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Department of Mathematics

Recent Preprints

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The following are links to professors' web pages that list their own publications. Below this is the department listing of preprints.

Dubravka Ban
Bhaskar Bhattacharya
Gregory Budzban
T.A. Burton
Robert Fitzgerald
John McSorley
Salah-Eldin Mohammed
Abdel-Razzaq Mugdadi
Edward Neuman
Thomas Porter
Henri Schurz
Michael Sullivan
Walter Wallis
    Triple Arrays
    Triads

Click on the name below to contact author. The highlighted text indicates files of articles online. To download the file, click on it while holding the `shift' (Unix/Dos) or `option' key (Mac). To request a preprint click here please.

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2007

December

  • m-07-006 Siqing Gan, Haomin Zhang, and H. Schurz
    "Mean Square Convergence of Stochastic Theta-Methods for Nonlinear Neutral Stochastic Differential Delay Equations".
    [paper (Abstract)]

May

  • m-07-005 H. Schurz
    "New Stochastic Integrals, Oscillation Theorems and Energy Identities".
    [paper (Abstract)]

April

  • m-07-004 H. Schurz
    "An Oscillation Theorem for 2nd Order Stochastic Differential Equations and Stochastic Oscillators with Additive Noise".
    [paper (Abstract)]

March

  • m-07-003 H. Schurz
    "A Numerical Method for Nonlinear Stochastic Wave Equations in R^1".
    [paper (Abstract)]

February

  • m-07-002 H. Schurz
    "Applications of Numerical Methods and its Analysis for Systems of Stochastic Differential Equations",
    Bull. Karela Math. Soc.
    4(1) (2007), 1-85.
    [paper (Abstract)]

January

  • m-07-001 Alexandra Rodkina, H. Schurz, and Leonid Shaikhet,
    "Almost Sure Stability of Some Stochastic Dynamical Systems With Memory", Submitted.
    [paper (Abstract)]

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2006

December

  • m-06-006 H. Schurz,
    "Nonlinear Stochastic Wave Equations in R^1 with Power-Law Nonlinearity and Additive Space-Time Noise"
    [Abstract]

November

  • m-06-005 I. Bashkirtseva, L. Ryashko, and H. Schurz,
    "Analysis of Noise-Induced Transitions for Hopf System with Additive and Multiplicative Random Disturbances"
    [Abstract]

October

  • m-06-004 H. Schurz,
    "Analysis and Discretization of Semi-Linear Stochastic Wave Equations with Cubic Nonlinearity and Additive Space-Time Noise"
    [Abstract]

September

  • m-06-003 J. Kocik,
    "Clifford Algebras and Euclid's Parameterization of Pythagorean Triples"
    [paper]

August

  • m-06-002 H. Schurz,
    "How Rates of Lp-Convergence Carry Over to Numerical Approximations of Some Convex, Non-smooth Functionals of SDEs"
    [paper (Abstract)]

July

  • m-06-001 H. Schurz,
    "On Estimation of Lp-Errors of Itô-Riemann-Type Numerical Quadratures for Stochastic Integrals Along Wiener Paths",
    Proceedings of Neural, Parallel and Scientific Computations 3
    , Dynamic Publishers, Atlanta, pp. 221-225, 2006.
    [paper (Abstract)]

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2005

November

  • m-05-010 H. Schurz,
    "Modeling, Analysis and Discretization of Stochastic Logistic Equations",
    Int. J. Numer. Anal. Model.
    4 (2) (2007), 178-197.
    [paper (Abstract)]

October

  • m-05-009 H. Schurz,
    "Analysis and Discretization of some Quasilinear SPDEs
    with Cubic-Type Nonlinearities and Q-Regular Noise"
    [paper (Abstract)]

September

August

  • m-05-007 H. Schurz and Klaus R. Schneider,
    "Waveform Relaxation Methods for Stochastic Differential Equations",
    Int. J. Numer. Anal. Model. 3 (2) (2006), 232-254.
    [paper (Abstract)]

July

  • m-05-006 Esteban Moro and H. Schurz,
    "Nonnegativity Preserving Numerical Algorithms for Stochastic Differential Equations",
    SIAM J. Sci. Comput.
    29 (4) (2007), 1525-1549.
    [paper (Abstract)]

June

  • m-05-005 H. Schurz,
    "Dissipation of Mean Energy of Discretized Linear Oscillators under Random Perturbations",
    Discrete Cont. Dyn. Syst. (Suppl. vol. 2005), pp. 778-783, 2005.
    [paper (Abstract)]

May

  • m-05-004 Christian Kahl and H. Schurz,
    "Balanced Milstein Methods for Ordinary SDEs",
    Monte Carlo Methods Appl.
    12 (2) (2006), 143-170.
    [paper (Abstract)]

April

  • m-05-003 H. Schurz,
    "Dynamics of Linearly Partial-implicit Midpoint Methods for Numerical Integration of Some Infinite Systems of ODEs with Cubic-type Nonlinearity and $Q$-regular Additive Noise"
    in Noise in Complex Systems and Stochastic Dynamics III, ed. by Laszlo B. Kish, Katja Lindenberg and Ziltan Gingl, Proc. Soc. Opt. Engg. (Austin, May 2005), SPIE Vol. 5845 (SPIE, Bellingham, WA, 2005), pp. 182-192, 2005.
    [paper (Abstract)]

March

  • m-05-002 H. Schurz,
    "Rates of Convergence of Approximations of Some Convex Functionals of Stochastic Differential Equations"
    in Noise and Fluctuations in Econophysics and Finance, ed. by Derek Abbott, Jean-Phillippe Bouchaud, Xavier Gabaix and Joseph L. McCauley, Proc. Soc. Opt. Engg. (Austin, May 2005), SPIE Vol. 5848 (SPIE, Bellingham, WA, 2005), pp. 274-290, 2005.
    [paper (Abstract)]

January

  • m-05-001 John A.D. Appleby, Alexandra Rodkina, and H. Schurz,
    "Pathwise Non-Exponential Decay Rates of Solutions of Scalar Nonlinear Stochastic Differential Equations",
    Discrete Cont. Dyn. Syst. B 6 (4) (2006), 667-696.
    [paper (Abstract)]

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2004

December

  • m-04-005 H. Bessaih and H. Schurz,
    "Upper Bounds on the Rate of Convergence of Truncated Stochastic Infinite-Dimensional Differential Systems with H-Regular Noise",
    J. Comput. Appl. Math.
    208 (2) (2007), 354-361.
    [paper (Abstract)]
  • m-04-004 Boris P. Belinskiy and H. Schurz,
    "Nonlinear Beam with Additive L2-Regular Random Noise"
    [paper (Abstract)]
  • m-04-003 H. Schurz,
    "On Existence and Uniqueness of Solutions of Some Stochastic Infinite-Dimensional Differential Systems with H-Regular Noise",
    J. Math. Anal. Appl.
    332 (1) (2007), 334-345.
    [paper (Abstract)]

February

  • m-04-002 Nadine Guillotin-Plantard, Rene Schott, and H. Schurz,
    "Asset Pricing in Dynamic (B,S)-Markets"
    [paper (Abstract)]

January

  • m-04-001 H. Schurz,
    "Weak Convergence of Balanced Implicit Methods for Ito-type Stochastic Differential Equations with Variable Step Sizes"
    [paper (Abstract)]

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2003

December

  • m-03-029 J.A.D. Appleby, A. Rodkina and H. Schurz,
    "On an Exponential Martingale Approach to Almost Sure Stability of Itó SDEs in $\mathbb R^1$"
    [paper (Abstract)]
  • m-03-028 Alexandra Rodkina and Henri Schurz,
    "A Martingale Approach to Asymptotic Stability of Discrete SDE with Bounded Noise in $\mathbb R^1$"
    [paper (Abstract)]

November

  • m-03-027 Alexandra Rodkina and Henri Schurz,
    "A.S. Asymptotic Stability of Solutions of Drift-Implicit theta-Methods for Bilinear (O)SDEs",
    Journal of Computational and Applied Mathematics 180 (1) (2005), p. 13-31
    [paper (Abstract)]
  • m-03-026 Alexandra Rodkina and Henri Schurz,
    "A Theorem on Asymptotic Stability of Solutions to Nonlinear Stochastic
    Difference Equations with Volterra Type Noises",
    Stab. Control Theory Appl. 6 (1), (2004), p. 23-34.
    [paper (Abstract)]
  • m-03-025 Henri Schurz,
    "Stability of Numerical Methods for Ordinary Stochastic Differential Equations
    along Lyapunov-Type and Other Functions with Variable Step Sizes",
    Electr. Trans. Numer. Anal. 20 (2005), p. 27-49.
    [paper (Abstract)]

October

  • m-03-024 Alexandra Rodkina and Henri Schurz,
    "Global Asymptotic Stability of Solutions to Cubic Stochastic Difference Equations"
    Adv. Difference Equ. 1 (2004), no. 3, 249--260.
    [paper (Abstract)]
  • m-03-023 Robert W. Fitzgerald and Joseph L. Yucas,
    "Pencils of Quadratic Forms over Finite Fields"
    [paper (dvi)]
  • m-03-022 Alphonse Baartmans and Joseph L. Yucas,
    "Caps in the Projective Geometry $PG(n,4)$Codes"
    [paper (dvi)]
  • m-03-021 Robert W. Fitzgerald and Joseph L. Yucas,
    "Sums of Gauss Sums and Weights of Irreducible Codes"
    [paper (dvi)]
  • m-03-020 T.D. Porter,
    "Generating the List of Spanning Trees $K_{s,t}$"
    [paper (pdf)]
  • m-03-019 T.D. Porter,
    "Graphs with Anti-Neighborhood-Sperner Property"
    [paper (pdf)]
  • m-03-018 F. Larrion, V. Neumann-Lara, M.A. Pizana, and T.D. Porter,
    "Self-Clique Graphs with Prescribed Clique-Sizes"
    [paper (pdf)]
  • m-03-017 John P. McSorley and T.D. Porter,
    "Generating Clique-Symmetric Graphs Via Eulerian Digraphs"
    [paper (pdf)]

September

  • m-03-016 Alexandra Rodkina and Henri Schurz,
    "On Global Asymptotic Stability of Solutions to Some
    In-Arithmetic-Mean-Sense Monotone Stochastic Difference Equations",
    Int. J. Numer. Anal. Model. 2 (2005), no. 3, 355--366.
    [paper (Abstract)]
  • m-03-015 Salah E. Mohammed, Tusheng Zhang, and Huaizhong Zhao,
    "The Stable Manifold Theorem for Semilinear SPDEs"
    (Preprint available upon request).

August

  • m-03-014 Edward J. Allen, Linda J.S. Allen, and Henri Schurz,
    "A Comparison of Persistence-Time Estimation for Discrete and Continuous Stochastic Population
    Models that Include Demographic and Environmental Variability",
    Mathematical Biosciences 196 (2005), 14-38.
    [paper (Abstract)]
  • m-03-013 Edward Neuman and Jozsef Sandor,
    "On the Schwab-Borchardt mean",
    Math. Pannonica, 14(2) (2003), 253-266.

June

  • m-03-012 Mercedes Arriojas, Yaozhong Hu, Salah E. Mohammed, and Gyula Pap,
    "A Delayed Black and Scholes Formula"
    (Preprint available upon request).
  • m-03-011 Henri Schurz,
    "Convergence and Stability of Balanced Implicit Methods for Systems of SDEs with Variable Step Sizes"
    Int. J. Numer. Anal. Model. 2 (2005), no. 2, 197--220.
    [paper (Abstract)]
  • m-03-010 Salah E. Mohammed, Tusheng Zhang, and Huaizhong Zhao,
    "The Stable Manifold Theorem for Semi-Linear Stochastic Evolution Equations and Stochastic Partial Differential Equations. II: Existence of Stable and Unstable Manifolds", pp. 52 (Preprint available upon request).
  • m-03-009 Salah E. Mohammed, Tusheng Zhang, and Huaizhong Zhao,
    "The Stable Manifold Theorem for Semi-Linear Stochastic Evolution Equations and Stochastic Partial Differential Equations. I: The Stochastic Semiflow", pp. 83 (Preprint available upon request).

May

  • m-03-008 Om Prakash Agrawal and John Gregory,
    "O(h2) Global, Pointwise Algorithms for Delay Linear Regulator Problems in Constrained Optimal Control/Calculus of Variations",
    accepted for publication and to appear in SIAM J. of Numerical Analysis.

  • m-03-007 Om Prakash Agrawal and John Gregory,
    "A Complete Solution for Optimal Control Delay Problems", Utilitas Mathematica, 64, Nov 2003

  • m-03-006 John Gregory and H.R. Hughes.
    "New General Methods for Numerical Stochastic Differential Equations", Utilitas Mathematica, 63, May 2003

  • m-03-005 Edward Neuman,
    "Bounds for symmetric elliptic integrals", J. Approx. Theory, 122 (2003), 249-259.

  • m-03-004 Edward Neuman and Jozsef Sandor,
    "Inequalities involving Stolarsky and Gini Means",
    Math Pannonica 14(1) (2003), 29-44.

  • m-03-003 Edward Neuman, and Jozsef Sandor,
    "On certain means of two arguments and their extensions",
    Int. J. Math. Math. Sci 16 (2003), 981-993.

April

  • m-03-002 Henri Schurz,
    "Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V-Commutativity",
    Stoch. Anal. Appl. 21 (2003), (4), p. 865-894.
    [paper (Abstract)]

February

  • m-03-001 Salah-Eldin Mohammed,
    "Discrete-time Approximations of Stochastic Delay Equations: The Milstein Scheme" (with Y. Hu, and F. Yan, (2001)). To appear in Annals of Probability.
    [ [abstract ] [ paper (ps) (pdf) (dvi)]

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2002

December

  • m-02-008 Henri Schurz,
    "A Fundamental Theorem of Stochastic Calculus Based on Finite Quadratic Covariation",
    Dynam. Syst. Applic. 15 (2) (2006), 241-268.
    [paper (Abstract)]
  • m-02-007 Henri Schurz,
    "An Axiomatic Approach to the Numerical Approximation of Hilbert-space-valued Stochastic Processes",
    Int. J. Numer. Anal. Model 3 (4) (2006), 459-480.
    [paper (Abstract)]

July

March

  • m-02-005 Henri Schurz,
    "Two General Theorems for Numerical Approximation of Stochastic Processes on Separable Hilbert Spaces", in Proceedings of Neural, Parallel & Scientific Computations (Atlanta, August 7-10, 2002), Vol. 2, M.P. Bekakos, G.S. Ladde, N.G. Medhin, M. Sambandham (eds.), Dynamic Publisher, Atlanta, 2002, pp. 55-58.
    [paper (Abstract)]
  • m-02-001 K. A. Pericak-Spector, J. Sivaloganathan, and S. J. Spector
    "An Explicit Radial Cavitation Solution in Nonlinear Elasticity," to appear: Mathematics and Mechanics of Solids.
    [paper (pdf)]

February

  • m-02-004 J. Sivaloganathan and S. J. Spector
    "On Cavitation, Configurational Forces and Implications for Fracture in a Nonlinearly Elastic Material"
    [paper (pdf)]

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2001

December

  • m-01-006 Henri Schurz,
    "General Theorems for Numerical Approximation of Stochastic Processes on the Hilbert Space H2([0,T],m, Rd)",
    Elect. Trans. Numer. Anal. 16 (2003), p. 50-69.
    [paper (Abstract)]

  • m-01-005 Henri Schurz,
    "A Brief Introduction to Numerical Analysis of (Ordinary) Stochastic Differential Equations Without Tears," Published as invited chapter "Numerical Analysis of Stochastic Differential Equations Without Tears" in Handbook of Stochastic Analysis and Applications, by D. Kannan & V. Lakshmikantham, (eds.) Marcel Dekker, Basel, 2002, pp. 237-359.
    [paper (Abstract)]

November

  • m-01-004 Greg Budzban, and Arunava Muikherjea
    "Subsemigroups of Completely Simple Semigroups and Weak Convergence of Convolution Products of Probability Measures",
    to appear in Semigroup Forum.
    [paper ( dvi) (pdf) ( ps ) ]

October

  • m-02-003 J. Sivaloganathan and S. J. Spector
    "Myriad Radial Cavitating Equilibria in Nonlinear Elasticity"
    [paper (pdf)]

July

  • m-02-002 J. Sivaloganathan and S. J. Spector
    "Construction of Infinitely Many Singular Weak Solutions to the Equations of Nonlinear Elasticity,"
    to appear: Proc. RoyalSoc. Edinburgh.
    [paper (pdf)]

March

  • m-01-003 Scipio Cuccagna,
    "Stabilization of solutions to nonlinear Schrodinger equations"
    [paper ( dvi) (pdf) ( ps ) ]

  • m-01-002 Greg Budzban,
    "Semigroups and the Generalized Road Coloring Problem (Revised)"
    [paper ( dvi) (pdf) ( ps ) ]

February

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2000

December

  • m-00-008 Jerzy Kocik
    "On the Natural Endomorphism on a Lie Algebra"
    [paper ( ps ) ( pdf ) ]

  • m-00-007 Edward Neuman, and Jozsef Sandor:
    "On the Ky Fan Inequality and Related Inequalities I",
    Math. Inequal. Appl. 5 (2002), no. 1, 49-56.

  • m-00-006 Edward Neuman, Charles E.M. Pearce, Josip Pecaric, and Vida Simic:
    "The Generalised Hadamard Inequality, g-Convexity and Functional Stolarsky Means",
    Bull. Austral. Math. Soc. 68 (2003), 303-316.

  • m-00-005 Edward Neuman, and Zsolt Pales:
    "On Comparison of Stolarsky and Gini Means",
    J. Math. Anal. Appl. 278 (2003), 274-284.

August

July

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