ATTENTION: The software behind KU ScholarWorks is being upgraded to a new version. Starting July 15th, users will not be able to log in to the system, add items, nor make any changes until the new version is in place at the end of July. Searching for articles and opening files will continue to work while the system is being updated.
If you have any questions, please contact Marianne Reed at mreed@ku.edu .
Mathematics: Recent submissions
Now showing items 181-200 of 462
-
Plane roulette curves
(University of Kansas, 1915) -
Set of problems of the circle arranged by type forms
(University of Kansas, 1916) -
A special Riemann surface with application to the hyperelliptic case
(University of Kansas, 1915) -
The principle of duality in a projective space of N dimensions
(University of Kansas, 1922.) -
Projective normality and higher syzygies for algebraic surfaces
(De Gruyter Open, 1999-03-05)In this work we develop new techniques to compute Koszul cohomology groups for several classes of varieties. As applications we prove results on projective normality and syzygies for algebraic surfaces. From more general ... -
Erratum to Projective normality and higher syzygies for algebraic surfaces
(De Gruyter Open, 1999-06-05) -
On the Stochastic Burgers’ Equation in the Real Line
(Institute of Mathematical Statistics, 1999-01-01)In this paper we establish the existence and uniqueness of an L2(R) -valued solution for a one-dimensional Burgers’ equation perturbed by a space–time white noise on the real line. We show that the solution is continuous ... -
Some results on rational surfaces and Fano varieties
(De Gruyter, 2001-01-23) -
Stochastic Differential Equations with Random Coefficients
(Bernoulli Society for Mathematical Statistics and Probability, 1997-06-01)No abstract is available for this item. -
An Example of a Non-Markovian Stochastic Two-Point Boundary Value Problem
(Bernoulli Society for Mathematical Statistics and Probability, 1997-12-01) -
Large Deviations for Stochastic Volterra Equations
(Bernoulli Society for Mathematical Statistics and Probability, 2000-04-01)No abstract is available for this item. -
Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance
(Bernoulli Society for Mathematical Statistics and Probability, 2001-10-01)See article for abstract. -
Power variation of some integral fractional processes
(Bernoulli Society for Mathematical Statistics and Probability, 2006-08-01)We consider the asymptotic behaviour of the realized power variation of processes of the form ∫^(t)(0)u(s)dB^(H)(s), where B^H is a fractional Brownian motion with Hurst parameter H∈(0,1), and u is a process with finite ... -
Hitting Times for Gaussian Processes
(Institute of Mathematical Statistics, 2008-01-01)See article for abstract. -
Nucleation and propagation of phase mixtures in a bistable chain
(American Physical Society, 2009-04-29)We consider a prototypical discrete model of phase transitions. The model consists of a chain of particles, each interacting with its nearest and next-to-nearest neighbors. The long-range interaction between next-to-nearest ... -
Spectral Stability for Subsonic Traveling Pulses of the Boussinesq “abc" System
(Society for Industrial and Applied Mathematics, 2013-09-01)See article for abstract. -
The Relation Between the QR and LR Algorithms
(Society for Industrial and Applied Mathematics, 1998-06-05)For an Hermitian matrix the QR transform is diagonally similar to two steps of the LR transforms. Even for non-Hermitian matrices the QR transform may be written in rational form. -
Choosing Poles So That the Single-Input Pole Placement Problem Is Well Conditioned
(Society for Industrial and Applied Mathematics, 1998-05-01)We discuss the single-input pole placement problem (SIPP) and analyze how the conditioning of the problem can be estimated and improved if the poles are allowed to vary in specific regions in the complex plane. Under certain ... -
A Numerical Method for Computing an SVD-like Decomposition
(Society for Industrial and Applied Mathematics, 2005-09-05)We present a numerical method for computing the SVD-like decomposition B = QDS-1 , where Q is orthogonal, S is symplectic, and D is a permuted diagonal matrix. The method can be applied directly to compute the canonical ... -
Explicit Solutions for a Riccati Equation from Transport Theory
(Society for Industrial and Applied Mathematics, 2008-10-16)We derive formulas for the minimal positive solution of a particular nonsymmetric Riccati equation arising in transport theory. The formulas are based on the eigenvalues of an associated matrix. We use the formulas to ...