Applied Mathematics Theses and Dissertations

Theses and Dissertations for the Applied Mathematics department.

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Description:: Interacting particle systems (IPS) are a class of pure jump stochastic processes used to model systems of individual entities, referred to as ``particles", that evolve …
Year:: 2025
Contributor:: Cocomello, Juniper Rosa (creator); Ramanan, Kavita (Advisor); Nguyen, Oanh (Reader); Geman, Stuart (Reader); Brown University. Department of Applied Mathematics (sponsor)
Genre:: theses
Subject:: Stochastic processes; interacting particle systems; local-field equation
Collection:: Applied Mathematics; Theses and Dissertations

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Description:: This thesis introduces a novel interacting particle scheme that combines large deviation analysis with the standard splitting method and rare event analysis to compute the …
Year:: 2025
Contributor:: Liu, Mengjie (creator); Dupuis, Paul (Advisor); Nguyen, Oanh (Reader); Harrison, Matthew (Reader); Brown University. Department of Applied Mathematics (sponsor)
Genre:: theses
Subject:: Large deviations
Collection:: Applied Mathematics; Theses and Dissertations

Full Record