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- Title
- An algebraic attack on block ciphers.
- Creator
- Matheis, Kenneth., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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The aim of this work is to investigate an algebraic attack on block ciphers called Multiple Right Hand Sides (MRHS). MRHS models a block cipher as a system of n matrix equations Si := Aix = [Li], where each Li can be expressed as a set of its columns bi1, . . . , bisi . The set of solutions Ti of Si is dened as the union of the solutions of Aix = bij , and the set of solutions of the system S1, . . . , Sn is dened as the intersection of T1, . . . , Tn. Our main contribution is a hardware...
Show moreThe aim of this work is to investigate an algebraic attack on block ciphers called Multiple Right Hand Sides (MRHS). MRHS models a block cipher as a system of n matrix equations Si := Aix = [Li], where each Li can be expressed as a set of its columns bi1, . . . , bisi . The set of solutions Ti of Si is dened as the union of the solutions of Aix = bij , and the set of solutions of the system S1, . . . , Sn is dened as the intersection of T1, . . . , Tn. Our main contribution is a hardware platform which implements a particular algorithm that solves MRHS systems (and hence block ciphers). The case is made that the platform performs several thousand orders of magnitude faster than software, it costs less than US$1,000,000, and that actual times of block cipher breakage can be calculated once it is known how the corresponding software behaves. Options in MRHS are also explored with a view to increase its efficiency.
Show less - Date Issued
- 2010
- PURL
- http://purl.flvc.org/FAU/2976444
- Subject Headings
- Ciphers, Cryptography, Data encryption (Computer science), Computer security, Coding theory, Integrated circuits, Design and construction
- Format
- Document (PDF)
- Title
- A class of rational surfaces with a non-rational singularity explicitly given by a single equation.
- Creator
- Harmon, Drake., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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The family of algebraic surfaces X dened by the single equation zn = (y a1x) (y anx)(x 1) over an algebraically closed eld k of characteristic zero, where a1; : : : ; an 2 k are distinct, is studied. It is shown that this is a rational surface with a non-rational singularity at the origin. The ideal class group of the surface is computed. The terms of the Chase-Harrison-Rosenberg seven term exact sequence on the open complement of the ramication locus of X ! A2 are computed; the Brauer group...
Show moreThe family of algebraic surfaces X dened by the single equation zn = (y a1x) (y anx)(x 1) over an algebraically closed eld k of characteristic zero, where a1; : : : ; an 2 k are distinct, is studied. It is shown that this is a rational surface with a non-rational singularity at the origin. The ideal class group of the surface is computed. The terms of the Chase-Harrison-Rosenberg seven term exact sequence on the open complement of the ramication locus of X ! A2 are computed; the Brauer group is also studied in this unramied setting. The analysis is extended to the surface eX obtained by blowing up X at the origin. The interplay between properties of eX , determined in part by the exceptional curve E lying over the origin, and the properties of X is explored. In particular, the implications that these properties have on the Picard group of the surface X are studied.
Show less - Date Issued
- 2013
- PURL
- http://purl.flvc.org/fcla/dt/3360782
- Subject Headings
- Mathematics, Galois modules (Algebra), Class field theory, Algebraic varieties, Integral equations
- Format
- Document (PDF)
- Title
- Weakly integrally closed domains and forbidden patterns.
- Creator
- Hopkins, Mary E., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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An integral domain D is weakly integrally closed if whenever there is an element x in the quotient field of D and a nonzero finitely generated ideal J of D such that xJ J2, then x is in D. We define weakly integrally closed numerical monoids similarly. If a monoid algebra is weakly integrally closed, then so is the monoid. A pattern F of finitely many 0's and 1's is forbidden if whenever the characteristic binary string of a numerical monoid M contains F, then M is not weakly integrally...
Show moreAn integral domain D is weakly integrally closed if whenever there is an element x in the quotient field of D and a nonzero finitely generated ideal J of D such that xJ J2, then x is in D. We define weakly integrally closed numerical monoids similarly. If a monoid algebra is weakly integrally closed, then so is the monoid. A pattern F of finitely many 0's and 1's is forbidden if whenever the characteristic binary string of a numerical monoid M contains F, then M is not weakly integrally closed. Any stretch of the pattern 11011 is forbidden. A numerical monoid M is weakly integrally closed if and only if it has a forbidden pattern. For every finite set S of forbidden patterns, there exists a monoid that is not weakly integrally closed and that contains no stretch of a pattern in S. It is shown that particular monoid algebras are weakly integrally closed.
Show less - Date Issued
- 2009
- PURL
- http://purl.flvc.org/FAU/199327
- Subject Headings
- Mathematical analysis, Algebra, Homological, Monoids, Categories (Mathematics), Semigroup algebras
- Format
- Document (PDF)
- Title
- A study of divisors and algebras on a double cover of the affine plane.
- Creator
- Bulj, Djordje., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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An algebraic surface defined by an equation of the form z2 = (x+a1y) ... (x + any) (x - 1) is studied, from both an algebraic and geometric point of view. It is shown that the surface is rational and contains a singular point which is nonrational. The class group of Weil divisors is computed and the Brauer group of Azumaya algebras is studied. Viewing the surface as a cyclic cover of the affine plane, all of the terms in the cohomology sequence of Chase, Harrison and Roseberg are computed.
- Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3355618
- Subject Headings
- Algebraic number theory, Geometry, Data processing, Noncommutative differential geometry, Mathematical physics, Curves, Algebraic, Commutative rings
- Format
- Document (PDF)
- Title
- A novel optimization algorithm and other techniques in medicinal chemistry.
- Creator
- Santos, Radleigh G., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
In this dissertation we will present a stochastic optimization algorithm and use it and other mathematical techniques to tackle problems arising in medicinal chemistry. In Chapter 1, we present some background about stochastic optimization and the Accelerated Random Search (ARS) algorithm. We then present a novel improvement of the ARS algorithm, DIrected Accelerated Random Search (DARS), motivated by some theoretical results, and demonstrate through numerical results that it improves upon...
Show moreIn this dissertation we will present a stochastic optimization algorithm and use it and other mathematical techniques to tackle problems arising in medicinal chemistry. In Chapter 1, we present some background about stochastic optimization and the Accelerated Random Search (ARS) algorithm. We then present a novel improvement of the ARS algorithm, DIrected Accelerated Random Search (DARS), motivated by some theoretical results, and demonstrate through numerical results that it improves upon ARS. In Chapter 2, we use DARS and other methods to address issues arising from the use of mixture-based combinatorial libraries in drug discovery. In particular, we look at models associated with the biological activity of these mixtures and use them to answer questions about sensitivity and robustness, and also present a novel method for determining the integrity of the synthesis. Finally, in Chapter 3 we present an in-depth analysis of some statistical and mathematical techniques in combinatorial chemistry, including a novel probabilistic approach to using structural similarity to predict the activity landscape.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3352830
- Subject Headings
- Drugs, Design, Mathematical models, Combinatorial optimization, Combinatorial chemistry, Genetic algorithms, Mathematical optimization, Stochastic processes
- Format
- Document (PDF)
- Title
- A min/max algorithm for cubic splines over k-partitions.
- Creator
- Golinko, Eric David, Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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The focus of this thesis is to statistically model violent crime rates against population over the years 1960-2009 for the United States. We approach this question as to be of interest since the trend of population for individual states follows different patterns. We propose here a method which employs cubic spline regression modeling. First we introduce a minimum/maximum algorithm that will identify potential knots. Then we employ least squares estimation to find potential regression...
Show moreThe focus of this thesis is to statistically model violent crime rates against population over the years 1960-2009 for the United States. We approach this question as to be of interest since the trend of population for individual states follows different patterns. We propose here a method which employs cubic spline regression modeling. First we introduce a minimum/maximum algorithm that will identify potential knots. Then we employ least squares estimation to find potential regression coefficients based upon the cubic spline model and the knots chosen by the minimum/maximum algorithm. We then utilize the best subsets regression method to aid in model selection in which we find the minimum value of the Bayesian Information Criteria. Finally, we preent the R2adj as a measure of overall goodness of fit of our selected model. We have found among the fifty states and Washington D.C., 42 out of 51 showed an R2adj value that was greater than 90%. We also present an overall model of the United States. Also, we show additional applications our algorithm for data which show a non linear association. It is hoped that our method can serve as a unified model for violent crime rate over future years.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3342107
- Subject Headings
- Spline theory, Data processing, Bayesian statistical decision theory, Data processing, Neural networks (Computer science), Mathematical statistics, Uncertainty (Information theory), Probabilities, Regression analysis
- Format
- Document (PDF)
- Title
- Unique decomposition of direct sums of ideals.
- Creator
- Ay, Basak., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
We say that a commutative ring R has the unique decomposition into ideals (UDI) property if, for any R-module which decomposes into a finite direct sum of indecomposable ideals, this decomposition is unique up to the order and isomorphism class of the ideals. In a 2001 paper, Goeters and Olberding characterize the UDI property for Noetherian integral domains. In Chapters 1-3 the UDI property for reduced Noetherian rings is characterized. In Chapter 4 it is shown that overrings of one...
Show moreWe say that a commutative ring R has the unique decomposition into ideals (UDI) property if, for any R-module which decomposes into a finite direct sum of indecomposable ideals, this decomposition is unique up to the order and isomorphism class of the ideals. In a 2001 paper, Goeters and Olberding characterize the UDI property for Noetherian integral domains. In Chapters 1-3 the UDI property for reduced Noetherian rings is characterized. In Chapter 4 it is shown that overrings of one-dimensional reduced commutative Noetherian rings with the UDI property have the UDI property, also. In Chapter 5 we show that the UDI property implies the Krull-Schmidt property for direct sums of torsion-free rank one modules for a reduced local commutative Noetherian one-dimensional ring R.
Show less - Date Issued
- 2010
- PURL
- http://purl.flvc.org/FAU/2683133
- Subject Headings
- Algebraic number theory, Modules (Algebra), Noetherian rings, Commutative rings, Algebra, Abstract
- Format
- Document (PDF)
- Title
- The existence of minimal logarithmic signatures for classical groups.
- Creator
- Singhi, Nikhil., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
A logarithmic signature (LS) for a nite group G is an ordered tuple = [A1;A2; : : : ;An] of subsets Ai of G, such that every element g 2 G can be expressed uniquely as a product g = a1a2 : : : ; an, where ai 2 Ai. Logarithmic signatures were dened by Magliveras in the late 1970's for arbitrary nite groups in the context of cryptography. They were also studied for abelian groups by Hajos in the 1930's. The length of an LS is defined to be `() = Pn i=1 jAij. It can be easily seen that for a...
Show moreA logarithmic signature (LS) for a nite group G is an ordered tuple = [A1;A2; : : : ;An] of subsets Ai of G, such that every element g 2 G can be expressed uniquely as a product g = a1a2 : : : ; an, where ai 2 Ai. Logarithmic signatures were dened by Magliveras in the late 1970's for arbitrary nite groups in the context of cryptography. They were also studied for abelian groups by Hajos in the 1930's. The length of an LS is defined to be `() = Pn i=1 jAij. It can be easily seen that for a group G of order Qk j=1 pj mj , the length of any LS for G satises `() Pk j=1mjpj . An LS for which this lower bound is achieved is called a minimal logarithmic signature (MLS). The MLS conjecture states that every finite simple group has an MLS. If the conjecture is true then every finite group will have an MLS. The conjecture was shown to be true by a number of researchers for a few classes of finite simple groups. However, the problem is still wide open. This dissertation addresses the MLS conjecture for the classical simple groups. In particular, it is shown that MLS's exist for the symplectic groups Sp2n(q), the orthogonal groups O 2n(q0) and the corresponding simple groups PSp2n(q) and 2n(q0) for all n 2 N, prime power q and even prime power q0. The existence of an MLS is also shown for all unitary groups GUn(q) for all odd n and q = 2s under the assumption that an MLS exists for GUn 1(q). The methods used are very general and algorithmic in nature and may be useful for studying all nite simple groups of Lie type and possibly also the sporadic groups. The blocks of logarithmic signatures constructed in this dissertation have cyclic structure and provide a sort of cyclic decomposition for these classical groups.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3172943
- Subject Headings
- Finite groups, Abelian groups, Number theory, Combinatorial group theory, Mathematical recreations, Linear algebraic groups, Lie groups
- Format
- Document (PDF)
- Title
- The enumeration of lattice paths and walks.
- Creator
- Gao, Shanzhen., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
A well-known long standing problem in combinatorics and statistical mechanics is to find the generating function for self-avoiding walks (SAW) on a two-dimensional lattice, enumerated by perimeter. A SAW is a sequence of moves on a square lattice which does not visit the same point more than once. It has been considered by more than one hundred researchers in the pass one hundred years, including George Polya, Tony Guttmann, Laszlo Lovasz, Donald Knuth, Richard Stanley, Doron Zeilberger,...
Show moreA well-known long standing problem in combinatorics and statistical mechanics is to find the generating function for self-avoiding walks (SAW) on a two-dimensional lattice, enumerated by perimeter. A SAW is a sequence of moves on a square lattice which does not visit the same point more than once. It has been considered by more than one hundred researchers in the pass one hundred years, including George Polya, Tony Guttmann, Laszlo Lovasz, Donald Knuth, Richard Stanley, Doron Zeilberger, Mireille Bousquet-Mlou, Thomas Prellberg, Neal Madras, Gordon Slade, Agnes Dit- tel, E.J. Janse van Rensburg, Harry Kesten, Stuart G. Whittington, Lincoln Chayes, Iwan Jensen, Arthur T. Benjamin, and many others. More than three hundred papers and a few volumes of books were published in this area. A SAW is interesting for simulations because its properties cannot be calculated analytically. Calculating the number of self-avoiding walks is a common computational problem. A recently proposed model called prudent self-avoiding walks (PSAW) was first introduced to the mathematics community in an unpublished manuscript of Pra, who called them exterior walks. A prudent walk is a connected path on square lattice such that, at each step, the extension of that step along its current trajectory will never intersect any previously occupied vertex. A lattice path composed of connected horizontal and vertical line segments, each passing between adjacent lattice points. We will discuss some enumerative problems in self-avoiding walks, lattice paths and walks with several step vectors. Many open problems are posted.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3183129
- Subject Headings
- Combinatorial analysis, Approximation theory, Mathematical statistics, Limit theorems (Probabilty theory)
- Format
- Document (PDF)
- Title
- The discrete logarithm problem in non-abelian groups.
- Creator
- Iliâc, Ivana., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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This dissertation contains results of the candidate's research on the generalized discrete logarithm problem (GDLP) and its applications to cryptology, in non-abelian groups. The projective special linear groups PSL(2; p), where p is a prime, represented by matrices over the eld of order p, are investigated as potential candidates for implementation of the GDLP. Our results show that the GDLP with respect to specic pairs of PSL(2; p) generators is weak. In such cases the groups PSL(2; p) are...
Show moreThis dissertation contains results of the candidate's research on the generalized discrete logarithm problem (GDLP) and its applications to cryptology, in non-abelian groups. The projective special linear groups PSL(2; p), where p is a prime, represented by matrices over the eld of order p, are investigated as potential candidates for implementation of the GDLP. Our results show that the GDLP with respect to specic pairs of PSL(2; p) generators is weak. In such cases the groups PSL(2; p) are not good candidates for cryptographic applications which rely on the hardness of the GDLP. Results are presented on generalizing existing cryptographic primitives and protocols based on the hardness of the GDLP in non-abelian groups. A special instance of a cryptographic primitive dened over the groups SL(2; 2n), the Tillich-Zemor hash function, has been cryptanalyzed. In particular, an algorithm for constructing collisions of short length for any input parameter is presented. A series of mathematical results are developed to support the algorithm and to prove existence of short collisions.
Show less - Date Issued
- 2010
- PURL
- http://purl.flvc.org/FAU/3356783
- Subject Headings
- Data encryption (Computer science), Computer security, Cryptography, Combinatorial group theory, Data processing, Mapping (Mathematics)
- Format
- Document (PDF)
- Title
- On the minimal logarithmic signature conjecture.
- Creator
- Singhi, Nidhi., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
The minimal logarithmic signature conjecture states that in any finite simple group there are subsets Ai, 1 i s such that the size jAij of each Ai is a prime or 4 and each element of the group has a unique expression as a product Qs i=1 ai of elements ai 2 Ai. Logarithmic signatures have been used in the construction of several cryptographic primitives since the late 1970's [3, 15, 17, 19, 16]. The conjecture is shown to be true for various families of simple groups including cyclic groups,...
Show moreThe minimal logarithmic signature conjecture states that in any finite simple group there are subsets Ai, 1 i s such that the size jAij of each Ai is a prime or 4 and each element of the group has a unique expression as a product Qs i=1 ai of elements ai 2 Ai. Logarithmic signatures have been used in the construction of several cryptographic primitives since the late 1970's [3, 15, 17, 19, 16]. The conjecture is shown to be true for various families of simple groups including cyclic groups, An, PSLn(q) when gcd(n; q 1) is 1, 4 or a prime and several sporadic groups [10, 9, 12, 14, 18]. This dissertation is devoted to proving that the conjecture is true for a large class of simple groups of Lie type called classical groups. The methods developed use the structure of these groups as isometry groups of bilinear or quadratic forms. A large part of the construction is also based on the Bruhat and Levi decompositions of parabolic subgroups of these groups. In this dissertation the conjecture is shown to be true for the following families of simple groups: the projective special linear groups PSLn(q), the projective symplectic groups PSp2n(q) for all n and q a prime power, and the projective orthogonal groups of positive type + 2n(q) for all n and q an even prime power. During the process, the existence of minimal logarithmic signatures (MLS's) is also proven for the linear groups: GLn(q), PGLn(q), SLn(q), the symplectic groups: Sp2n(q) for all n and q a prime power, and for the orthogonal groups of plus type O+ 2n(q) for all n and q an even prime power. The constructions in most of these cases provide cyclic MLS's. Using the relationship between nite groups of Lie type and groups with a split BN-pair, it is also shown that every nite group of Lie type can be expressed as a disjoint union of sets, each of which has an MLS.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3172946
- Subject Headings
- Finite groups, Abelian groups, Number theory, Combinatorial group theory, Mathematical recreations, Linear algebraic groups, Lie groups
- Format
- Document (PDF)
- Title
- Signature schemes in single and multi-user settings.
- Creator
- Villanyi, Viktoria., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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In the first chapters we will give a short introduction to signature schemes in single and multi-user settings. We give the definition of a signature scheme and explain a group of possible attacks on them. In Chapter 6 we give a construction which derives a subliminal-free RSA public key. In the construction we use a computationally binding and unconditionally hiding commitment scheme. To establish a subliminal-free RSA modulus n, we have to construct the secret primes p and q. To prove p and...
Show moreIn the first chapters we will give a short introduction to signature schemes in single and multi-user settings. We give the definition of a signature scheme and explain a group of possible attacks on them. In Chapter 6 we give a construction which derives a subliminal-free RSA public key. In the construction we use a computationally binding and unconditionally hiding commitment scheme. To establish a subliminal-free RSA modulus n, we have to construct the secret primes p and q. To prove p and q are primes we use Lehmann's primality test on the commitments. The chapter is based on the paper, "RSA signature schemes with subliminal-free public key" (Tatra Mountains Mathematical Publications 41 (2008)). In chapter 7 a one-time signature scheme using run-length encoding is presented, which in the random oracle model offers security against chosen-message attacks. For parameters of interest, the proposed scheme enables about 33% faster verification with a comparable signature size than a construction of Merkle and Winternitz. The public key size remains unchanged (1 hash value). The main cost for the faster verification is an increase in the time required for signing messages and for key generation. The chapter is based on the paper "A one-time signature using run-length encoding" (Information Processing Letters Vol. 108, Issue 4, (2008)).
Show less - Date Issued
- 2009
- PURL
- http://purl.flvc.org/FAU/215289
- Subject Headings
- Information technology, Security measures, Cryptography, Coding theory, Data encryption (Computer science), DIgital watermarking
- Format
- Document (PDF)
- Title
- Shamir's secret sharing scheme using floating point arithmetic.
- Creator
- Finamore, Timothy., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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Implementing Shamir's secret sharing scheme using floating point arithmetic would provide a faster and more efficient secret sharing scheme due to the speed in which GPUs perform floating point arithmetic. However, with the loss of a finite field, properties of a perfect secret sharing scheme are not immediately attainable. The goal is to analyze the plausibility of Shamir's secret sharing scheme using floating point arithmetic achieving the properties of a perfect secret sharing scheme and...
Show moreImplementing Shamir's secret sharing scheme using floating point arithmetic would provide a faster and more efficient secret sharing scheme due to the speed in which GPUs perform floating point arithmetic. However, with the loss of a finite field, properties of a perfect secret sharing scheme are not immediately attainable. The goal is to analyze the plausibility of Shamir's secret sharing scheme using floating point arithmetic achieving the properties of a perfect secret sharing scheme and propose improvements to attain these properties. Experiments indicate that property 2 of a perfect secret sharing scheme, "Any k-1 or fewer participants obtain no information regarding the shared secret", is compromised when Shamir's secret sharing scheme is implemented with floating point arithmetic. These experimental results also provide information regarding possible solutions and adjustments. One of which being, selecting randomly generated points from a smaller interval in one of the proposed schemes of this thesis. Further experimental results indicate improvement using the scheme outlined. Possible attacks are run to test the desirable properties of the different schemes and reinforce the improvements observed in prior experiments.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3342048
- Subject Headings
- Signal processing, Digital techniques, Mathematics, Data encryption (Computer science), Computer file sharing, Security measures, Computer algorithms, Numerical analysis, Data processing
- Format
- Document (PDF)
- Title
- Stochastic optimal impulse control of jump diffusions with application to exchange rate.
- Creator
- Perera, Sandun C., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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We generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control...
Show moreWe generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control problems by a sequence of iterated optimal stopping problems which is also introduced in Oksendal and Sulem (2004). We develop new results which allow us to reduce a given impulse control problem to a sequence of iterated optimal stopping problems even though the original process is affected by interventions.
Show less - Date Issued
- 2009
- PURL
- http://purl.flvc.org/FAU/3174308
- Subject Headings
- Management, Mathematical models, Control theory, Stochastic differential equations, Distribution (Probability theory), Optimal stopping (Mathematical statistics), Economics, Mathematical
- Format
- Document (PDF)
- Title
- Stability analysis for nonlinear systems with time-delays.
- Creator
- Tiwari, Shanaz, Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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In this work, we investigate input-to-state stability (ISS) and other related stability properties for control systems with time-delays. To overcome the complexity caused by the presence of the delays, we adopt a Razumikhin approach. The underlying idea of this approach is to treat the delayed variables as system uncertainties. The advantage of this approach is that one works in the more familiar territory of stability analysis for delay-free systems in the context of ISS instead of carrying...
Show moreIn this work, we investigate input-to-state stability (ISS) and other related stability properties for control systems with time-delays. To overcome the complexity caused by the presence of the delays, we adopt a Razumikhin approach. The underlying idea of this approach is to treat the delayed variables as system uncertainties. The advantage of this approach is that one works in the more familiar territory of stability analysis for delay-free systems in the context of ISS instead of carrying out stability analysis on systems of functional differential equations. Our first step is to provide criteria on ISS and input-to-input stability properties based on the Razumikhin approach. We then turn our attention to large-scale interconnected systems. It has been well recognized that the small-gain theory is a powerful tool for stability analysis of interconnected systems. Using the Razumikhin approach, we develop small-gain theorems for interconnected systems consisting of two or more subs ystems with time-delays present either in the interconnection channels or within the subsystems themselves. As an interesting application, we apply our results to an existing model for hematopoesis, a blood cell production process,and improve the previous results derived by linear methods. Another important stability notion in the framework of ISS is the integral ISS (iISS) property. This is a weaker property than ISS, so it supplies to a larger class of systems. As in the case of ISS, we provide Razumikhin criteria on iISS for systems with delays. An example is presented to illustrate that though very useful in practice, the Razumikhin approach only provides sufficient conditions, not equivalent conditions. Finally, we address stability of time-varying systems with delays in the framework of ISS., In particular, we consider Lyapunov-Razumikhin functions whose decay rates are affected by time-varying functions that can be zero or even negative on some sets of non-zero measure. Our motivation is that it is often less demanding to find or construct such a Lyapunov function than one with a uniform decay rate. We also extend our small-gain theorems to the time-varying case by treating the time-varying system as an auxiliary time-invariant system.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3352880
- Subject Headings
- Nonlinear systems, Simulation methods, Control theory, Stability, Mathematical models, Mathematical optimization
- Format
- Document (PDF)
- Title
- Polynomials that are integer valued on the image of an integer-valued polynomial.
- Creator
- Marshall, Mario V., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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Let D be an integral domain and f a polynomial that is integer-valued on D. We prove that Int(f(D);D) has the Skolem Property and give a description of its spectrum. For certain discrete valuation domains we give a basis for the ring of integer-valued even polynomials. For these discrete valuation domains, we also give a series expansion of continuous integer-valued functions.
- Date Issued
- 2009
- PURL
- http://purl.flvc.org/FAU/216411
- Subject Headings
- Polynomials, Ring of integers, Ideals (Algebra)
- Format
- Document (PDF)
- Title
- Revisiting leisure activities and the risk of dementia in the elderly with special focus on dancing.
- Creator
- Stevens, Carrie., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
Data was provided by researchers of the Einstein Aging Study (EAS) of the Albert Einstein College of Medicine, Yeshiva University whom statistically analyzed data from the Bronx Aging Study cohort, concluding that participation in cognitive leisure activities and one physical activity, dancing, were associated with a reduced risk of dementia [1]. We explore data from a second (the EAS) cohort, utilizing Cox Proportional-Hazards and extended Cox regression [13]. Cognitive leisure activities in...
Show moreData was provided by researchers of the Einstein Aging Study (EAS) of the Albert Einstein College of Medicine, Yeshiva University whom statistically analyzed data from the Bronx Aging Study cohort, concluding that participation in cognitive leisure activities and one physical activity, dancing, were associated with a reduced risk of dementia [1]. We explore data from a second (the EAS) cohort, utilizing Cox Proportional-Hazards and extended Cox regression [13]. Cognitive leisure activities in general, and particularly doing crossword puzzles, reading books, watching television, and emailing are associated with a reduced risk of dementia. Doing aerobics, learning computer programming, babysitting, dancing, jogging singing, and weight training are associated with an increased risk of dementia. Participation in cognitive leisure activities in general, and reading books in particular, remains highly significant even after adjustment for well-known risk factors [14] such as: age, cognitive status, depression, medical illnesses, gender, ethnicity, education and economic status.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3334097
- Subject Headings
- Aging, Psychological aspects, Older people, Health and hygiene, Forecasting, Older people, Mental health, Forecasting, Alzheimer's disease
- Format
- Document (PDF)
- Title
- Rings of integer-valued polynomials and derivatives.
- Creator
- Villanueva, Yuri., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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For D an integral domain with field of fractions K and E a subset of K, the ring Int (E,D) = {f e K[X]lf (E) C D} of integer-valued polynomials on E has been well studies. In particulare, when E is a finite subset of D, Chapman, Loper, and Smith, as well as Boynton and Klingler, obtained a bound on the number of elements needed to generate a finitely generated ideal of Ing (E, D) in terms of the corresponding bound for D. We obtain analogous results for Int (r) (E, D) - {f e K [X]lf(k) (E) c...
Show moreFor D an integral domain with field of fractions K and E a subset of K, the ring Int (E,D) = {f e K[X]lf (E) C D} of integer-valued polynomials on E has been well studies. In particulare, when E is a finite subset of D, Chapman, Loper, and Smith, as well as Boynton and Klingler, obtained a bound on the number of elements needed to generate a finitely generated ideal of Ing (E, D) in terms of the corresponding bound for D. We obtain analogous results for Int (r) (E, D) - {f e K [X]lf(k) (E) c D for all 0 < k < r} , for finite E and fixed integer r > 1. These results rely on the work of Skolem [23] and Brizolis [7], who found ways to characterize ideals of Int (E, D) from the values of their polynomials at points in D. We obtain similar results for E = D in case D is local, Noetherian, one-dimensional, analytically irreducible, with finite residue field.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3356899
- Subject Headings
- Rings of integers, Ideals (Algebra), Polynomials, Arithmetic algebraic geometry, Categories (Mathematics), Commutative algebra
- Format
- Document (PDF)
- Title
- Revisiting the methodology and application of Value-at-Risk.
- Creator
- Chung, Kyong., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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The main objective of this thesis is to simulate, evaluate and discuss three standard methodologies of calculating Value-at-Risk (VaR) : Historical simulation, the Variance-covariance method and Monte Carlo simulations. Historical simulation is the most common nonparametric method. The Variance-covariance and Monte Carlo simulations are widely used parametric methods. This thesis defines the three aforementioned VaR methodologies, and uses each to calculate 1-day VaR for a hypothetical...
Show moreThe main objective of this thesis is to simulate, evaluate and discuss three standard methodologies of calculating Value-at-Risk (VaR) : Historical simulation, the Variance-covariance method and Monte Carlo simulations. Historical simulation is the most common nonparametric method. The Variance-covariance and Monte Carlo simulations are widely used parametric methods. This thesis defines the three aforementioned VaR methodologies, and uses each to calculate 1-day VaR for a hypothetical portfolio through MATLAB simulations. The evaluation of the results shows that historical simulation yields the most reliable 1-day VaR for the hypothetical portfolio under extreme market conditions. Finally, this paper concludes with a suggestion for further studies : a heavy-tail distribution should be used in order to imporve the accuracy of the results for the two parametric methods used in this study.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3358328
- Subject Headings
- Valuation, Econometric models, Prices, Econometric models, Financial risk management, Mathematical optimization, Finance, Mathematical models
- Format
- Document (PDF)
- Title
- On the Laplacian and fractional Laplacian in exterior domains, and applications to the dissipative quasi-geostrophic equation.
- Creator
- Kosloff, Leonardo., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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In this work, we develop an extension of the generalized Fourier transform for exterior domains due to T. Ikebe and A. Ramm for all dimensions n>2 to study the Laplacian, and fractional Laplacian operators in such a domain. Using the harmonic extension approach due to L. Caffarelli and L. Silvestre, we can obtain a localized version of the operator, so that it is precisely the square root of the Laplacian as a self-adjoint operator in L2 with DIrichlet boundary conditions. In turn, this...
Show moreIn this work, we develop an extension of the generalized Fourier transform for exterior domains due to T. Ikebe and A. Ramm for all dimensions n>2 to study the Laplacian, and fractional Laplacian operators in such a domain. Using the harmonic extension approach due to L. Caffarelli and L. Silvestre, we can obtain a localized version of the operator, so that it is precisely the square root of the Laplacian as a self-adjoint operator in L2 with DIrichlet boundary conditions. In turn, this allowed us to obtain a maximum principle for solutions of the dissipative two-dimensional quasi-geostrophic equation the exterior domain, which we apply to prove decay results using an adaptation of the Fourier Splitting method of M.E. Schonbek.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3355570
- Subject Headings
- Fluid dynamics, Data processing, Laplacian matrices, Attractors (Mathematics), Differential equations, Partial
- Format
- Document (PDF)