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Search the School of Mathematical Sciences
People matching "Mathematics of Risk"
Courses matching "Mathematics of Risk"
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Computational Mathematics III 
This course introduces numerical techniques for tackling mathematical problems and for assessing the accuracy of of the numerical results obtained. It uses methods appropriate to common mathematical models including algebraic equations, ordinary and partial differential equations and integrals. It discusses causes of numerical errors and ways to estimate the effects of those errors on the computed solution to a problem. It also gives practice in writing Matlab codes to implement numerical algorithms.
More about this course...
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Engineering Mathematics 1
Mathematics is an essential tool for understanding and predicting engineering systems. This course consists of an introduction to differential equations, which are used to model deterministic systems, and basic probability and statistical methods, which are used to analyse random processes. Ordinary differential equations: First order, second order, series solutions. Fourier series for functions of arbitrary period, half range expansions, even and odd functions, complex form of Fourier series. Partial differential equations: heat equation, separation of variables, wave equation, Laplace's equation. Applications in boundary value problems. Probability and statistical methods: Sampling and probability, descriptive statistics, random variables and probability distributions, mean and variance, linear combinations of random variables. Statistical inference for means and proportions. Linear regression.
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Engineering Mathematics 2
Topics covered include: Vector calculus: vector fields, gradient, divergence and curl. Line, surface and volume integrals, integral theorems of Green Gauss and Stokes, with applications. Orthogonal curvilinear coordinates. Complex analysis: elementary functions of a complex variable, complex analytic functions, complex integrals, Taylor Series, Laurent Series, Residue Theorem. Laplace transforms of derivatives and integrals, applications to differential equations
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Industrial Mathematics III
In this course a number of real-world industrial case studies are presented. These case studies lead to mathematical models which involve differential equations. The differential equations are solved and the solutions analysed in order to provide an understanding of the particular industrial process under examination. The importance of mathematical modelling. Diffusion and advection and the equations that derive these physical processes. Fick's and Fourier's laws. Common boundary conditions for advection-diffusion problems. Newton cooling. Scaling of equations and basic dimensional analysis. A selection of case studies from the following. Each introduces a different concept or mathematical method. Continuous casting of sheet steel. This involves a Stefan condition for a moving boundary and the reduction of variables by the Boltzmann transformation to give the Boltzmann similarity solution of the heat equation. Water filtration by reverse osmosis, introducing invariance of equations and the method of stretching transformations to reduce a PDE problem to an ODE problem. Laser drilling. A Stefan condition is required for the moving boundary and the method of regular perturbations is introduced. Factory fires due to spontaneous ignition. This introduces bifurcation analysis. Furrow irrigation. The non-linear PDE describing the problem is transformed to a linear PDE by the Kirchoff transformation. Fourier series are used to solve the linear PDE.
More about this course...
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Introduction to Financial Mathematics I
Algebra: Matrices and linear equations. Optimisation problems: solutions by graphical and algebraic methods.
Functions and Annuities: linear, quadratic, exponential and logarithmic functions; simple and compound interest, annuities and amortization of loans. Continuous rates of change and the derivative.
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Mathematics for Information Technology I
Discrete Mathematics: Sets, relations,
logic, graphs, mathematical induction and recurrence relations
(difference equations)
Probability: Sample spaces, events,
discrete random variables and distributions.
Information security and encryption: Elementary number
theory and the RSA algorithm - the most common public key encryption
system now in use.
More about this course...
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Mathematics IA
Calculus: Functions, including the
exponential and logarithmic functions; Integration - the definite
integral and the Fundamental Theorem of Calculus; methods of
integration, Numerical integration and applications of the definite
integral.
Linear Algebra: Matrices and systems of linear equations;
elementary matrices and the inverse; determinants; optimisation
problems and convex sets; subspaces, linear combinations and linear
independence; eigenvalues and eigenvectors; diagonalisation of
matrices.
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Mathematics IB
Calculus: Differential Equations; Limits, continuity, the Mean Value Theorem with applications to curve sketching and maxima and minima problems; Taylor polynomials, power series and Taylor series; calculus of two variables including partial derivatives, the directional derivative, tangent planes and local
maxima and minima.
Linear Algebra: Basis, dimension of subspaces of the real vector space R^n; orthonormal bases and the Gram-Schmidt
process; linear transformations; conics, quadric surfaces and polar cordinates; symmetric matrices and orthogonal diagonalisation.
More about this course...
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Mathematics IIM
Calculus: Taylor polynomials, power series
and Taylor series. Limits, continuity, the Mean Value Theorem with
applications to curve sketching and maxima and minima problems.
Linear Algebra: Subspaces, linear
combinations and linear independence; basis, dimension of subspaces;
orthonormal bases and the Gram-Schmidt process; symmetric matrices and
orthogonal diagonalisation; applications of linear algebra. Linear
transformations.
More about this course...
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Mathematics IMA
Calculus:
Functions, including the exponential, logarithmic and trigonometric
functions and their inverses. Differentiation - the derivative and
its applications; rules for differentiation and the derivatives of the
common functions.
Linear Algebra: Complex numbers and polynomial
equations. Vectors in two and three dimensions; Matrices and systems
of linear equations; the inverse of a square matrix; applications to
Markov chains; optimisation problems, and the Simplex Algorithm.
More about this course...
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Events matching "Mathematics of Risk"
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Stability of time-periodic flows 15:10 Fri 10 Mar 06 | G08, Mathematics Building, University of Adelaide | Prof. Andrew Bassom, School of Mathematics and
Statistics, University of Western Australia
Abstract...Time-periodic shear layers occur naturally in a wide
range of applications from engineering to physiology. Transition to
turbulence in such flows is of practical interest and there have been
several papers dealing with the stability of flows composed of a
steady component plus an oscillatory part with zero mean. In such
flows a possible instability mechanism is associated with the mean
component so that the stability of the flow can be examined using some
sort of perturbation-type analysis. This strategy fails when the mean
part of the flow is small compared with the oscillatory component
which, of course, includes the case when the mean part is precisely
zero.
This difficulty with analytical studies has meant that the stability
of purely oscillatory flows has relied on various numerical
methods. Until very recently such techniques have only ever predicted
that the flow is stable, even though experiments suggest that they do
become unstable at high enough speeds. In this talk I shall expand on
this discrepancy with emphasis on the particular case of the so-called
flat Stokes layer. This flow, which is generated in a deep layer of
incompressible fluid lying above a flat plate which is oscillated in
its own plane, represents one of the few exact solutions of the
Navier-Stokes equations. We show theoretically that the flow does
become unstable to waves which propagate relative to the basic motion
although the theory predicts that this occurs much later than has been
found in experiments. Reasons for this discrepancy are examined by
reference to calculations for oscillatory flows in pipes and
channels. Finally, we propose some new experiments that might reduce
this disagreement between the theoretical predictions of instability
and practical realisations of breakdown in oscillatory flows.
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Inconsistent Mathematics 15:10 Fri 28 Apr 06 | G08, Mathematics Building, University of Adelaide | Prof. Chris Mortensen
Abstract...The Theory of Inconsistency arose historically from a
number of sources, such as the semantic paradoxes including The Liar
and the set-theoretic paradoxes including Russell's. But these sources
are rather too closely connected with Foundationalism: the view that
mathematics has a foundation such as logic or set theory or category
theory etc. It soon became apparent that inconsistent mathematical
structures are of interest in their own right and do not depend on the
existence of foundations. This paper will survey some of the results
in inconsistent mathematics and discuss the bearing on various
philosophical positions including Platonism, Logicism, Hilbert's
Formalism, and Brouwer's Intuitionism.
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Mathematics of underground mining. 15:10 Fri 12 May 06 | G08, Mathematics Building, University of Adelaide | Prof. Hyam Rubinstein
Abstract...Underground mining infrastructure involves an
interesting range of optimisation problems with geometric
constraints. In particular, ramps, drives and tunnels have gradient
within a certain prescribed range and turning circles (curvature) are
also bounded. Finally obstacles have to be avoided, such as faults,
ore bodies themselves and old workings. A group of mathematicians and
engineers at Uni of Melb and Uni of SA have been working on this
problem for a number of years. I will summarise what we have found and
the challenges of working in the mining industry.
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Maths and Movie Making 15:10 Fri 13 Oct 06 | G08, Mathematics Building, University of Adelaide | Dr Michael Anderson
Abstract...Mathematics underlies many of the techniques used in
modern movie making. This talk will sketch out the movie visual
effects pipeline, discussing how mathematics is used in the various
stages and detailing some of the mathematical areas that are still
being actively researched.
The talk will finish with an overview of the type of work the speaker
is involved in, the steps that led him there and the opportunities for
mathematicians in this new and exciting area.
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The Linear Algebra of Internet Search Engines 15:10 Fri 5 Oct 07 | G04, Napier Building, University of Adelaide | Dr Lesley Ward | School of Mathematics and Statistics, University of South Australia
Abstract...We often want to search the web for information on a given topic. Early web-search algorithms worked by counting up the number of times the words in a query topic appeared on each webpage. If the topic words appeared often on a given page, that page was ranked highly as a source of information on that topic.
More recent algorithms rely on Link Analysis. People make judgments about how useful a given page is for a given topic, and they express these judgments through the hyperlinks they choose to put on their own webpages. Link-analysis algorithms aim to mine the collective wisdom encoded in the resulting network of links.
I will discuss the linear algebra that forms the common underpinning of three link-analysis algorithms for web search. I will also present some work on refining one such algorithm, Kleinberg's HITS algorithm.
This is joint work with Joel Miller, Greg Rae, Fred Schaefer, Ayman Farahat, Tom LoFaro, Tracy Powell, Estelle Basor, and Kent Morrison. It originated in a Mathematics Clinic project at Harvey Mudd College.
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Groundwater: using mathematics to solve our water crisis 13:10 Wed 9 Apr 08 | Napier 210 | Dr Michael Teubner
Abstract...'The driest state in the driest continent' is how South
Australia used to be described. And that was before the drought! Now
we have severe water restrictions, dead lawns, and dying gardens.
But this need not be the case. Mathematics to the rescue!
Groundwater exists below much of the Adelaide metro area. We can
store winter stormwater in the ground and use it when we need it in
summer. But we need mathematical models to understand where
groundwater exists, where we can inject stormwater and how much
can be stored, and where we can extract it: all through mathematical
models. Come along and see that we don't have a water problem, we
have a water management problem.
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The Mathematics of String Theory 15:10 Fri 2 May 08 | LG29, Napier Building, University of Adelaide | Prof. Peter Bouwknegt | Department of Mathematics, ANU
Abstract...String Theory has had, and continues to have, a profound impact on
many areas of mathematics and vice versa. In this talk I want to
address some relatively recent developments. In particular I will
argue, following Witten and others, that D-brane charges take values
in the K-theory of spacetime, rather than in integral cohomology as
one might have expected. I will also explore the mathematical
consequences of a particular symmetry, called T-duality, in this context.
I will give an intuitive introduction into D-branes and K-theory.
No prior knowledge about either String Theory, D-branes or K-theory
is required.
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The limits of proof 13:10 Wed 21 May 08 | Napier 210 | A/Prof Finnur Larusson
Abstract...The job of the mathematician is to discover new
truths about mathematical objects and their relationships.
Such truths are established by proving them. This raises a
fundamental question. Can every mathematical truth be
proved (by a sufficiently clever being) or are there truths
that will forever lie beyond the reach of proof?
Mathematics can be turned on itself to investigate this
question. In this talk, we will see that under certain
assumptions about proofs, there are truths that cannot be
proved. You must decide for yourself whether you think
these assumptions are valid!
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Puzzle-based learning: Introduction to mathematics 15:10 Fri 23 May 08 | LG29, Napier Building, University of Adelaide | Prof. Zbigniew Michalewicz | School of Computer Science, University of Adelaide
Abstract...The talk addresses a gap in the educational curriculum for 1st year students by proposing a new course that aims at getting students to think about how to frame and solve unstructured problems. The idea is to increase the student's mathematical awareness and problem-solving skills by discussing a variety of puzzles. The talk makes an argument that this approach - called Puzzle-Based Learning - is very beneficial for introducing mathematics, critical thinking, and problem-solving skills.
The new course has been approved by the University of Adelaide for Faculty of Engineering, Computer Science, and Mathematics. Many other universities are in the process of introducing such a course. The course will be offered in two versions: (a) full-semester course and (b) a unit within general course (e.g. Introduction to Engineering). All teaching materials (power point slides, assignments, etc.) are being prepared. The new textbook (Puzzle-Based Learning: Introduction to Critical Thinking, Mathematics, and Problem Solving) will be available from June 2008. The talk provides additional information on this development.
For further information see http://www.PuzzleBasedlearning.edu.au/
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Understanding hypersurfaces through tropical geometry 12:10 Fri 25 Sep 09 | Napier 102 | Dr Mohammed Abouzaid | Massachusetts Institute of Technology
Abstract...Given a polynomial in two or more variables, one may study the
zero locus from the point of view of different mathematical subjects
(number theory, algebraic geometry, ...). I will explain how tropical
geometry allows to encode all topological aspects by elementary
combinatorial objects called "tropical varieties."
Mohammed Abouzaid received a B.S. in 2002 from the University of Richmond, and a Ph.D. in 2007 from the University of Chicago under the supervision of Paul Seidel. He is interested in symplectic topology and its interactions with algebraic geometry and differential topology, in particular the homological mirror symmetry conjecture. Since 2007 he has been a postdoctoral fellow at MIT, and a Clay Mathematics Institute Research Fellow.
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Stable commutator length 13:40 Fri 25 Sep 09 | Napier 102 | Professor Danny Calegari | California Institute of Technology
Abstract...Stable commutator length answers the question: "what is the simplest
surface in a given space with prescribed boundary?" where "simplest"
is interpreted in topological terms. This topological definition is
complemented by several equivalent definitions - in group theory, as a
measure of non-commutativity of a group; and in linear programming, as
the solution of a certain linear optimization problem. On the
topological side, scl is concerned with questions such as computing
the genus of a knot, or finding the simplest 4-manifold that bounds a
given 3-manifold. On the linear programming side, scl is measured in
terms of certain functions called quasimorphisms, which arise from
hyperbolic geometry (negative curvature) and symplectic geometry
(causal structures). In these talks we will discuss how scl in free
and surface groups is connected to such diverse phenomena as the
existence of closed surface subgroups in graphs of groups, rigidity
and discreteness of symplectic representations, bounding immersed
curves on a surface by immersed subsurfaces, and the theory of multi-
dimensional continued fractions and Klein polyhedra.
Danny Calegari is the Richard Merkin Professor of Mathematics at the California Institute of Technology, and is one of the recipients of the 2009 Clay Research Award for his work in geometric topology and geometric group theory. He received a B.A. in 1994 from the University of Melbourne, and a Ph.D. in 2000 from the University of California, Berkeley under the joint supervision of Andrew Casson and William Thurston. From 2000 to 2002 he was Benjamin Peirce Assistant Professor at Harvard University, after which he joined the Caltech faculty; he became Richard Merkin Professor in 2007.
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ANZIAM Conference 00:00 Sun 31 Jan 10 | Queenstown, New Zealand
Abstract...ANZIAM is a division of the Australian Mathematical Society. It is the professional association for industrial and applied mathematics in Australia and New Zealand. The annual conference of ANZIAM is an established gathering of applied mathematicians, scientists and engineers. In 2010 the venue is Rydges Hotel, Queenstown, New Zealand.
Media for this event...
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News matching "Mathematics of Risk"
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Usenet Conference Associate Professor Matt Roughan (Applied Mathematics) has been invited to Co-Chair the Association for Computing Machinery Usenet Internet Measurement Conference. Posted Mon 15 Jan 07.
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Dr Yvonne Stokes wins Michell Medal Dr Yvonne Stokes (Applied Mathematics) was awarded the 2007 J.H. Michell Medal of ANZIAM. The award is made annually to an outstanding new researcher, one who is in the first ten years of their research career. Read Yvonne's citation here. Posted Mon 5 Mar 07.
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ARC success The School of Mathematical Sciences was again very successful in attracting Australian Research Council funding for 2008. Recipients of ARC Discovery Projects are (with staff from the School highlighted):
Prof NG Bean; Prof PG Howlett; Prof CE Pearce; Prof SC Beecham; Dr AV Metcalfe; Dr JW Boland:
WaterLog - A mathematical model to implement recommendations of The Wentworth Group.
2008-2010: $645,000
Prof RJ Elliott:
Dynamic risk measures.
(Australian Professorial Fellowship)
2008-2012: $897,000
Dr MD Finn:
Topological Optimisation of Fluid Mixing.
2008-2010: $249,000
Prof PG Bouwknegt; Prof M Varghese; A/Prof S Wu:
Dualities in String Theory and Conformal Field Theory in the context of the Geometric Langlands Program.
2008-2010: $240,000
The latter grant is held through the ANU Posted Wed 26 Sep 07.
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Mathematics Building to be demolished The existing mathematics building will be demolished to make way for a new 8-storey, 6-star building. The new building, which is expected to be completed for the start of semester 1, 2010, will house the Schools of Electrical and Electronic Engineering, Computer Science and Mathematical Sciences. The demolition will begin on 10th December 2007. See the Building Life Impact web-site for more details. Posted Mon 12 Nov 07.
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School to move to new accommodation In anticipation of the demolition of the existing Mathematics building, the School of Mathematical Sciences will be moving to new temporary accommodation. As from 10th December 2007 we can be found on level 3 (School Office) and 4 of 10 Pulteney Street. Posted Mon 10 Dec 07.
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Potts Medal Winner Professor Charles Pearce, the Elder Profesor of Mathematics, was awarded the Ren Potts Medal by the Australian Society for Operations
Research at its annual meeting in December. This is a national award for outstanding
contributions to Operations Research in Australia.
Posted Tue 22 Jan 08.
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University Implementation Grant for Learning and Teaching Enhancements Congratulations to Dr Adrian Koerber and Dr Paul McCann who have been successful in securing $40,000 funding from
the University Implementation Grant for Learning and Teaching Enhancements. Their proposal "An enhanced implementation of Maple T.A.
in mathematics service courses" will expand the use of Maple TA, and online assessment, further into the School large second year
service courses. Posted Fri 18 Apr 08.
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Open Day Innovation Fund Success Congratulations to Associate Professor Matt Roughan, Mr David Butler and Mr Jono Tuke who have been awarded
$2000 from the Open Day Innovation Fund for their project "Tactile Mathematics". Posted Fri 18 Apr 08.
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Positions available in the School (5) The School is currently seeking a Professor of Statistics, an Associate Professor of Statistics, a Lecturer/Senior Lecturer in Applied Mathematics, a Lecturer in Applied Mathematics and a Lecturer in Pure Mathematics. See the University's jobs website for full details, including the selection criteria. Posted Fri 23 May 08.
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Teaching Fellow Position Visiting Teaching Fellow School of Mathematical Sciences (Ref: 3808)
We are seeking a Visiting Teaching Fellow (Associate Lecturer) who will be
responsible for developing better links between the University of Adelaide
and secondary schools and developing new approaches for first-year
undergraduate teaching. You will be required to conduct tutorials in first
year mathematics and statistics subjects for up to 16 hours per week, and
assist in subject assessment and curriculum development.
This position would suit an experienced mathematics teacher with strong
mathematical training and an interest and recent involvement in teaching
advanced mathematics units in years 11 and 12. Fixed-term position available
from 19 January 2009 to 31 December 2009. Salary: (Level A) $49,053 -
$66,567 per annum.Plus an employer superannuation contribution of 17%
applies. (Closing date 14/11/08.)
Please see the University web site for further details. Posted Wed 17 Sep 08.
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Positions available in the School (2) The School expects to advertise two tenurable ("tenure track") positions, one in Pure Mathematics and one in Applied Mathematics, in the coming month. Please check back regularly for further details. Posted Fri 6 Mar 09.
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Mini Winter School on Geometry and Physics The Institute for Geometry and its Applications will host a Winter School on Geometry and Physics on 20-22 July 2009. There will be three days of expository lectures aimed at 3rd year and honours students interested in postgraduate studies in pure mathematics or mathematical physics. Posted Wed 24 Jun 09.More information...
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Position available: Lecturer in Applied Mathematics The School is currently seeking to appoint a Lecturer in Applied Mathematics in the area of optimisation. See the University's jobs website for full details, including the selection criteria. Posted Wed 26 Aug 09.
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Position available: Professor of Pure Mathematics The School is currently seeking to appoint a Professor of Pure Mathematics. See the University's jobs website for full details, including the selection criteria. Posted Fri 18 Sep 09.More information...
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Sam Cohen wins prize for best student talk at Aust MS 2009 Congratulations to Mr Sam Cohen, a PhD student within the School, who was awarded the B. H. Neumann Prize for the best student paper at the 2009 meeting of the Australian Mathematical Society for his talk on
Dynamic Risk Measures and Nonlinear Expectations with Markov Chain noise. Posted Tue 6 Oct 09.
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ARC Grant successes Congratulations to Tony Roberts, Charles Pearce, Robert Elliot, Andrew Metcalfe and all their collaborators on their success in the current round of ARC grants. The projects are "Development of innovative technologies for oil production based on the advanced theory of suspension flows in porous media" (Tony Roberts et al.), "Perturbation and approximation methods for linear operators with applications to train control, water resource management and evolution of physical systems" (Charles Pearce et al.),
"Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models" (Robert Elliott et al.) and "A new flood design methodology for a variable and changing climate" (Andrew Metcalfe et al.) Posted Mon 26 Oct 09.
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Publications matching "Mathematics of Risk"
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On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert; Siu, T, Annals of Operations Research 1 (1–21) 2009 |
Portfolio risk minimization and differential games
Elliott, Robert; Siu, T, Nonlinear Analysis-Theory Methods & Applications In Press (–) 2009 |
Risk-hedging in real estate markets
Cadenillas, A; Elliott, Robert; Miao, H; Wu, Z, Asia-Pacific Financial Markets In Press (1–21) 2009 |
The decay of suddenly blocked flow in a curved pipe
Clarke, Robert; Denier, James, Journal of Engineering Mathematics 63 (241–257) 2009 |
Unsteady response of non-Newtonian blood flow through a stenosed artery in magnetic field
Ikbal, M; Chakravarty, S; Wong, Kelvin; Mazumdar, Jagan; Mandal, P, Journal of Computational and Applied Mathematics 230 (243–259) 2009 |
Elementary Calculus of Financial Mathematics
Roberts, Anthony John, (Society for Industrial and Applied Mathematics) 2009 |
A markovian regime-switching stochastic differential game for portfolio risk minimization
Elliott, Robert; Siu, T, 2008 American Control Conference, Washington 11/06/08 |
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert; Siu, T; Chan, L, Annals of Finance 4 (55–74) 2008 |
A self tuning model for risk estimation
Elliott, Robert; Filinkov, Alexei, Expert Systems with Applications 34 (1692–1697) 2008 |
Assessing the potential usefulness of IGF-related peptides and adiponectin for predicting disease risk
Belobrajdic, Damien; Priebe, I; Forbes, Briony; Flyvbjerg, A; Chen, J; Cosgrove, L; Frystyk, J; Saunders, Ian, Growth Hormone & IGF Research 18 (198–204) 2008 |
Holomorphic classification of four-dimensional surfaces in C3
Beloshapka, V; Ezhov, Vladimir; Schmalz, G, Izvestiya Mathematics 72 (413–427) 2008 |
Influence of rapid changes in a channel bottom on free-surface flows
Binder, Benjamin; Dias, F; Vanden-Broeck, J, IMA Journal of Applied Mathematics 73 (254–273) 2008 |
Some U-Statistics in goodness-of-fit tests derived from characterizations via record values
Morris, Kerwin; Szynal, D, International Journal of Pure and Applied Mathematics 46 (507–582) 2008 |
Stochastic dynamic programming (SDP) with a conditional value-at-risk (CVaR) criterion for management of storm-water
Piantadosi, J; Metcalfe, Andrew; Howlett, P, Journal of Hydrology 348 (320–329) 2008 |
Stochastic linear programming and conditional value-at-risk for water resources management
Webby, Roger; Boland, J; Howlett, P; Metcalfe, Andrew, The ANZIAM Journal - On-line full-text 48 (885–898) 2008 |
Synchronization of neural networks based on parameter identification and via output or state coupling
Lou, X; Cui, B, Journal of Computational and Applied Mathematics 222 (440–457) 2008 |
The importance of calculating absolute rather than relative fracture risk (vol 41, pg 937, 2007)
Tucker, G; Metcalfe, Andrew; Pearce, Charles; Need, Allan; Dick, I; Prince, R; Nordin, Borje, Bone 42 (1241–1241) 2008 |
The mathematical modelling of rotating capillary tubes for holey-fibre manufacture
Voyce, Christopher; Fitt, A; Monro, Tanya, Journal of Engineering Mathematics 60 (69–87) 2008 |
Using distortions of copulas to price synthetic CDOs
Crane, Glenis Jayne; Van Der Hoek, John, Insurance Mathematics & Economics 42 (903–908) 2008 |
Thomas P. Branson (1953?2006) - Professor of Mathematics, University of Iowa
Chang, A; Eastwood, Michael; Gover, R; Jorgensen, P; Olafsson, G; Oersted, B; Yang, P; Peterson, L; Svidersky, O; Ugalde, W; Hong, P, Acta Applicandae Mathematicae 102 (127–129) 2008 |
Aspects of Dirac operators in analysis
Eastwood, Michael; Ryan, J, Milan Journal of Mathematics 75 (91–116) 2007 |
Computation of extensional fall of slender viscous drops by a one-dimensional eulerian method
Hajek, Bronwyn; Stokes, Yvonne; Tuck, Ernest, Siam Journal on Applied Mathematics 67 (1166–1182) 2007 |
Goodness-of-fit tests based on characterizations involving moments of order statistics
Morris, Kerwin; Szynal, D, International Journal of Pure and Applied Mathematics 38 (83–121) 2007 |
The Mekong-applications of value at risk (VAR) and conditional value at risk (CVAR) simulation to the benefits, costs and consequences of water resources development in a large river basin
Webby, Roger; Adamson, Peter; Boland, J; Howlett, P; Metcalfe, Andrew; Piantadosi, J, Ecological Modelling 201 (89–96) 2007 |
The difference between hazard and risk in the relation between bone density and fracture
Nordin, Borje; Baghurst, Peter; Metcalfe, Andrew, Calcified Tissue International 80 (349–352) 2007 |
The importance of calculating absolute rather than relative fracture risk
Tucker, Graeme; Metcalfe, Andrew; Pearce, Charles; Need, Allan; Dick, I; Prince, R; Nordin, Borje, Bone 41 (937–941) 2007 |
The twistor construction and Penrose transform in split signature
Eastwood, Michael, The Asian Journal of Mathematics 11 (103–111) 2007 |
A biography of J. N. Newman
Tuck, Ernest, Journal of Engineering Mathematics 58 (1–5) 2007 |
Cayley hypersurfaces
Eastwood, Michael; Ezhov, Vladimir, Steklov Institute of Mathematics. Proceedings 253 (221–224) 2006 |
Conditional value-at-risk for water management in Lake Burley Griffin
Webby, Roger; Boland, J; Howlett, P; Metcalfe, Andrew; Sritharan, T, The ANZIAM Journal 47 (C116–C136) 2006 |
Heat kernels and the range of the trace on completions of twisted group algebras
Varghese, Mathai, Contemporary Mathematics 398 (321–345) 2006 |
Kato's inequality and asymptotic spectral properties for discrete magnetic Laplacians
Dodziuk, Josef; Varghese, Mathai, Contemporary Mathematics 398 (69–82) 2006 |
Linear transformations on codes
Glynn, David; Gulliver, T; Gupta, M, Discrete Mathematics 306 (1871–1880) 2006 |
On a generalised Connes-Hochschild-Kostant-Rosenberg theorem
Varghese, Mathai; Stevenson, Daniel, Advances in Mathematics 200 (303–335) 2006 |
Prolongations of geometric overdetermined systems
Branson, T; Cap, A; Eastwood, Michael; Gover, A, International Journal of Mathematics 17 (641–664) 2006 |
Some Penrose transforms in complex differential geometry
Anco, S; Bland, J; Eastwood, Michael, Science in China Series A-Mathematics Physics Astronomy 49 (1599–1610) 2006 |
The instability of the flow in a suddenly blocked pipe
Jewell, Nathaniel; Denier, James, Quarterly Journal of Mechanics and Applied Mathematics 59 (651–673) 2006 |
Resolving the multitude of microscale interactions accurately models stochastic partial differential equations
Roberts, Anthony John, London Mathematical Society. Journal of Computation and Mathematics 9 (193–221) 2006 |
Class-D audio amplifiers with negative feedback
Cox, Stephen; Candy, B, Siam Journal on Applied Mathematics 66 (468–488) 2005 |
Examples of unbounded homogeneous domains in complex space
Eastwood, Michael; Isaev, A, Science in China Series A-Mathematics Physics Astronomy 48 (248–261) 2005 |
Generalized quadrangles and regularity
Brown, Matthew, Discrete Mathematics 294 (25–42) 2005 |
Goodness-of-fit tests via characterizations
Morris, Kerwin; Szynal, D, International Journal of Pure and Applied Mathematics 23 (491–555) 2005 |
Hamiltonian dynamics and morse topology of humanoid robots
Ivancevic, V; Pearce, Charles, Global Journal of Mathematics and Mathematical Sciences (GJMMS) 1 (9–19) 2005 |
Higher symmetries of the Laplacian
Eastwood, Michael, Annals of Mathematics 161 (1645–1665) 2005 |
L2 torsion without the determinant class condition and extended L2 cohomology
Braverman, M; Carey, Alan; Farber, M; Varghese, Mathai, Communications in Contemporary Mathematics 7 (421–462) 2005 |
On some polynomial-like inequalities of Brenner and Alzer
Pearce, Charles; Pecaric, Josip, Journal of Inequalities in Pure and Applied Mathematics 6 (WWW 1–WWW 5) 2005 |
Oriented site percolation, phase transitions and probability bounds
Pearce, Charles; Fletcher, F, Journal of Inequalities in Pure and Applied Mathematics 6 (WWW 1–WWW 15) 2005 |
Representations via overdetermined systems
Eastwood, Michael, Contemporary Mathematics 368 (201–210) 2005 |
Risk-sensitive filtering and smoothing for continuous-time Markov processes
Malcolm, William; Elliott, Robert; James, M, IEEE Transactions on Information Theory 51 (1731–1738) 2005 |
Self-similar "stagnation point" boundary layer flows with suction or injection
King, J; Cox, Stephen, Studies in Applied Mathematics 115 (73–107) 2005 |
Free surface flows past surfboards and sluice gates
Binder, Benjamin; Vanden-Broeck, J, European Journal of Applied Mathematics 16 (601–619) 2005 |
Preface to the Proceedings of the 7th Biennial Engineering Mathematics and Applications Conference, EMAC-2005
Stacey, A; Blyth, B; Shepherd, J; Roberts, Anthony John, The ANZIAM Journal 47 (–) 2005 |
Some Properties of the Capacity Value Function
Chiera, Belinda; Krzesinski, A; Taylor, Peter, Siam Journal on Applied Mathematics 65 (1407–1419) 2005 |
A deterministic discretisation-step upper bound for state estimation via Clark transformations
Malcolm, William; Elliott, Robert; Van Der Hoek, John, J.A.M.S.A. Journal of Applied Mathematics and Stochastic Analysis 2004 (371–384) 2004 |
A fundamental solution for linear second-order elliptic systems with variable coefficients
Clements, David, Journal of Engineering Mathematics 49 (209–216) 2004 |
Kirillov theory for a class of discrete nilpotent groups
Tandra, Haryono; Moran, W, Canadian Journal of Mathematics-Journal Canadien de Mathematiques 56 (883–896) 2004 |
Large-Reynolds-number asymptotics of the Berman problem
Cox, Stephen; King, J, Studies in Applied Mathematics 113 (217–243) 2004 |
Mixing measures for a two-dimensional chaotic Stokes flow
Finn, Matthew; Cox, Stephen; Byrne, H, Journal of Engineering Mathematics 48 (129–155) 2004 |
Moduli of isolated hypersurface singularities
Eastwood, Michael, The Asian Journal of Mathematics 8 (305–314) 2004 |
Monads and bundles on rational surfaces
Buchdahl, Nicholas, Rocky Mountain Journal of Mathematics 34 (513–540) 2004 |
Pricing claims on non tradable assets
Elliott, Robert; Van Der Hoek, John, Contemporary Mathematics 351 (103–114) 2004 |
Reactions to genetically modified food crops and how perception of risks and benefits influences consumers' information gathering
Wilson, Carlene; Evans, G; Leppard, Phillip; Syrette, J, Risk Analysis 24 (1311–1321) 2004 |
Mathematics of Financial Markets
Elliott, Robert; Kopp, P, (Springer) 2004 |
Arbitrage in a Discrete Version of the Wick-Fractional Black Scholes Model
Bender, C; Elliott, Robert, Mathematics of Operations Research 29 (935–945) 2004 |
Euler and his contribution to number theory
Glen, Amy; Scott, Paul, Australian Mathematics Teacher 1 (2–5) 2004 |
Two-zone model of shear dispersion in a channel using centre manifolds
Roberts, Anthony John; Strunin, D, Quarterly Journal of Mechanics and Applied Mathematics 57 (363–378) 2004 |
Stochastic modelling of tidal anomaly for estimation of flood risk in coastal areas
Ahmer, Ingrid; Lambert, Martin; Leonard, Michael; Metcalfe, Andrew, 28th International Hydrology and Water Resources Symposium, Wollongong, NSW, Australia 10/11/03 |
Approximating L2 invariants and the Atiyah conjecture
Dodziuk, Josef; Linnell, P; Varghese, Mathai; Schick, T; Yates, Stuart, Communications on Pure and Applied Mathematics 56 (839–873) 2003 |
Interpolations of Jensen's inequality
Dragomir, S; Pearce, Charles; Pecaric, Josip, Tamkang Journal of Mathematics 34 (175–187) 2003 |
On some spectral results relating to the relative values of means
Pearce, Charles, Journal of Inequalities in Pure and Applied Mathematics 4 (1–7) 2003 |
Radon and Fourier transforms for D-modules
D'Agnolo, A; Eastwood, Michael, Advances in Mathematics 180 (452–485) 2003 |
The geometric triangle for 3-dimensional Seiberg-Witten monopoles
Carey, Alan; Marcolli, M; Wang, Bai-Ling, Communications in Contemporary Mathematics 5 (197–250) 2003 |
The nonparallel evolution of nonlinear short waves in buoyant boundary layers
Denier, James; Bassom, A, Studies in Applied Mathematics 110 (139–156) 2003 |
A holistic finite difference approach models linear dynamics consistently
Roberts, Anthony John, Mathematics of Computation 72 (247–262) 2003 |
Modelling the dynamics of turbulent floods
Mei, Z; Roberts, Anthony John; Li, Z, Siam Journal on Applied Mathematics 63 (423–458) 2003 |
On a generalized form of risk measure
Elliott, Robert; Siu, T; Yang, H, Actuaries Australia 9 (587–623) 2003 |
Using the Hull and White two factor model in bank treasury risk management
Elliott, Robert; Van Der Hoek, John, chapter in Mathematical finance - Bachelier Congress 2000. Selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000 (Springer-Verlag) 269–280, 2002 |
A comparison of linear and nonlinear computations of waves made by slender submerged bodies
Tuck, Ernest; Scullen, David, Journal of Engineering Mathematics 42 (255–264) 2002 |
Inequalities for lattice constrained planar convex sets
Hillock, P; Scott, Paul, Journal of Inequalities in Pure and Applied Mathematics 3 (www 23:1–www 23:10) 2002 |
Ruled cubic surfaces in PG(4, q), Baer subplanes of PG(2, q2) and Hermitian curves
Casse, Rey; Quinn, Catherine, Discrete Mathematics 248 (17–25) 2002 |
Supporting maintenance strategies using Markov models
Al-Hassan, K; Swailes, D; Chan, J; Metcalfe, Andrew, IMA Journal of Management Mathematics 13 (17–27) 2002 |
Towards the inverse of a word
Clarke, Robert, Discrete Mathematics 256 (595–607) 2002 |
Weak UCP and perturbed monopole equations
Booss-Bavnbek, B; Marcolli, M; Wang, Bai-Ling, International Journal of Mathematics 13 (987–1008) 2002 |
Reanalysis of Travelling Speed and the Risk of Crash Involvement in Adelaide South Australia
Kloeden, Craig; McLean, Alexander; Glonek, Garique, |
A class of non-expected utility risk measures and implications for asset allocations
Van Der Hoek, John; Sherris, M, Insurance Mathematics & Economics 28 (69–82) 2001 |
A classification of non-degenerate homogeneous equiaffine hypersurfaces in four complex dimensions
Eastwood, Michael; Ezhov, Vladimir, The Asian Journal of Mathematics 5 (721–740) 2001 |
On Boutroux's tritronque solutions of the first Painlev equation
Joshi, Nalini; Kitaev, Alexandre, Studies in Applied Mathematics 107 (253–291) 2001 |
On Euler trapezoid formulae
Dedic, L; Matic, M; Pecaric, Josip, Applied Mathematics and Computation 123 (37–62) 2001 |
Plya-type inequalities for arbitrary functions
Pearce, Charles; Pecaric, Josip; Varosanec, S, Houston Journal of Mathematics 27 (601–612) 2001 |
The Mx/G/1 queue with queue length dependent service times
Choi, B; Kim, Y; Shin, Y; Pearce, Charles, J.A.M.S.A. Journal of Applied Mathematics and Stochastic Analysis 14 (399–419) 2001 |
Twistor results for integral transforms
Bailey, T; Eastwood, Michael, Contemporary Mathematics 278 (77–86) 2001 |
A generalized trapezoid inequality for functions of bounded variation
Cerone, Pietro; Dragomir, S; Pearce, Charles, Turkish Journal of Mathematics 24 (147–163) 2000 |
Analytic continuation of vector bundles with Lp-curvature
Harris, A; Tonegawa, Y, International Journal of Mathematics 11 (29–40) 2000 |
Blowups and gauge fields
Buchdahl, Nicholas, Pacific Journal of Mathematics 196 (69–111) 2000 |
CVBEM for a class of linear crack problems
Ang, W; Clements, David; Dehghan, M, Mathematics and Mechanics of Solids 4 (369–391) 2000 |
Correspondences, von Neumann algebras and holomorphic L2 torsion
Carey, Alan; Farber, M; Varghese, Mathai, Canadian Journal of Mathematics-Journal Canadien de Mathematiques 52 (695–736) 2000 |
Deformations of carbon-fiber-reinforced yacht masts
Clements, David; Cooke, Tristrom, Journal of Engineering Mathematics 37 (11–25) 2000 |
Extensional fall of a very viscous fluid drop
Stokes, Yvonne; Tuck, Ernest; Schwartz, L, Quarterly Journal of Mechanics and Applied Mathematics 53 (565–582) 2000 |
Inequalities for convex sets
Scott, Paul; Awyong, P-W, Journal of Inequalities in Pure and Applied Mathematics 1 (1–6) 2000 |
Inequalities for differentiable mappings with application to special means and quadrature formulae
Pearce, Charles; Pecaric, Josip, Applied Mathematics Letters 13 (51–55) 2000 |
Multivariate Hardy-type inequalities
Hanjs, Z; Pearce, Charles; Pecaric, Josip, Tamkang Journal of Mathematics 31 (149–158) 2000 |
Nonexistence results for the Korteweg-de Vries and Kadomtsev-Petviashvili equations
Joshi, Nalini; Petersen, J; Schubert, Luke Mark, Studies in Applied Mathematics 105 (361–374) 2000 |
Notes on Seiberg-Witten-Floer theory
Carey, Alan; Wang, Bai-Ling, Contemporary Mathematics 258 (71–85) 2000 |
On unbounded p-summable Fredholm modules
Carey, Alan; Phillips, J; Sukochev, Fedor, Advances in Mathematics 151 (140–163) 2000 |
Reciprocal link for 2 + 1-dimensional extensions of shallow water equations
Hone, Andrew, Applied Mathematics Letters 13 (37–42) 2000 |
Refinements of Jensen's inequality
Brnetic, I; Pearce, Charles; Pecaric, Josip, Tamkang Journal of Mathematics 31 (63–69) 2000 |
Remarks on a variable-coefficient sine-gordon equation
Hone, Andrew, Applied Mathematics Letters 13 (83–84) 2000 |
The unified treatment of some inequalities of Ostrowski and Simpson types
Culjak, V; Pearce, Charles; Pecaric, Josip, Soochow Journal of Mathematics 26 (377–390) 2000 |
Weak and generalized solutions to abstract stochastic equations
Melnikova, I; Filinkov, Alexei, Doklady Mathematics 62 (373–377) 2000 |
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