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Items (1-10) out of 10 results

Analysis of An Interacting Particle Method for Rare Event Estimation

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
Full Record

Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus

Description:
This thesis studies the application of the Wiener chaos expansion in the analysis of stochastic partial differential equations (SPDEs). Specifically, linear parabolic SPDEs and the …
Year:
2011
Contributor:
Lee, Chia Ying (creator)
Rozovsky, Boris (Director)
Karniadakis, George (Reader)
Ramanan, Kavita (Reader)
Brown University. Applied Mathematics (sponsor)
Genre:
theses
Subject:
Wiener chaos expansion
stochastic finite element method
stochastic Navier-Stokes equation
Stochastic partial differential equations
Malliavin calculus
Language:
English
Collection:
Applied Mathematics
Theses and Dissertations
Full Record

Kinetic Limits of Piecewise Deterministic Markov Processes and Grain Boundary Coarsening

Description:
The subject of this thesis is the development of a stochastic process that can be interpreted as a model of grain coarsening, a central problem …
Year:
2014
Contributor:
Klobusicky, Joe J (creator)
Menon, Govind (Director)
Ramanan, Kavita (Reader)
Pego, Robert (Reader)
Brown University. Applied Mathematics (sponsor)
Genre:
theses
Subject:
grain coarsening
kinetic equations
Markov processes
Language:
English
Collection:
Applied Mathematics
Theses and Dissertations
Full Record

Large Deviations for a Feed-forward Network & Importance Sampling for a Single Server Priority Queue

Description:
This thesis considers a feed-forward network with a single server station serving jobs with multiple levels of priority. The service discipline is preemptive in that …
Year:
2012
Contributor:
Setayeshgar, Leila (creator)
Wang, Hui (Director)
Blanchet, Jose (Reader)
Holmer, Justin (Reader)
Ramanan, Kavita (Reader)
Brown University. Applied Mathematics (sponsor)
Genre:
theses
Subject:
Weak Convergence
Discontinuous Dynamics
Large deviations
Language:
English
Collection:
Applied Mathematics
Theses and Dissertations
Full Record

Large Deviations Rate Functions for the Empirical Measure: Explicit Formulas and an Application to Monte Carlo

Description:
In this thesis, we use the large deviations principle to characterize the rate of convergence of the empirical measures of Markov processes. An explicit formula …
Year:
2013
Contributor:
Liu, Yufei (creator)
Dupuis, Paul (Director)
Doll, Jimmie (Reader)
Ramanan, Kavita (Reader)
Brown University. Applied Mathematics (sponsor)
Genre:
theses
Subject:
empirical measure
Markov jump process
Markov chain Monte Carlo
Large deviations
Language:
English
Collection:
Applied Mathematics
Theses and Dissertations
Full Record

Moderate Deviations and Subsolution-Based Importance Sampling for Recursive Stochastic Algorithms

Description:
We prove a moderate deviations principle for the continuous time linear interpolation of discrete time recursive stochastic processes, and then investigate importance sampling schemes based …
Year:
2015
Contributor:
Johnson, Dane Michael (creator)
Dupuis, Paul (Director)
Ramanan, Kavita (Reader)
Budhiraja, Amarjit (Reader)
Brown University. Applied Mathematics (sponsor)
Genre:
theses
Subject:
Weak Convergence
Importance Sampling
Large deviations
Language:
English
Collection:
Applied Mathematics
Theses and Dissertations
Full Record

The Domino Shuffling Height Process and Its Hydrodynamic Limit

Description:
The famous domino shuffling algorithm was invented to generate the domino tilings of the Aztec Diamond. Using the domino height function, we view the domino …
Year:
2019
Contributor:
Zhang, Xufan (creator)
Kenyon, Richard (Advisor)
Ramanan, Kavita (Reader)
Pausader, Benoit (Reader)
Brown University. Department of Mathematics (sponsor)
Genre:
theses
Subject:
Probability
Mathematical physics
Collection:
Mathematics
Theses and Dissertations
Full Record

Theory and Applications of Harish-Chandra Integrals

Description:
This thesis studies the integral of an exponential function over an adjoint orbit of a compact Lie group. These integrals are named after Harish-Chandra, who …
Year:
2020
Contributor:
McSwiggen, Colin Smith (creator)
Menon, Govind (Advisor)
Zuber, Jean-Bernard (Reader)
Novak, Jonathan (Reader)
Ramanan, Kavita (Reader)
Brown University. Department of Applied Mathematics (sponsor)
Genre:
theses
Subject:
Combinatorics
Applied mathematics
Mathematical physics
Representations of Lie algebras
Random matrices
Functions, Special
Collection:
Applied Mathematics
Theses and Dissertations
Full Record

Theory and Computation for Modern Probabilistic Models

Description:
Modern probabilistic models involve computation and analysis in very high-dimensional spaces. Here we explore several of ways in which analysis of problems high dimensional spaces …
Year:
2017
Contributor:
Loper, Jackson Hoy (creator)
Geman, Stuart (Advisor)
Ramanan, Kavita (Reader)
Harrison, Matthew (Reader)
Brown University. Department of Applied Mathematics (sponsor)
Genre:
theses
Subject:
Machine Learning
Poisson processes
Biometry
Brownian motion processes
Collection:
Applied Mathematics
Theses and Dissertations
Full Record

Vertex Models, Ising Models and Fisher Graphs

Description:
In Chapter 1, we study planar ``vertex'' models, which are probability measures onedge subsets of a planar graph, satisfying certain constraints ateach vertex, examples including …
Year:
2011
Contributor:
Li, Zhongyang (creator)
Kenyon, Richard (Director)
Kenyon, Richard (Reader)
Ramanan, Kavita (Reader)
Wilson, David (Reader)
Brown University. Mathematics (sponsor)
Genre:
theses
Subject:
Local Statistics
Critial Temperature
Ising model
Language:
English
Collection:
Mathematics
Theses and Dissertations
Full Record

Items (1-10) out of 10 results