It was the purpose of this design study to explore the Geometer’s Sketchpad dynamic mathematics software as a tool to model the derivative in introductory calculus in a manner that would foster a deeper conceptual understanding of the concept – developing domain specific understanding. Sketchpad’s transformation capabilities have been proved useful in the exploration of mathematical concepts by younger learners, college students and professors. The prospect of an open-ended exploration of mathematical concepts motivated the author to pursue the possibility of representing the concept of derivative in dynamic forms. Contemporary CAS studies have predominantly dwelt on static algebraic, graphical and numeric representations and the connections that students are expected to make between them. The dynamic features of Sketchpad and such like software, have not been elaborately examined in so far as they have the potential to bridge the gap between actions, processes and concepts on the one hand and between representations on the other. In this study Sketchpad model-eliciting activities were designed, piloted and revised before a final implementation phase with undergraduate non-math major science students enrolled for an introductory calculus course. Although most of these students had some pre-calculus and calculus background, their performance in the introductory course remained dismal and their grasp of the derivative slippery. The dual meaning of the derivative as the instantaneous rate of change and as the rate of change function was modeled in Sketchpad’s multiple representational capabilities. Six forms of representation were identified: static symbolic, static graphic, static numeric, dynamic graphic, dynamic numeric and occasionally dynamic symbolic. The activities enabled students to establish conceptual links between these representations. Students were able to switch systematically from one form of (foreground or background) representation to another leading to a unique qualitative understanding of the derivative as the invariant concept across the representations. Experimental students scored significantly higher in the posttest than in the pretest. However, in comparison with control group students the experimental students performed significantly better than control students in non-routine problems. A cyclical model of developing a deeper concept image of the derivative is therefore proposed in this study. / Educational Studies / D. Ed. (Education)

This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion. New results obtained by the author are presented in five articles. These are divided into two parts. The first part involves three articles on statistical inference and simulation of a family of processes related to fractional Brownian motion and Ornstein-Uhlenbeck process, the so-called fractional Ornstein-Uhlenbeck process of the second kind (fOU2). In two of the articles, we show how to simulate fOU2 by means of circulant embedding method and memoryless transformations. In the other one, we construct a least squares consistent estimator of the drift parameter and prove the central limit theorem using techniques from Stochastic Calculus for Gaussian processes and Malliavin Calculus. The second phase of my research consists of two articles about jump market models and arbitrage portfolio strategies for an insider trader. One of the articles describes two arbitrage free markets according to their risk neutral valuation formula and an arbitrage strategy by switching the markets. The key aspect is the difference in volatility between the markets. Statistical evidence of this situation is shown from a sequential data set. In the other one, we analyze the arbitrage strategies of an strong insider in a pure jump Markov chain financial market by means of a likelihood process. This is constructed in an enlarged filtration using Itô calculus and general theory of stochastic processes. / Föreliggande doktorsavhandling strävar efter att utöka sannolikhetsbaserade och statistiska modeller med stokastiska differentialekvationer. De beskrivna modellerna fångar väsentliga egenskaper i data som inte förklaras av klassiska diffusionsmodeller för brownsk rörelse.  Nya resultat, som författaren har härlett, presenteras i fem uppsatser. De är ordnade i två delar. Del 1 innehåller tre uppsatser om statistisk inferens och simulering av en familj av stokastiska processer som är relaterade till fraktionell brownsk rörelse och Ornstein-Uhlenbeckprocessen, så kallade andra ordningens fraktionella Ornstein-Uhlenbeckprocesser (fOU2). I två av uppsatserna visar vi hur vi kan simulera fOU2-processer med hjälp av cyklisk inbäddning och minneslös transformering. I den tredje uppsatsen konstruerar vi en minsta-kvadratestimator som ger konsistent skattning av driftparametern och bevisar centrala gränsvärdessatsen med tekniker från statistisk analys för gaussiska processer och malliavinsk analys.  Del 2 av min forskning består av två uppsatser om marknadsmodeller med plötsliga hopp och portföljstrategier med arbitrage för en insiderhandlare. En av uppsatserna beskriver två arbitragefria marknader med riskneutrala värderingsformeln och en arbitragestrategi som består i växla mellan marknaderna. Den väsentliga komponenten är skillnaden mellan marknadernas volatilitet. Statistisk evidens i den här situationen visas utifrån ett sekventiellt datamaterial. I den andra uppsatsen analyserar vi arbitragestrategier hos en insiderhandlare i en finansiell marknad som förändrar sig enligt en Markovkedja där alla förändringar i tillstånd består av plötsliga hopp. Det gör vi med en likelihoodprocess. Vi konstruerar detta med utökad filtrering med hjälp av Itôanalys och allmän teori för stokastiska processer. / <p>At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 4: Manuscript. Paper 5: Manuscript.</p>

The purposes of this study were (a) to develop, implement, and evaluate a computer-oriented instructional program for introductory calculus students, and (b) to explore the association between a computer-oriented calculus instructional program, a non-computer-oriented calculus instructional program, student achievement on three selected calculus topics, and student attitude toward mathematics. An experimental study was conducted with two groups of introductory calculus students during the Spring Semester, 1989. The computer-oriented group consisted of 32 students who were taught using microcomputer calculus software for in-class presentations and homework assignments. The noncomputer-oriented group consisted of 40 students who were taught in a traditional setting with no microcomputer intervention. Each of three experimenter-developed achievement examinations was administered in a pretest/posttest format with the pretest scores being used both as a covariate and in determining the two levels of student prior knowledge of the topic. For attitude toward mathematics, the Aiken-Dreger Revised Math Attitude Scale was administered in a pretest/ posttest format with the pretest scores being used as a covariate. Students were also administered the MAA Calculus Readiness Test to determine two levels of calculus prerequisite skill mastery. An ANCOVA for achievement and attitude toward mathematics was performed by treatment, level, and interaction of treatment and level. Using a .05 level of significance, there was no significant difference in treatments, levels of prior knowledge of topic, nor interaction when achievement was measured by each of the three achievement examination posttests. Furthermore, there was no significant difference between treatments, levels of student prerequisite skill mastery, and interaction when attitude toward mathematics was measured, at the .05 level of significance. It was concluded that the use of the microcomputer in introductory calculus instruction does not significantly effect either student achievement in calculus or student attitude toward mathematics.

Thesis (M.Sc. (Applied Mathematics)) -- University of Limpopo, 2019 / Functional Itˆo calculus is based on an extension of the classical Itˆo calculus to functionals depending on the entire past evolution of the underlying paths and not only on its current value. The calculus builds on F¨ollmer’s deterministic proof of the Itˆo formula Föllmer (1981) and a notion of pathwise functional derivative recently proposed by Dupire (2019). There are no smoothness assumptions required on the functionals, however, they are required to possess certain directional derivatives which may be computed pathwise, see Cont and Fournié (2013); Schied and Voloshchenko (2016a); Cont (2012). In this project we revise the functional Itô calculus together with the notion of quadratic variation. We compute the pathwise change of variable formula utilizing the functional Itô calculus and the quadratic variation notion. We study the martingale representation for the case of weak derivatives, we allow the vertical operator, rX, to operate on continuous functionals on the space of square-integrable Ft-martingales with zero initial value. We approximate the hedging strategy, H, for the case of path-dependent functionals, with Lipschitz continuous coefficients. We study some hedging strategies on the class of discounted market models satisfying the quadratic variation and the non-degeneracy properties. In the classical case of the Black-Scholes, Greeks are an important part of risk-management so we compute Greeks of the price given by path-dependent functionals. Lastly we show that they relate to the classical case in the form of examples. / NRF and AIMS-SA

The purpose of this dissertation was to investigate the relationship between the Advanced Placement Calculus AB exam and student achievement in college level Math 1710-Calculus I. The review of literature shows that this possible relationship is based on Alexander Astin's longitudinal input-environment-outcome (I-E-O) model. The I-E-O model was used to analyze the relationship between the input and outcome of the two variables. In addition, this quantitative study determined the relationship between a score of 3 or lower on the Advanced Placement Calculus AB exam and student achievement in college level Math 1710-Calculus I. The sample population of this study contained 91 students from various high schools in Texas. Spearman's rank correlation revealed there was a statistically significant relationship between Advanced Placement Calculus AB exam scores and final grades in Math 1710-Calculus I.

Whilst results from Structural Proof Theory can be couched in many formalisms, it is the sequent calculus which is the most amenable of the formalisms to metamathematical treatment. Constructive syntactic proofs are filled with bureaucratic details; rarely are all cases of a proof completed in the literature. Two intermediate results can be used to drastically reduce the amount of effort needed in proofs of Cut admissibility: Weakening and Invertibility. Indeed, whereas there are proofs of Cut admissibility which do not use Invertibility, Weakening is almost always necessary. Use of these results simply shifts the bureaucracy, however; Weakening and Invertibility, whilst more easy to prove, are still not trivial. We give a framework under which sequent calculi can be codified and analysed, which then allows us to prove various results: for a calculus to admit Weakening and for a rule to be invertible in a calculus. For the latter, even though many calculi are investigated, the general condition is simple and easily verified. The results have been applied to G3ip, G3cp, G3s, G3-LC and G4ip. Invertibility is important in another respect; that of proof-search. Should all rules in a calculus be invertible, then terminating root-first proof search gives a decision procedure for formulae without the need for back-tracking. To this end, we present some results about the manipulation of rule sets. It is shown that the transformations do not affect the expressiveness of the calculus, yet may render more rules invertible. These results can guide the design of efficient calculi. When using interactive proof assistants, every case of a proof, however complex, must be addressed and proved before one can declare the result formalised. To do this in a human readable way adds a further layer of complexity; most proof assistants give output which is only legible to a skilled user of that proof assistant. We give human-readable formalisations of Cut admissibility for G3cp and G3ip, Contraction admissibility for G4ip and Craig's Interpolation Theorem for G3i using the Isar vernacular of Isabelle. We also formalise the new invertibility results, in part using the package for reasoning about first-order languages, Nominal Isabelle. Examples are given showing the effectiveness of the formalisation. The formal proof of invertibility using the new methods is drastically shorter than the traditional, direct method.

published_or_final_version / Dentistry / Master / Master of Dental Surgery

published_or_final_version / abstract / Computer Science / Master / Master of Philosophy

<p>The purpose of this study was to investigate the epistemological obstacles that mathematics students at undergraduate level encounter in coming to understand the limit concept. The role played by language and symbolism in understanding the limit concept was also investigated. A group of mathematics students at undergraduate level at the National University of Lesotho (NUL) was used as the sample for the study. Empirical data were collected by using interviews and questionnaires. These data were analysed using both the APOS framework and a semiotic perspective.</p> <p><br /> Within the APOS framework, the pieces of knowledge that have to be constructed in coming to understand the limit concept are actions, processes and objects. Actions are interiorised into processes and processes are encapsulated into objects. The conceptual structure is called a schema. In investigating the idea of limit within the context of a function some main epistemological obstacles that were encountered when actions were interiorised into processes are over-generalising and taking the limit value as the function value. For example, in finding the limit value L for f(x) as x tends to 0, 46 subjects out of 251 subjects said that they would calculate f(0) as the limit value. This method is appropriate for calculating the limit values for continuous functions. However, in this case, the method is generalised to all the functions. When these subjects encounter situations in which the functional value is equal to the limit value, they take the two to be the same. However, the two are different entities conceptually.</p>

The task of developing a framework for which agents can communicate reliably and flexibly in open systems is not trivial. This thesis addresses the dichotomy between reliable communication and facilitation of the autonomy of agents to create more flexible and emergent interactions. By the introduction of adaptations to a distributed protocol language, agents benefit from the ability to communicate interaction protocols to elucidate the social norms (thus creating more reliable communication). Yet, this approach also provides the functionality for the agent to unilaterally introduce new paths for the conversation to explore unforeseen opportunities and options (thus restoring more autonomy than possible with static protocols). The foundation of this work is Lightweight Coordination Calculus (LCC). LCC is a distributed protocol language and framework in which agents coordinate their own interactions by their message passing activities. In order to ensure that adaptations to the protocols are done in a reasonable way, we examine the use of two models of communication to guide any transformations to the protocols. We describe the use of FIPA's ACL and ultimately its unsuitability for this approach as well as the more fecund task of implementing dialogue games, an model of argumentation, as dynamic protocols. The existing attempts to develop a model that can encompass the gulf between reliability and autonomy in communication have had varying degrees of success. It is the purpose and the result of the research described in this thesis to develop an alloy of the various models, by the introduction of dynamic and distributed protocols, to develop a framework stronger than its constituents. Though this is successful, the derivations of the protocols can be dificult to reconstruct. To this end, this thesis also describes a method of protocol synthesis inspired by models of human communication that can express the dialogues created by the previous approaches but also have a fully accountable path of construction. Not only does this thesis explore a unique and novel approach to agent communication, it is tested through a practical implementation.