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    Publications and Preprints

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    Special archive

    Presentation of Professor Greg Fasshauer's memorial lecture "Remembering Gene Golub: From Chicago to Stanford to Around the World." Given on Fri., February 29, 2008

    Publications and Preprints


    Andre Adler, Ph.D.
    Selected Publications

    • On Exact Strong Laws for Sums of Multidimensionally Indexed Random Variables, with Yongcheng Qi, Probability and Mathematical Statistics, Vol. 32 (2003), pp. 305-313.
    • Generalized One-Sided Laws for the Larger Observations of a Triangular Array, Journal of Theoretical Probability, Vol. 15 (2002), pp. 939-949.
    • Exact Strong Laws for Multidimensionally Indexed Random Variables, Journal of Multivariate Analysis, Vol. 77 (2001), pp.73-83.
    • Exact Strong Laws, Bulletin of the Institute of Mathematics Academia Sinica}, Vol. 28 (2000), pp. 141-166.
    • A Note on the ''Fair'' Games Problem, Sankhya Series A, Vol. 56 (1994), pp.164-173.
    • Stability of Sums of Independent Random Variables, with Rainer Wittmann, Stochastic Processes and their Applications, Vol. 52 (1994), pp.179-182.

     

    Igor Cialenco, Ph.D.
    Complete Publications

    • Collateralized CVA Valuation with Rating Triggers and Credit Migrations, with T. Bielecki and I. Iyigunler, submitted 2012, arXiv, [Preprint]
    • No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs, with T. Bielecki and R. Rodriguez, submitted 2012, arXiv, [Preprint].
    • Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coherent Acceptability Indices, with T. Bielecki, I. Iyigunler and R. Rodgriguez,  submitted 2012, arXiv, [Preprint].
    • Approximation of Stochastic Partial Differential Equations by a Kernel-based Collocation Method with G. Fasshauer, and Q. Ye.  Forthcoming in International Journal of Computer Mathematics 2012. DOI:10.1080/00207160.2012.688111, arXiv, [Paper].
    • Counterparty Risk and the Impact of Collateralization in CDS Contracts with T. Bielecki and I. Iyigunler, Forthcoming in Robert Elliot Festschrift, 2011 arXiv, [PDF]
    • Dynamic Coherent Acceptability Indices and their Applications to Finance, with T. Bielecki and Z. Zhang, Forthcoming in Mathematical Finance, arXiv, [PDF]
    • Parameter Estimation for Stochastically Perturbed Navier-Stokes Equations, Stochastic Processes and their Applications, with N. Glatt-Holtz, vol 121, pp 701-724, 2011 DOI:10.1016/j.spa.2010.12.007, arXiv
    • Do Technical Trading Profits Remain in the Foreign Exchange Market? Evidence from Fourteen Currencies, with Aris Protopapadakis, Journal of International Financial 2011. DOI:10.1016/j.intfin.2010.10.001, SSRN
    • Parameter Estimations for SPDEs with Multiplicative Fractional Noise, Stochastics and Dynamics, Vol. 10, No. 4, pp 561-576, 2010, DOI:10.1142/S0219493710003091 arXiv
    • Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion, Stochastics and Dynamics, Vol. 9, No.2, pp. 169-185, 2009 DOI:10.1142/S0219493709002610 arXiv
    • Parameter estimation in diagonalizable bilinear stochastic parabolic equations, with Sergey V. Lototsky [Preprint]
    • On the spectrum of the perturbed differential operators with periodic coefficients [Preprint]
    • The profitability of technical trading rules in the foreign exchange market: evidence from eight currencies, with A. Protopapadakis [Preprint]
    • The Reaction of Term Structure of Interest Rates to the Monetary Policy Actions, with L. Goukasian, Journal of Fixed Income, vol 16, 2, pp. 76-91, Fall 2006 [Paper]
    • On the nonselfadjoint perturbations of the Wiener-Hopf integral operators, Operator theoretical methods (Timisoara), Theta Found., Bucharest, pp. 87-95, 2000 [Paper]
    • On the point spectrum of nonselfadjoint perturbed operators of Wiener-Hopf type, Mathematical analysis and applications, Scientific Annals of University A.I.Cuza, Iasi, v.XLIV, pp. 485-496, 1998 [Paper]
    • Finiteness of the point spectrum of some nonselfadjoint operators close to the operators generated by Jacobi matrices, with P. Cojuhari, Bul. Acad. Stiinte Repub. Mold. Mat., 3(28), pp. 65-70, 1998 [Paper]
    • Finiteness of eigenvalues of some integro-differential operators, with M.M. Stanescu, Bul. Acad. Stiinte Repub. Mold. Mat., 2(27), pp. 117-119, 1998 [Paper]

     

    Jinqiao (Jeffrey) Duan, Ph.D.
    Complete Publications

    • Large deviations for the Boussinesq equations under random influences, with A. Millet Submitted, 2007.
    • Predictability of the Burgers dynamics under model uncertainty, with D. Blomker, Stochastic Differential Equations: Theory and Applications, P. Baxendale and S. Lototsky (Eds.), p.71-90, World Scientific, New Jersey, 2007. [Paper]
    • Exponential stability of non-autonomous stochastic partial differential equations with finite memory, with L. Wan, Statistics & Probability Letters, in press, 2007. [Paper]
    • Homogenized dynamics of stochastic partial differential equations with dynamical boundary condition, with W. Wang, Comm. Math. Phys. 275 (2007), 163-186. [Paper]
    • An impact of stochastic dynamic boundary conditions on the evolution of the Cahn-Hilliard system, with D. Yang, Stochastic Analysis and Applications 25 (2007), 613-639. [Paper]
    • Effective macroscopic dynamics of stochastic partial differential equations in perforated domains, with W. Wang and D. Cao, SIAM J. Math. Anal. 38 (2007), 1508-1527. [Paper]
    • A dynamical approximation for stochastic partial differential equations, with W. Wang, J. Math. Phys., 48, No. 10, 2007. [Paper]
    • Invariant manifold reduction for stochastic dynamical systems, with A. Du, Dynamical Systems and Applications 16 (2007), 681-696. [Paper]
    • Stochastic parameterization for large eddy simulation of geophysical flows, with B. Nadiga, Proc. Amer. Math. Soc. 135 (2007), 1187-1196. [Paper]
    • Impact of Boundary Conditions on Entrainment and Transport in Gravity Currents, with V. P. Bongolan-Walsh, P. Fischer, T. Ozgökmen and T. Iliescu, Applied Mathematical Modelling, 31 (2007), 1338-1350. [Paper]
    • Large eddy simulation of stratified mixing in two-dimensional dam-break problem in a rectangular enclosed domain, with T. Ozgokmen, T. Iliescu, P. Fischer, A. Srinivasan, Ocean Modeling, 16 (2007), 106-140. [Paper]
    • Uniform attractors for non-autonomous wave equations with nonlinear damping, with Chunyou Sun, Daomin Cao, SIAM J. Applied Dynamical Systems, 6 (2007), 293-318. [Paper]
    • Non-autonomous wave dynamics with memory: Asymptotic regularity and uniform attractor, with C. Sun and D. Cao, Discrete and Continuous Dynamical Systems, in press, 2007.
    • Slow integral manifolds for Lagrangian fluid dynamics in unsteady geophysical flows, with C. Potzsche and S. Siegmund, Physica D, 233 (2007), 73-82. [Paper]
    • Global attractors and invariant measures for non-invertible planar piecewise isometric maps, with X. Fu, Phys. Lett. A, to appear, 2007.
    • Dynamics of Transport under Random Fluxes on the Boundary, with V. P. Bongolan-Walsh, and T. Ozgokmen, Communications in Nonlinear Science and Numerical Simulation, online version available doi:10.1016/j.cnsns.2006.09.019, 2006. [Paper]
    • Ergodic dynamics of the coupled quasi-geostrophic and energy balance system, with A. Du, H. Gao, and T. Ozgokmen, Fundamental and Applied Math. (Moscow), 12 (2006), No. 6, 67-84. [Paper]
    • Non-autonomous dynamics of wave equations with nonlinear damping and critical nonlinearity, with Chunyou Sun and Daomin Cao, Nonlinearity 19 (2006), 2645-2665. [Paper]
    • Ergodic Dynamics of the Stochastic Swift-Hohenberg System, with W. Wang and J. Sun, Nonlinear Analysis B, 6 (2005), 273-295. [Paper]
    • Feedback stabilization for Oseen fluid equations: A stochastic approach, with A. V. Fursikov, J. Math. Fluid Mech., 7 (2005), 574 - 610.[Paper]
    • Stable and unstable manifolds for stochastic partial differential equations, K. Lu and B. Schmalfuss, J. Dynamics and Diff. Eqns. 2004, Vol. 16, No. 4, 949-972. [Paper]
    • A Markov jump process approximation of the stochastic Burgers equation, with C. Gugg, Stochastics and Dynamics 4(2004), No. 2, 245-264. [Paper]
    • Entrainment in Bottom Gravity Currents Over Complex Topography from Three-Dimensional Non-hydrostatic Simulations, with T. Ozgokmen, P. Fischer, and T. Iliescu, Geophysical Research Letters, 31(2004), L13212. [Paper]
    • Three-Dimensional Turbulent Bottom Density Currents From a High-Order Non-hydrostatic Spectral Element Model, with T. Ozgokmen, P. Fischer, and T. Iliescu, Journal of Physical Oceanography, 34(2004), 2006-2026. [Paper]
    • Almost Periodic Motions and Global Attractors of the Nonautonomous Navier-Stokes Equations, with D. Cheban, J. Dynamics and Diff. Eqns., 16 (2004), 1--34. [Paper]
    • Invariant manifolds for stochastic partial differential equations, with K. Lu and B. Schmalfuss, Annals of Probability 31(2003), 2109-2135. [Paper]
    • Determining functionals for random partial differential equations (application to stochastic Navier-Stokes equations), with I. Chueshov and B. Schmalfuss, Nonlinear Diff. Eqns. Appl. (NoDEA) 10(2003), 431-454. [Paper]
    • The 3D Quasigeostropic Fluid Dynamics under Random Forcing on Boundary, with B. Schmalfuss, Comm. in Math. Sci. , Vol 1, No 1, 2003, 133-151. [Paper]
    • Enstrophy Dynamics of Stochastically Forced Large-Scale Geophysical Flows, with D. Blomker and T. Wanner, J. Math. Phys., 43 (2002), 2616-2626. [Paper]
    • Stochastic dynamics of a coupled atmosphere-ocean model, with H.Gao and B. Schmalfuss, Stochastics and Dynamics, Vol 2, No. 3, 2002, 357-380. [Paper]
    • Recurrent Motions in the Nonautonomous Navier-Stokes System, with V. P. Bongolan-Walsh and D. Cheban, Discrete and Continuous Dyn. Sys. B, No.3, 2002, 255-262. [Paper]
    • Fractional Fokker-Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises, with D. Schertzer, M. Larcheveque, V.V.Yanovsky and S. Lovejoy, J. Math. Phys., 42(2001), 200-212. [Paper]
    • On the Stochastic Kuramoto-Sivashinsky Equation, with V. J. Ervin, Nonlinear Analysis, 44(2001), 205-216.
    • Ergodicity of Stochastically Forced Large Scale Geophysical Flows, with B. Goldys, Inter. J. Math. Math. Sci., 28 (2001), 313-320. [Paper]
    • Probabilistic Dynamics of Two-Layer Geophysical Flows, with I. Chueshov and B. Schmalfuss, Stochastics and Dynamics, Vol. 1, No. 4, 2001. [Paper]
    • Symbolic Representations of Iterated Maps, with X. Fu, W. Lu, and P. Ashwin, Topological Methods in Nonlinear Analysis, 18 (2001), 119-147. [Paper]
    • Exponential Stability of the Quasigeostrophic Equation under Random Perturbations, with. E. Kloeden and B. Schmalfuss, Progress in Probability 49(2000), 241-256. [Paper]
    • Chaotic Properties of Subshifts Generated by a Non-periodic Recurrent Orbit, with R. S. MacKay, X. Fu and Y. Fu, Inter. J. Bifurcation and Chaos, 10(2000), 1067-1073.
    • Asymptotic Dynamical Difference between the Nonlocal and Local Swift-Hohenberg Models, with G. Lin, H. Gao and V. Ervin, J. Math. Phys., 41(2000), 2077-2089. [Paper]
    • Escape Probability, Mean Residence Time and Geophysical Fluid Particle Dynamics, with J. Brannan and V. J. Ervin, Physica D 133 (1999), 23--33. [Paper]
    • Dissipative Quasigeostrophic Motion under Temporally Almost Periodic Forcing, with Peter Kloeden, J. Math. Anal. Appl. 236 (1999), 74-85.
    • Variational Methods and Nonlinear Quasigeostrophic Waves, with D. D. Holm and K. Li, Physics of Fluids 11(1999), 875-879. [Paper]
    • Infinite-dimensional linear dynamical systems with chaoticity, with X. Fu, J. Nonlinear Sci., 9 (1999), 197-211.
    • Dynamics of a nonlocal Kuramoto-Sivashinsky equation, with Vince Ervin, J. Diff. Eqns., 143(1998), 243-266. [Paper]
    • Lagrangian transport and chaos in the near wake of the flow around an obstacle: a numerical implementation of lobe dynamics, withS. Wiggins, Nonlinear Processes in Geophysics 4 (1997), 125-136. [Paper]
    • Fluid exchange across a meandering jet with quasiperiodic variability, with S. Wiggins, J. Physical Oceanography 26 (1996), 1176-1188. [Paper(PostScript)]
    • Nonlinear stability of one-layer geostrophic fronts, with S. Wiggins, Physica D, 98 (1996), 335-342. [Paper]
    • The effect of nonlocal interactions on the dynamics of the Ginzburg-Landau equation, with H. Ly and E. S. Titi, Z. Angew. Math. Phys. 47 (1996), 433-455. [Paper]
    • Fronts, domain walls and pulses for a generalized Ginzburg-Landau equation, with P. Holmes, Proc. Edinburgh Math. Soc. 38(1995), 77-97. [Paper]

     

    Warren Edelstein, Ph.D.
    Selected Publications

    • A Finite Element Computation of the Flow-Induced Oscillations in a Cantilever Tube, with S. S. Chen and J. A. Jendrzejczyk, J. Sound and Vibration (107) 1986, 121-129.
    • On Stress Redistribution in Structures During Creep, with J. Hult, Int. J. Solids Structures (19) 1983, 915-924.
    • On Bounds and Approximate Solutions for a Class of Transient Creep Problems, with P. G. Reichel, Int. J. Solids Structures (16) 1980, 107-118.
    • A Priori Bounds for the Displacement Problem in Viscoelasticity, SIAM J. Appl. Math. (23) 1972, 396-408.
    • On Saint-Venant's Principle in Linear Viscoelasticity, Arch. Rat. Mech. Anal. (36) 1970, 366-380.

     

    Robert Ellis, Ph.D.
    Complete Publications

    • Variance of the Subgraph Count for Erdos-Renyi Graphs, Discrete App. Math. 158 (2010), pp. 649--658. (with James P. Ferry). (pdf, slides)
    • Two-Batch Liar Games over A General Bounded Channel,J. Combin. Theory Ser. A 116 (2009), pp. 1253--1270. with Kathryn Nyman.
    • Density of Normal Binary Covering Codes, Discrete Math., 308(2008), pp. 4446-4459 (special Simonovits issue). [Preprint]
    • How to Play the One-Lie Renyi-Ulam Game, Discrete Math., 308 (2008), pp 5805--5808. (with Vadim Ponomarenko and Catherine Yan) 
    • Random Geometric Graph Diameter in the Unit Ball, Algorithmica 47 (2007) pp. 421-438 (with Jeremy Martin and Catherine Yan). [Paper]
    • On Random Points in the Unit Disk, Random Structures Algorithms, 29 (2006), pp. 13--25 (with Xingde Jia and Catherine Yan). [Paper]
    • The Renyi-Ulam Pathological Liar Game with A Fixed Number of Lies, J. Combin. Theory Ser. A 112 (2005), 328-336 (with Vadim Ponomarenko and Catherine Yan). [Paper]
    • Random Geometric Graph Diameter in The Unit Disk with lp-metric (extended abstract), Lect. Notes Comput. Sc. 3383 (2005), 167--172 (with Jeremy Martin and Catherine Yan). © Springer-Verlag . [Paper]
    • Ulam's Pathological Liar Game with One Half-Lie, Int. J. Math. Math. Sci. 29 (2004), 1523--1532 (with Catherine Yan). [Paper]
    • Compression Algorithms for Dummy Fill Layout Data, Proc. SPIE, Vol. 5042, Design and Process Integration for Microelectronic Manufacturing, pp. 233--245, July 2003 (with Andrew B. Kahng and Yuhong Zheng).
    • Asymmetric Binary Covering Codes, J. Combin. Theory Ser. A 100 (2002), 232--249 (with Joshua Cooper and Andrew Kahng). [Paper]
    • A Chip-Firing Game and Dirichlet Eigenvalues, Discrete Mathematics 257 (2002), 341--355 (with Fan Chung Graham). [Paper]
    • Discrete Green's functions for products of regular graphs. [Preprint]
    • Optimal Packings within Coverings for Radius 1 Adaptive Block Codes, in Preparation.
    • An exact algorithm for binary radius 1 adaptive asymmetric covering codes, in preparation (with Justin Wilson).
    • Approximating the lp-metric by path distance in a random geometric graph, in preparation.
    • The Spectra of Super-Line Multigraphs, in Preparation (with Daniela Ferrero).
    • On the Lifetime of Randomly Deployed Sensor Networks, in Preparation (with Gruia Calinescu).

     

    Gregory Fasshauer, Ph.D.
    Complete Publications




    Fred J. Hickernell, Ph.D.
    Complete Publications

    • Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling, with L. Jiang, Y. Liu, and A. B. Owen, Monte Carlo and Quasi-Monte Carlo Methods 2012 (J. Dick, F. Y. Kuo, G. W. Peters, and I. H. Sloan, eds.), Springer-Verlag, Berlin, 2014, to appear.
    • Design of experiments for linear regression models when gradient information is available, with Y. Li, J. Statist. Plann. Inference (2013), to appear.
    • On dimension-independent rates of approximation with Gaussioan kernels, with G. E. Fasshauer, and H. Wozniakowski, SIAM J. Numer. Anal. 50 (2012) 247-271.
    • Average case approximation: Convergence and tractability of Gaussian kernels, with G. E. Fasshauer, and H. Wozniakowski, Monte Carlo and Quasi-Monte Carlo Methods 2010 (L. Plaskota and H. Wozniakowski, eds.), Springer-Verlag, Berlin, 2012, pp. 329-344.
    • Deterministic multi-level algorithm on R^n, with T. Muller-Gronbach, B. Niu, and K. Ritter, J Complexity 27 (2011). 331-351.
    • Control variates for quasi-Monte Carlo, with C. Lemieux, and A. B. Owen, Statist. Sci. 20 (2005), 1-31.
    • Koksma-Hlawka inequality, Encyclopedia of Statistical Sciences (S. Kotz, N. L. Johnson, C. B. Read, N. Balakrishnan, and B. Vidakovic, eds.), John Wiley & Sons, Hoboken, NJ, second ed., 2004, to appear.
    • Control variates for quasi-Monte Carlo, with C. Lemieux, and A. B. Owen, Statist. Sci. (2004), to appear.
    • On strong tractability of weighted multivariate integration, with I. H. Sloan, and G. W. Wasilkowski, Math. Comp. (2004), to appear.
    • On tractability of weighted integration for certain Banach spaces of functions, Monte Carlo and Quasi-Monte Carlo Methods 2002 (H. Niederreiter, ed.), Springer-Verlag, Berlin, 2004, pp. 51-71.
    • On tractability of weighted integration over bounded and unbounded regions in Rs, Math. Comp. (2004), to appear. The strong tractability of multivariate integration using lattice rules, Monte Carlo and Quasi-Monte Carlo Methods 2002 (H. Niederreiter, ed.), Springer-Verlag, Berlin, 2004, pp. 259-273.
    • Tractability of multivariate integration for periodic continuous functions, with G. Fang, 2003, in preparation.
    • Approximation on anisotropic multivariate Besov classes of functions by standard information, with G. Fang and H. Li, 2003, submitted for publication.
    • Uniform experimental designs, with K. T. Fang, 2003, in preparation.
    • An algorithm-driven approach to error analysis for multidimensional integration, 2003, submitted for publication.
    • My dream quadrature rule, J. Complexity 19 (2003), 420-427. [Abstract Only]
    • The existence of good extensible rank-1 lattices, with H. Niederreiter, J. Complexity 19 (2003), 286-300. [Abstract Only]
    • A piece-wise constant algorithm for weighted L1 approximation over bounded or unbounded regions, with I. H. Sloan and G. W. Wasilkowski, 2003, submitted for publication.
    • Implementing scrambled digital nets, with H. S. Hong, ACM Trans. Math. Softw. 29 (2003), 95-109.
    • t parameter optimization for imbedded digital (t,m,s)-nets by using the evolutionary computation, Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods, November 27 -- December 1, 2000, Hong Kong, 2003, in preparation to be submitted for publication.
    • The distribution of the discrepancy of scrambled digital (t,m,s)-nets, with H. S. Hong and G. Wei, Math. Comput. Simulation 62 (2003), 335-345. [Abstract Only]
    • Improved quadrature error bounds using function values, with F. L. Huang, Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods, November 27 -- December 1, 2000, Hong Kong, 2003, in preparation to be submitted for publication.
    • The relationship between the nth minimal errors of two classes of information for approximation in weighted Hilbert spaces, 2003, submitted for publication.
    • Chebyshev spectral collocation methods on lattices, with D. Li, 2003, in preparation.
    • Trigonometric spectral collocation methods on lattices, Recent Advances in Scientific Computing and Partial Differential Equations (S. Y. Cheng, C.-W. Shu, and T. Tang, eds.), AMS Series in Contemporary Mathematics, vol. 330, American Mathematical Society, Providence, Rhode Island, 2003, pp. 121-132.
    • Improving quasi-Monte Carlo integration via variance reduction techniques, with X. Wang and K. T. Fang, 2003, submitted for publication.
    • Low discrepancy sampling for finding traces and determinants of sparse matrices, with M. N. Wong, Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods, November 27 -- December 1, 2000, Hong Kong, 2003, in preparation to be submitted for publication.
    • Quasi-Monte Carlo resampling for bootstrap calculations, with C. Y. Yam, Workshop on the Complexity of Multivariate Problems, October 4-8, 1999, Hong Kong, 2003, in preparation to be submitted for publication.
    • Strong tractablity of integration using scrambled Niederreiter points, with R. X. Yue, 2003, submitted for publication.
    • Optimal quadrature for Haar wavelet spaces, with S. Heinrich and R. X. Yue, Math. Comp. 73 (2004), 259-277.
    • Monte Carlo and quasi-Monte Carlo methods 2000, edited with K. T. Fang and H. Niederreiter, Springer-Verlag, Berlin, 2002. [Abstract Only]
    • Obtaining O(N-2+ epsilon ) convergence for lattice quadrature rules, In Fang et al. [51], pp. 274-289. [Abstract Only]
    • Quasi-Monte Carlo methods and their randomizations, with H. S. Hong, Applied Probability (R. Chan, Y.-K. Kwok, D. Yao, and Q. Zhang, eds.), AMS/IP Studies in Advanced Mathematics, vol. 26, American Mathematical Society, Providence, Rhode Island, 2002, pp. 59-77. [Abstract Only]
    • Uniform designs limit aliasing, with M. Q. Liu, Biometrika 89 (2002), 893-904. [Abstract Only]
    • The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension, with X. Wang, Math. Comp. 71 (2002), 1641-1661. [Abstract Only]
    • E(s2)-optimality and minimum discrepancy in 2-level supersaturated designs, with M. Q. Liu, Statist. Sinica 12 (2002), 931-939. [Abstract Only]
    • The relationship between discrepancies defined on a domain and on its subset, 2002, submitted for publication.
    • An historical overview of lattice point sets, with Y. Wang, In Fang et al. [51], pp. 158-167. [Abstract Only]
    • The discrepancy and gain coefficients of scrambled digital nets, with R. X. Yue, J. Complexity 18 (2002), 135-151. [Abstract Only]
    • Robust designs for smoothing spline ANOVA models, Metrika 55 (2002), 161-176. [Abstract Only]
    • Special issue on the complexity of multivariate problems, edited with H. Wozniakowski, J. Complexity, vol. 17, no. 4, Academic Press, Orlando, FL, December 2001. [Abstract Only]
    • Integration of multivariate Haar wavelet series, with S. Heinrich and R. X. Yue, Wavelet Analysis and Its Applications (Y. Y. Tang, V. Wickerhauser, P. C. Yuen, and C. H. Li, eds.), Lecture Notes in Computer Science, no. 2251, Springer-Verlag, New York, 2001, pp. 99-106.
    • The price of pessimism for multidimensional quadrature, with H. Wozniakowski, J. Complexity 17 (2001), 625-659. [Abstract Only]
    • Tractability of multivariate integration for periodic functions, J. Complexity 17 (2001), 660-682. [Abstract Only]
    • Testing multivariate uniformity and its applications, with J. J. Liang, K. T. Fang, and R. Li, Math. Comp. 70 (2001), 337-355, MR 2001f:62032, ZM 991.72287. [Abstract Only]
    • Integration and approximation based on scramble sampling in arbitrary dimensions, with R. X. Yue, J. Complexity 17 (2001), 881-897. [Abstract Only]
    • What affects the accuracy of quasi-Monte Carlo quadrature?, Monte Carlo and Quasi-Monte Carlo Methods 1998 (H. Niederreiter and J. Spanier, eds.), Springer-Verlag, Berlin, 2000, pp. 16-55. [Abstract Only]
    • Extensible lattice sequences for quasi-Monte Carlo quadrature, with H. S. Hong, P. L'Écuyer, and C. Lemieux, SIAM J. Sci. Comput. 22 (2000), 1117-1138. [Abstract Only]
    • Discrepancy measures of uniformity, with M. Q. Liu, and Y. C. Yam, J. Chinese Statistical Association 38 (2000), 353-373 (Chinese).
    • Integration and approximation in arbitrary dimensions, with H. Wozniakowski, Adv. Comput. Math. 12 (2000), 25-58. [Abstract Only]
    • The mean square discrepancy of scrambled (t,s)-sequences, with R. X. Yue, SIAM J. Numer. Anal. 38 (2000), 1089-1112. [Abstract Only]
    • Randomized Halton sequences, with X. Wang, Math. Comput. Modelling 32 (2000), 887-899. [Abstract Only]
    • Goodness-of-fit statistics, discrepancies and robust designs, Statist. Probab. Lett. 44 (1999), 73-78. [Abstract Only]
    • Radial basis function approximation as smoothing splines, Appl. Math. Comput. 102 (1999), 1-24. [Abstract Only]
    • The asymptotic efficiency of randomized nets for quadrature, with H. S. Hong, Math. Comp. 68 (1999), 767-791. [Abstract Only]
    • Robust designs for fitting linear models with misspecification, with R. X. Yue, Statist. Sinica 9 (1999), 1053-1069. [Abstract Only]
    • A generalized discrepancy and quadrature error bound, Math. Comp. 67 (1998), 299-322. [Abstract Only]
    • Lattice rules: How well do they measure up?, Random and Quasi-Random Point Sets (P. Hellekalek and G. Larcher, eds.), Lecture Notes in Statistics, vol. 138, Springer-Verlag, New York, 1998, pp. 109-166. [Abstract Only]
    • Radial basis function approximation of the surface wind field from scattered data, with Y. C. Hon, Internat. J. Appl. Sci. Comput. 4 (1998), 221-247. [Abstract Only]
    • A new class of consistent estimators for stochastic linear regressive models, with H. Z. An and L. X. Zhu, J. Multivariate Anal. 63 (1997), 242-258. [Abstract Only]
    • Computing multivariate normal probabilities using rank-1 lattice sequences, with H. S. Hong, Proceedings of the Workshop on Scientific Computing (Hong Kong) (G. H. Golub, S. H. Lui, F. T. Luk, and R. J. Plemmons, eds.), Springer-Verlag, Singapore, 1997, pp. 209-215. [Abstract Only]
    • A simple multi-start algorithm for global optimization, with Y. X. Yuan, Oper. Res. Trans. 1 (1997), 1-11.
    • Statistical modeling for the optimal deposition of sputtered piezoelectric films, with R. X. Yue, and F. S. Hickernell, IEEE Trans. Ultrason., Ferroelectrics & Frequency Control 44 (1997), 615-623, prelim. ver. in Proc. 1996 IEEE Ultrason. Symp., 1996, pp. 141-147.
    • A goodness-of-fit test for linearity of a stochastic regression model, with L. X. Zhu and H. Z. An, Chinese J. Contemp. Math. 18 (1997), 199-206. [Abstract Only]
    • Comment on experimental design and observation for large systems, with K. T. Fang, by R. A. Bates et. al., J. Roy. Statist. Soc. B 58 (1996), 103.
    • Some global optimization algorithms in statistics, with K. T. Fang and P. Winker, Operations Research and Its Applications (D. Z. Du, Z. S. Zhang, and K. Cheng, eds.), Lecture Notes in Operations Research, vol. 2, World Publishing Corp., Beijing, 1996, pp. 14-24.
    • The mean square discrepancy of randomized nets, ACM Trans. Model. Comput. Simul. 6 (1996), 274-296.
    • Quadrature error bounds with applications to lattice rules, SIAM J. Numer. Anal. 33 (1996), 1995-2016, corrected printing of Sections 3-6 in ibid., 34 (1997), 853-866. [Abstract Only]
    • Regression transformation diagnostics for explanatory variables, with B. C. Wei, Statist. Sinica 6 (1996), 433-454. [Abstract Only]
    • Universally consistent estimation for stochastic regression models, with H. Z. An and L. X. Zhu, Chinese Sci. Bull. 40 (1995), 802-807. [Abstract Only]
    • The uniform design and its applications, with K. T. Fang, Bull. Inst. Internat. Statist., 50th Session, Book 1 (1995), 333-349.
    • A comparison of random and quasirandom points for multidimensional quadrature, Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (H. Niederreiter and P. J.-S. Shiue, eds.), Lecture Notes in Statistics, vol. 106, Springer-Verlag, New York, 1995, pp. 213-227. [Abstract Only]
    • Multivariate analysis and its applications, edited by T. W. Anderson, K. T. Fang, and I. Olkin, Lecture Notes -- Monograph Series, vol. 24, Institute of Mathematical Statistics, Hayward, California, 1994, F. J. Hickernell, (managing ed.). [Abstract Only]
    • A class of asymptotically optimal sequential tests for composite hypotheses, with J. D. Chen, Sci. China Ser. A 37 (1994), 1314-1324. [Abstract Only]
    • Linear stability of immiscible displacement processes in porous media, with Y. C. Yortsos, SIAM J. Appl. Math. 49 (1989), 730-748. [Abstract Only]
    • Simulation studies of the automatic control of a blast furnace process, with M. K. Chan, M. J. Li, S. J. Hu, S. K. Ng, H. M. Ngai, C. C. Barnett, and W. M. Holmes, Proc. 1988 Summer Computer Simulation Conference (Seattle, WA), 1988, pp. 881-885.
    • Comp-u-calc (software and user's manual/workbook), with W. Proskurowski, Saunders College Publishing, Philadelphia, 1988.
    • Design of a calculus microcomputer laboratory, with W. Proskurowski, Comput. Math. Appl. 14 (1987), 3-24.
    • Linear stability of miscible displacement processes in porous media in the absence of dispersion, with Y. C. Yortsos, Stud. Appl. Math 74 (1986), 93-115. [Abstract Only]
    • The use of microcomputers in the teaching of calculus, with W. Proskurowski, Collegiate Microcomputer 3 (1985), 111-125.
    • An upper bound on the growth rate of a linear instability in a homogeneous shear flow, Stud. Appl. Math 72 (1985), 87-93. [Abstract Only]
    • Teaching calculus with computers at USC, with W. Proskurowski, SIAM News 18 (1984), no. 5, 16.
    • Time-dependent critical layers in shear flows on the beta-plane, J. Fluid Mech. 142 (1984), 431-449. [Abstract Only]
    • The evolution of large-horizontal-scale disturbances in marginally stable, inviscid, shear flows. I. Derivation of the amplitude evolution equations, Stud. Appl. Math69 (1983), 1-21. [Abstract Only]
    • The evolution of large-horizontal-scale disturbances in marginally stable, inviscid, shear flows. II. Solutions of the Boussinesq equation, Stud. Appl. Math 69 (1983), 23-49. [Abstract Only]
    • Conformational analysis of conjugated polyenes by nuclear magnetic resonance and low resolution microwave spectroscopy, W. E. Steinmetz, J. E. Pollard, J. M. Blaney, B. K. Winker, I. K. Mun, and S. J. Hollenberg, J. Phys. Chem. 83 (1979), 1540-1545.
    • Conformational analysis of substituted alkenes by low resolution microwave spectroscopy, with W. E. Steinmetz, J. Hollenberg, C. E. Orr, and L. H. Scharpen, J. Phys. Chem. 82 (1978), 940-943.
    • On the steady state of an age dependent model for malaria, with R. H. Elderkin, D. P. Berkowitz, F. A. Farris, C. F. Gunn, S. N. Kass, F. I. Mansfield, and R. G. Taranto, Nonlinear Systems and Applications: An International Conference (V. Lakshmikantham, ed.), Academic Press, New York, 1977, pp. 491-512. [Abstract Only]
    • The effect of the structure and composition of zinc oxide films on their elastic properties, Proc. 1977 IEEE Ultrason. Symp., 1977, pp. 309-312.
    • The conformational analysis of 1-haloalkanes by low resolution microwave spectroscopy, with W. E. Steinmetz, I. K. Mun, and L. H. Scharpen, J. Molec. Spectro. 68(1977), 173-182.

     

    Hemanshu Kaul, Ph.D.
    Complete Publications

    • Extremal Graphs for a Graph Packing Theorem of Sauer and Spencer, (with A. Kostochka), Combinatorics, Probability and Computing, Volume 16, 2007, 409-417. [Talk]
    • Analyzing the Performance of Simultaneous Generalized Hill Climbing Algorithms, (with D.E. Vaughan and S.H. Jacobson), Computational Optimization and Applications, Volume 37, 2007, 103-119.
    • Global Optima Results for the Kauffman NK Model, (with S.H. Jacobson), Mathematical Programming, Volume 106, 2006, 319-338. [Talk]
    • New Global Optima Results for the Kauffman NK Model: Handling Dependency, (with S.H. Jacobson), Mathematical Programming, Special issue on 'Optimization under Uncertainty', Volume 108, 2006, 475-494. [Talk]
    • On a Graph Packing Conjecture of Bollobas, Eldridge, and Catlin, (with A. Kostochka and G. Yu), Combinatorica, accepted for publication. [Talk]
    • Distinguishing Chromatic Number of Cartesian Products of Graphs, (with J. Choi and S. Hartke), SIAM Journal on Discrete Mathematics, accepted for publication. [Talk]
    • Long Local Searches for Maximal Bipartite Subgraphs, (with D.B. West), SIAM Journal on Discrete Mathematics, accepted for publication. [Talk]
    • Reductions for the Stable Set Problem, (with E.C. Sewell and S.H. Jacobson), submitted for publication.
    • A Threshold for Random Geometric Graphs with a Hamiltonian cycle, (with J. Balogh), manuscript under revision.
    • Network Simplex Algorithm for the Equal Flow Problem on Generalized Networks, (with S.H. Jacobson), in preparation.
    • Homeland Security Resource Allocation Model, (with E.J. Durango-Cohen and C.M. Jones), in preparation.
    • Exact Algorithms for the Maximum Independent Set Problem, (with E.C. Sewell and S.H. Jacobson), in preparation.
    • Concentration of Measure Inequalities in Discrete Mathematics - A Survey with Elementary Proofs, (with D.B. West), in preparation.
    • Multi-Objective Optimization and Sensitivity Analysis For Discrete and Continuous Optimization Problems, (with S.H. Jacobson, G.K. Kao, J.A. Stori and V. Venkat), Technical Report to Austral Engineering and Software, Inc., 2004.
    • On the Queuenumber of Planar Graphs , M.Sc. Thesis (under the guidance of S. Pemmaraju), Dept. of Mathematics, Indian Institute of Technology, Bombay, 1999.
    • An Elementary Construction of Real Numbers from Rational Numbers, The Mathematica: Annual Journal of the Mathematics Society, St. Stephen's College, 1997.

     

    Xiaofan Li, Ph.D.
    Complete Publications

    • A. Barua, S. Li, X. Li and J. Lowengrub, Self-similar evolution of a precipitate in inhomogeneous elastic media Journal of Crystal Growth (2012) 351, 62--71. pdf
    • J. Sohn, S. Li, X. Li and J. Lowengrub, Axisymmetric multicomponent vesicles: A comparison of hydrodynamic and geometric models Int. J. Numer. Meth. Biomed. Engng. (2012) 28, 346--368. pdf
    • S. Li and X. Li, A boundary integral method for computing dynamics of an epitaxial island SIAM J. Sci. Comput. (2011) 33(6), 3282--3302. pdf
    • X. Li and G. Raman, Numerical methods for nonlinear acoustic resonators in Computational Methods in Nonlinear Acoustics: Current Trends (p. 21--32) , eds. C. Vanhille and C. Campos-Pozuelo, Research Signpost (2011), ISBN 978-81-308-0445-3. pdf
    • X. Sun and X. Li, A spectrally accurate boundary integral method for interfacial velocities in two-dimensional Stokes flow Commun. Comput. Phys. (2010) 8(4), 933--946. pdf
    • X. Sun, J. Duan and X. Li, An Impact of Noise on Invariant Manifolds in Nonlinear Dynamical Systems J. of Math. Phys. (2010) 51, 042702. pdf
    • X. Li and Q. Nie, (2009) A High-order Boundary Integral Method for Surface Diffusions on Elastically Stressed Axisymmetric Rods, J. of Comput. Phys. 228(12), 4625--37. Click here for the paper.
    • H.-C. Yu, D.-H. Yeon, X. Li and K. Thornton, (2009) Continuum simulations of the formation of Kirkendall-effect-induced hollow cylinders in a binary substitutional alloy, Acta Mater. Click here for the paper.
    • X. Li and Q. Nie, (2007) Surface diffusion on stressed solid surface, Commun. Comput. Phys. 2(1), 73--86. pdf
    • X. Li, (2005) An efficient method for computing microstructural evolution of elastically homogeneous media, Comput. Mater. Sci. 34, 70--81. pdf
    • X. Li, K. Thornton, Q. Nie, P. W. Voorhees and J. S. Lowengrub, (2004) Two- and three-dimensional equilibrium morphology of a misfitting particle and the Gibbs-Thomson effect, Acta Meter. 52, 5829--5843. pdf
    • F. Ning and X. Li, Numerical simulation of finite amplitude standing waves in acoustic resonators using finite volume method accepted by Wave Motion. pdf
    • X. Li, J. Finkbeiner, G. Raman, C. Daniels and B. Steinetz (2004) Optimized shapes of oscillating resonators for generating high-amplitude pressure waves, J. Acoust. Soc. Am. 116, 2814--2821. pdf
    • X. Li, J. S. Lowengrub, Q. Nie, V. Cristini and P. H. Leo (2003) Microstructural evolution in three-dimensional inhomogeneous elastic media, Metal. Trans. 34A, 1421--1431. pdf
    • X. Li and C. Pozrikidis (2003) Film flow of a suspension down an inclined plane, Phil. Trans. R. Soc. Lond. A 361, 847-869. pdf version
    • X. Li, J. Finkbeiner, G. Raman, Christopher Daniels and Bruce Steinetz (2003) Nonlinear resonant oscillations of gas in optimized acoustical resonators, 41st AIAA Aerospace Sciences Meeting and Exhibit Jan. 6-9, 2003, Reno, Neveda. pdf version
    • Q. Nie, S. Tanveer, T.~F. Dupont and X. Li (2002) Singularity formation in Free-surface Stokes flows, Contemporary Mathematics 306, 147-165. pdf version
    • X. Li and C. Pozrikidis (2002) Film flow of a suspension of liquid drops, Physics of Fluids 14(1), 61-74. ps or pdf version
    • X. Li and C. Pozrikidis (2000) Wall-bounded and channel flow of suspensions of liquid drops, Int. J. of Multiphase Flow 26, 1247-1279.
    • X. Li and C. Pozrikidis (1997) Effect of surfactants on drop deformation and on the rheology of dilute emulsions in Stokes flow, J. Fluid Mech. 341, 165--194. ps
    • X. Li, R. Charles and C. Pozrikidis (1996) Simple shear flow of suspensions of liquid drops, J. Fluid Mech. 320, 395--416. text (postscript format) and figures (tar file)
    • X. Li and C. Pozrikidis (1996) Shear flow over a liquid drop adhering to a solid surface, J. Fluid Mech. 307, 167--190. ps
    • X. Li, H. Zhou and C. Pozrikidis (1995) A numerical study of the shearing motion of emulsions and foams emulsions, J. Fluid Mech. 286, 379--404. ps
    • R. Caflisch, X. Li and M. Shelley (1993) The collapse of an axi-symmetric, swirling vortex sheet, Nonlinearity 6, 843--867. ps
    • R. Caflisch and X. Li (1992) Lagrangian theory for 3D vortex sheets with axial or helical symmetry, J. Trans. Theory and Stat. Phys. 21, 559--578. ps



    Arthur Lubin, Ph.D.
    Selected Publications

    • Dilation and commutant lifting for jointly isometric operators - a geometric approach, with K. R. M. Attele, J. Funct. Anal. (140) 1996, 300-311.
    • A note on single input controllability for normal systems, Math. Sys. Theory (15) 1982, 371-373.
    • Commuting weighted shifts and analytic function theory in several variables, with N. Jewell, J. Operator Theory (1) 1979, 207-223.
    • On a class of contractive perturbations of restricted shifts, with J. A. Ball, Pacific J. Math. (63) 1976, 309-323.
    • On bounded solutions of non-linear differential equations, with J. A. Goldstein, SIAM J. Math. Anal. (5) 1975, 837-841.

     

    David Maslanka, Ph.D.
    Publications

    • No Publications Found

     

    F.R. McMorris, Ph.D.
    Selected Publications

    • Majority decision on median semilattices, with R. C. Powers, Math. Social Sciences 65, 2013, 48-51.
    • The lp-function on trees, with H.M. Mulder and O. Ortega, Networks 60, 2011, 94-102.
    • Conservative supertrees, with M. Wilkinson, Syst. Biol. 60, 2011, 232-238.
    • An axiomatic study of majority-rule(+) and associated consensus functions on hierarchies, with J. Dong, D. Fernandez-Baca, and R. C. Powers, Discrete Appl. Math. 159, 2011, 2038-2044.
    • Majority-rule(+) consensus trees, with J. Dong, D. Fernandez-Baca, and R. C. Powers, Math. Biosciences 228, 2010, 10-15.
    • Constructing majority-rule supertrees, with J. Dong and Fernandez-Baca, Algorithms for Molecular Biology 5:2, 2010.
    • A characterization of majority rule for hierarchies, with R. C. Powers, J. Classification 25, 2008, 153-158.
    • The majority decision function for trees with 3 leaves, with R. C. Powers, Annals of Operations Research 163, 2008, 169-175.
    • Explosions and hot spots in supertree methods, with W. H. E. Day and M. Wilkinson, J. theor. Biology 253, 2008, 345-348.
    • The compatibility of comparative and stratigraphic constraints on estimates of the ancestor-descendant relation, with G.F. Estabrook, Systematics & Biodiversity 4(2006), 9-17.
    • Consensus functions on tree quasi-orders that satisfy an independence condition, with R.C. Powers, Math. Social Sci. (48), 2004, 183-192.
    • The median function on distributive semilattices, with H.M. Mulder and R.C. Powers, Discrete Appl. Math. (127), 2003, 319-324.
    • Axiomatic Consensus Theory in Group Choice and Biomathematics, with W.H.E. Day, SIAM Frontiers of Applied Mathematics, vol.29, Philadelphia PA, 2003.
    • Topics in Intersection Graph Theory, with T.A. McKee, SIAM Monographs on Discrete Mathematics and Applications, Philadelphia, PA, 1999.

     

    Michael Pelsmajer, Ph.D.
    Complete Publications



    Guohui Song, Ph.D.
    Complete Publications

    • Optimal kernel of nonlinear system identification via linear fractional transformation (with Y. Xu and S. Kukreja), preprint.
    • Implementation of reproducing kernel method for flight data (with Y. Jiang, Y. Xu, S. Kukreja and M. Brenner), preprint.
    • Optimal kernel selection for translation-invariant kernels (with Y. Xu), in preparation.

     

    Charles Tier, Ph.D.
    Complete Publications

    • Computing the stability regions of Hill’s equation” (with S. V. Simakhina), Applied Mathematics and Computation 162 (2005), 639–660.
    • A dynamic priority queue model for simultaneous service of two traffic types (with D. I. Choi and C. Knessl), SIAM Journal on Applied Mathematics 63 (2002), 398–422.
    • A simple fluid model for servicing priority traffic (with C. Knessl), IEEE Transactions on Automatic Control 46 (2001), 909–914.
    • A queueing system with queue length dependent service times, with application to cell discarding in ATM networks (with D. I. Choi and C. Knessl), Jouranl of Applied Mathematics and Stochastic Analysis 12 (1999), 35–62.
    • A diffusion model for two tandem queues with general renewal input (with C. Knessl), Comm. Stat.- Stochastic Models 15 (1999), 299–343.
    • Two tandem queues with general renewal input I: diffusion approximationand integral representations (with C. Knessl), SIAM J. Appl. Math. 59 (1999), 1917–1959.
    • Two tandem queues with general renewal input II: asymptotic expansions for the diffusion approximation (with C. Knessl), SIAM J. Appl. Math. 59 (1999), 1960–1997.
    • A ray approximation to a PDE arising in the study of tandem queues (with C. Knessl), Studies is Appl. Math. 102 (1999), 87–120.
    • Asymptotic approximations and bottleneck analysis in product form queueing networks with large populations (with C. Knessl), Performance Evaluation 33 (1998), 219–248.
    • Heavy traffic analysis of a Markov-modulated queue with finite capacity and general service times (with C. Knessl), SIAM J. Appl. Math. 50 (1998), 257–323.
    • Asymptotic properties of first passage times for two tandem queues: time to empty system (with C. Knessl), Commun. Statist. Stochastic Models 12 (1996), 633–672.
    • Mean time for the development of large workloads and large queue lengths in the GI/G/1 queue (with C. Knessl), Journal of Applied Mathematics and Stochastic Analysis 9 (1996), 107–142.
    • Asymptotic properties of first passage times for tandem Jackson networks I: build up of large queue lengths (with C. Knessl), Commun. Statist. Stochastic Models 11 (1995), 133–162.
    • Applications of singular perturbation methods in queueing” (with C. Knessl), in Advances in Queueing: Theory, Methods and Open Problems, J. H. Dshalalow, ed., CRC Press, New York, 1995, 311–336.
    • Four facts every conservation biologist should know about the theory of persistence (with M. Mangel), Ecology 75 (1994), 607–614.
    • On state dependent GI/G/1 queues (with C. Knessl, B. J. Matkowsky and Z. Schuss), European J. Appl. Math. 5 (1994), 217–241.
    • A processor-shared queue which models switching times: heavy usage asymptotics (with C. Knessl), SIAM J. Appl. Math. 54 (1994), 854–875.
    • Asymptotic approximations for multiple class queueing networks with a terminal node (with J. D. Mei), SIAM J. Appl. Math. 54 (1994), 1745–1767.
    • Dynamics of metapopulations with demographic stochasticity and environmental catastrophes (with M. Mangel), Theoret. Pop. Biol. 44 (1993), 1–31.
    • A simple direct method for finding persistence times of populations and application to conservation biology (with M. Mangel), Proc. Nat. Acad. Sci. 90 (1993), 1083–1086.
    • PDAC: A data parallel distribution by chain algorithm for closed queueing networks (with F. B. Hanson, J. D. Mei and H. Xu), Parallel Computing 19 (1993), 1345–1358.
    • Asymptotic analysis of an integrated digital network (with M. Mankus), SIAM J. Appl. Math. 52 (1992), 234–269.
    • A processor-shared queue which models switching times: normal usage (with C.Knessl), SIAM J. Appl. Math. 52 (1992), 883–899.
    • Asymptotic expansions for large closed queueing networks with multiple job classes (with C. Knessl), IEEE Trans. on Computers 41 (1992), 480–488.
    • Asymptotic analysis of multiple class queueing networks (with J. D. Mei), Appl. Math. Lett. 4 (1991), 35–38.
    • Asymptotic methods for Markov jump process (with B. J. Matkowsky and Z. Schuss), A.M.S. Lectures in Applied Mathematics 27 (1991), 215–240.
    • Asymptotic expansions for large closed queueing networks (with C. Knessl), J. A.C.M. 37 (1990), 144–174.
    • An integral equation approach to the M/G/2 queue” (with C. Knessl, B. J. Matkowsky and Z. Schuss), Operations Research 38 (1990), 506–518.
    • Approximations to the moments of the sojourn time in a tandem queue with overtaking (with C. Knessl), Comm. Statist. Stochastic Models 6 (1990), 499–524.
    • Response times in processor-shared queues with state-dependent arrival rates (with C. Knessl, B. J. Matkowsky and Z. Schuss), Comm. Statist. Stochastic Models 5 (1989), 83–113.
    • A state-dependent M/M/1 queue: A production-inventory model (with C. Knessl, B. J. Matkowsky and Z. Schuss), Appl. Math. Lett. 1 (1988), 235–239.
    • The two repairmen problem: A finite source M/G/2 queue (with C. Knessl, B. J. Matkowsky and Z. Schuss), SIAM J. Appl. Math. 47 (1987), 367–397.
    • Asymptotic expansions for a closed multiple access system (with C. Knessl, B. J. Matkowsky and Z. Schuss), SIAM J. Comp. 16 (1987), 378–398.
    • A Markov-modulated M/G/1 queue I: Stationary distribution (with C. Knessl, B.J. Matkowsky and Z. Schuss), Queueing Systems: Theory and Applications 1 (1987), 355–374.
    • A Markov-modulated M/G/1 queue II: Busy period and time for buffer overflow (with C. Knessl, B. J. Matkowsky and Z. Schuss), Queueing Systems: Theory and Applications 1 (1987), 375–397.
    • A mathematical model of the fall of zinc protoporphyrin (with S. M. Hessl and D. Hryhorczuk), in Occupational and Environmental Chemical Hazards, V. Foa, E. A. Emmett, M. Maroni and A. Colombi, eds., John Wiley and Sons, New York, 1987, 115–120.
    • Distribution of the maximum buffer content during a busy period for state-dependent M/G/1 queues (with C. Knessl, B. J. Matkowsky and Z. Schuss), Comm. Statist. Stochastic Models 3 (1987), 191–226.
    • Two parallel M/G/1 queues where arrivals join the system with the smaller buffer content (with C. Knessl, B. J. Matkowsky and Z. Schuss), IEEE Trans. Commun. COM-35 (1987), 1153–1158.
    • Busy period distribution in state-dependent queues (with C. Knessl, B. J. Matkowsky and Z. Schuss), Queueing Systems: Theory and Applications 2 (1987), 285–305.
    • An analysis of a dendritic neuron model with an active membrane site (with S. Baer), J. Math. Biol. 23 (1986), 137–161.
    • A singular perturbation approach to first passage times for Markov jump processes (with C. Knessl, B. J. Matkowsky and Z. Schuss), J. Stat. Phys. 42 (1986), 169–184.
    • A finite capacity single-server queue with customer loss (with C. Knessl, B. J. Matkowsky and Z. Schuss), Comm. Statist. Stochastic Models 2 (1986), 97–121.
    • Asymptotic analysis of a state-dependent M/G/1 queueing system (with C. Knessl, B. J. Matkowsky and Z. Schuss), SIAM J. Appl. Math. 46 (1986), 483–505.
    • System crash in a finite capacity M/G/1 queue (with C. Knessl, B. J. Matkowsky and Z. Schuss), Comm. Statist. Stochastic Models 2 (1986), 171–201.
    • On the performance of state-dependent single-server queues (with C. Knessl, B. J. Matkowsky and Z. Schuss), SIAM J. Appl. Math. 46 (1986), 657–697.
    • Boundary behavior of diffusion approximations to Markov jump processes (with C. Knessl, B. J. Matkowsky and Z. Schuss), J. Stat. Phys. 45 (1986), 245–266.
    • Two parallel queues with dynamic routing (with C. Knessl, B. J. Matkowsky and Z. Schuss), IEEE Trans. Comm. 34 (1986), 1170–1175.
    • An asymptotic theory of large deviations for Markov jump processes (with B. J. Matkowsky, Z. Schuss and C. Knessl), SIAM J. Appl. Math. 46 (1985), 1006–1028.
    • Frequency fluctuations in noisy oscillators (with B. J. Matkowsky and Z. Schuss), SIAM J. Appl. Math. 45 (1985), 843–854.
    • Uniform expansion of the transition rate in Kramers’ problem (with B. J. Matkowsky and Z. Schuss), J. Stat. Phys. 35 (1984), 443–456.
    • Solution of Kramers-Moyal equations for problems in chemical physics (with M. Mangel, B. J. Matkowsky, Z. Schuss and C. Knessl), J. Chem. Phys. 81 (1984), 1285–1293.
    • Asymptotic solution of the Kramers-Moyal equation and first passage times forMarkov jump processes (with M. Mangel, B. J. Matkowsky, Z. Schuss and C. Knessl), Phys. Rev. A29 (1984), 3359–3369.
    • First passage times for processes governed by master equations (with B. J.Matkowsky, C. Knessl, Z. Schuss and M. Mangel), in Proc. of the Conf. on Fluctuations and Sensitivity in Non-Equilibrium Systems, Univ. of Texas, W. Horsthemke and D. K. Kondepudi,eds., Springer-Verlag, New York, 1984, 19–36.
    • Diffusion across characteristic boundaries with critical points” (with B. J. Matkowsky and Z. Schuss), SIAM J. Appl. Math. 43 (1983), 673–695.
    • Harvesting under demographic uncertainty (with F. B. Hanson), in Proc. of the Int. Conf. on Population Biology-Univ. of Alberta, Lecture Notes in Biomath., vol. 52, Springer-Verlag, New York, 1983.
    • A stochastic model for tumor growth (with F. B. Hanson), Math. Biosci. 61 (1982),73–100.
    • An asymptotic solution of the first passage problem for singular diffusion in population biology (with F. B. Hanson), SIAM J. Appl. Math. 40 (1981), 113–132.
    • Persistence in density dependent stochastic populations (with F. B. Hanson), Math. Biosci. 53 (1981), 89–117.
    • An analysis of neutral-alleles and variable-environment diffusion models, J. Math. Biol. 12 (l981), 53–71.
    • A tri-allelic diffusion model with selection, migration, and mutation, Math. Biosci. 44 (1979), 41–60.
    • Asymptotic analysis of diffusion equations in population genetics (with J. B. Keller), SIAM J. Appl. Math. 34 (1978), 549–576.
    • A tri-allelic diffusion model with selection” (with J. B. Keller), SIAM J. Appl. Math. 35 (1978), 521–535.

    Armour Faculty

    Fred J. Hickernell
    Applied Mathematics

    Achieving academic excellence through interdisciplinary relationships is an IIT hallmark that Fred Hickernell, chair and professor of applied mathematics, has the opportunity to utilize each day. more...

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