Applied Mathematics Theses and Dissertations

Theses and Dissertations for the Applied Mathematics department.

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Description:: This thesis is a large deviations study for the performance of an interacting particle method for rare event estimation. The analysis is restricted to a …
Year:: 2012
Contributor:: Cai, Yi (creator); Dupuis, Paul (Director); Dong, Hongjie (Reader); Ramanan, Kavita (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: interacting particle system; weak convergence approach; Large deviations
Language:: English
Collection:: Applied Mathematics; Theses and Dissertations

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Description:: The derivation of fluid equations from the Boltzmann equation is a fundamental problem in kinetic theory. In this paper, we investigate several results concerning the …
Year:: 2025
Contributor:: Jung, Junhwa (creator); Guo, Yan (Advisor); Dong, Hongjie (Reader); Pausader, Benoit (Reader); Brown University. Department of Applied Mathematics (sponsor)
Genre:: theses
Subject:: Differential equations, Partial; Hydrodynamic limit; Kinetic theory of gases
Collection:: Applied Mathematics; Theses and Dissertations

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Description:: In this dissertation, we mainly discuss two topics of partial diﬀerential equations in ﬂuid dynamics and kinetic theory: viscous surface wave and diﬀusive limit. With …
Year:: 2015
Contributor:: Wu, Lei (creator); Guo, Yan (Director); Shu, Chi-Wang (Director); Dong, Hongjie (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: free surface; Milne problem; geometric correction; Interpolation
Language:: English
Collection:: Applied Mathematics; Theses and Dissertations

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Description:: Large deviations are classical topics of study that enjoy great practical application under probability theory. In essence, it studies the properties lie in the tail …
Year:: 2019
Contributor:: Sun, Weifeng (creator); Wang, Hui (Advisor); Dong, Hongjie (Reader); Pirjol, Dan (Reader); Brown University. Department of Applied Mathematics (sponsor)
Genre:: theses
Subject:: Monte Carlo method; Large deviations; Probability; Options (Finance)--Prices--Mathematical models; Queuing theory--Mathematical models
Collection:: Applied Mathematics; Theses and Dissertations

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