter, we show that the joint distribution of the numbers of crossings and nestings on set partitions is symmetric. We also put this result in the larger context of enumeration of increasing and decreasing chains in 01-fillings of moon polyominoes.In the last chapter, we decribe various aspects of the Al-Salam-Chihara q-Laguerre polynomials. These include combinatorial descriptions of the polynomials, the moments, the orthogonality relation and a combinatorial interpretation of the linearization coefficients.