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1. Common Fixed Points of Generalized Rational Type Cocyclic Mappings in Multiplicative Metric Spaces Abbas, M. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_0_j_idt606",{id:"formSmash:items:resultList:0:j_idt606",widgetVar:"widget_formSmash_items_resultList_0_j_idt606",onLabel:"Abbas, M. ",offLabel:"Abbas, M. ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_0_j_idt609",{id:"formSmash:items:resultList:0:j_idt609",widgetVar:"widget_formSmash_items_resultList_0_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); University Pretoria, South Africa.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:0:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); De La Sen, M.University of the Basque Country, Spain.Nazir, TalatMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:0:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Common Fixed Points of Generalized Rational Type Cocyclic Mappings in Multiplicative Metric Spaces2015In: Discrete dynamics in nature and society, ISSN 1026-0226, E-ISSN 1607-887X, Vol. 2015, article id 532725Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_0_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:0:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_0_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The aim of this paper is to present fixed point result of mappings satisfying a generalized rational contractive condition in the setup of multiplicative metric spaces. As an application, we obtain a common fixed point of a pair of weakly compatible mappings. Some common fixed point results of pair of rational contractive types mappings involved in cocyclic representation of a nonempty subset of a multiplicative metric space are also obtained. Some examples are presented to support the results proved herein. Our results generalize and extend various results in the existing literature.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:0:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 2. On Weakly Commuting Set-Valued Mappings on a Domain of Sets Endowed with Directed Graph Abbas, M. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_1_j_idt606",{id:"formSmash:items:resultList:1:j_idt606",widgetVar:"widget_formSmash_items_resultList_1_j_idt606",onLabel:"Abbas, M. ",offLabel:"Abbas, M. ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_1_j_idt609",{id:"formSmash:items:resultList:1:j_idt609",widgetVar:"widget_formSmash_items_resultList_1_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Ton Duc Thang University, Ho Chi Minh City, Viet Nam.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:1:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Nazir, TalatMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Popović, B.University of Kragujevac, Serbia.Radenović, S.University of Belgrade, Serbia.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:1:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); On Weakly Commuting Set-Valued Mappings on a Domain of Sets Endowed with Directed Graph2017In: Results in Mathematics, ISSN 1422-6383, Vol. 71, no 3-4, p. 1277-1295Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_1_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:1:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_1_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The aim of this paper is to present coincidence and common fixed point results of set-valued mappings satisfying certain generalized graphic F-contractive conditions on a family of sets endowed with a graph. It is worth mentioning that these results are obtained without appealing to any form of continuity of mappings involved herein. Some examples are presented to support the results proved in this paper. Our results unify, generalize and extend various comparable results in the existing literature. Â© 2016, Springer International Publishing.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:1:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 3. Common fixed points of set-valued F-contraction mappings on domain of sets endowed with directed graph Abbas, Mujahid PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_2_j_idt606",{id:"formSmash:items:resultList:2:j_idt606",widgetVar:"widget_formSmash_items_resultList_2_j_idt606",onLabel:"Abbas, Mujahid ",offLabel:"Abbas, Mujahid ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_2_j_idt609",{id:"formSmash:items:resultList:2:j_idt609",widgetVar:"widget_formSmash_items_resultList_2_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Ton Duc Thang Univ, Ho Chi Minh City, Vietnam..PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:2:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Nazir, TalatMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Lampert, Tatjana AleksicFac Sci, Dept Math, Radoja Domanovica 12, Kragujevac 34000, Serbia.Radenovic, StojanState Univ Novi Pazar, Serbia..PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:2:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Common fixed points of set-valued F-contraction mappings on domain of sets endowed with directed graph2017In: Computational and Applied Mathemathics, ISSN 0101-8205, Vol. 36, no 4, p. 1607-1622Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_2_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:2:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_2_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The aim of this paper is to present common fixed point results of set-valued graphic F-contraction mappings on a family of sets endowed with a graph. Some examples are presented to support the results proved herein. Our results unify, generalize and extend various results in the existing literature.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:2:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 4. A parabolic local problem with exponential decay of the resonance error for numerical homogenization Abdulle, Assyr PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_3_j_idt606",{id:"formSmash:items:resultList:3:j_idt606",widgetVar:"widget_formSmash_items_resultList_3_j_idt606",onLabel:"Abdulle, Assyr ",offLabel:"Abdulle, Assyr ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_3_j_idt609",{id:"formSmash:items:resultList:3:j_idt609",widgetVar:"widget_formSmash_items_resultList_3_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Institute of Mathematics, Ecole Polytechnique Federale de Lausanne, Switzerland.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:3:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Arjmand, DoghonayMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Paganoni, EdoardoInstitute of Mathematics, Ecole Polytechnique Federale de Lausanne, Switzerland.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:3:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); A parabolic local problem with exponential decay of the resonance error for numerical homogenization2021In: Mathematical Models and Methods in Applied Sciences, ISSN 0218-2025, Vol. 31, no 13, article id 2733-2772Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_3_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:3:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_3_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods are based on a micro-macro coupling, where the macromodel describes the coarse scale behaviour, and the micro model is solved only locally to upscale the effective quantities, which are missing in the macro model. The fact that the micro problems are solved over small domains within the entire macroscopic domain, implies imposing artificial boundary conditions on the boundary of the microscopic domains. A naive treatment of these artificial boundary conditions leads to a first order error in ε/δ, where ε < δ represents the characteristic length ofthe small scale oscillations and δ^d is the size of micro domain. This error dominates all other errors originating from the discretization of the macro and the micro problems, and its reduction is a main issue in today’s engineering multiscale computations. The objective of the present work is to analyse a parabolic approach, first announced in [A. Abdulle,D. Arjmand, E. Paganoni, C. R. Acad. Sci. Paris, Ser. I, 2019], for computing the homogenized coefficients with arbitrarily high convergence rates in ε/δ. The analysis covers the setting of periodic microstructure,and numerical simulations are provided to verify the theoretical findings for more general settings, e.g. non-periodic micro structures.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:3:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 5. Exponential decay of the resonance error in numerical homogenization via parabolic and elliptic cell problems Abdulle, Assyr PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_4_j_idt606",{id:"formSmash:items:resultList:4:j_idt606",widgetVar:"widget_formSmash_items_resultList_4_j_idt606",onLabel:"Abdulle, Assyr ",offLabel:"Abdulle, Assyr ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_4_j_idt609",{id:"formSmash:items:resultList:4:j_idt609",widgetVar:"widget_formSmash_items_resultList_4_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); École polytechnique fédérale de Lausanne, Switzerland.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:4:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Arjmand, DoghonayÉcole polytechnique fédérale de Lausanne, Switzerland.Paganoni, EdoardoÉcole polytechnique fédérale de Lausanne, Switzerland.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:4:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Exponential decay of the resonance error in numerical homogenization via parabolic and elliptic cell problems2019In: Comptes rendus. Mathematique, ISSN 1631-073X, E-ISSN 1778-3569, Vol. 357, no 6, p. 545-551Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_4_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:4:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_4_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); This paper presents two new approaches for finding the homogenized coefficients of multiscale elliptic PDEs. Standard approaches for computing the homogenized coefficients suffer from the so-called resonance error, originating from a mismatch between the true and the computational boundary conditions. Our new methods, based on solutions of parabolic and elliptic cell problems, result in an exponential decay of the resonance error.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:4:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 6. Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance Abdumuminov, Shuhrat PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_5_j_idt606",{id:"formSmash:items:resultList:5:j_idt606",widgetVar:"widget_formSmash_items_resultList_5_j_idt606",onLabel:"Abdumuminov, Shuhrat ",offLabel:"Abdumuminov, Shuhrat ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_5_j_idt609",{id:"formSmash:items:resultList:5:j_idt609",widgetVar:"widget_formSmash_items_resultList_5_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:5:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Esteky, David EmanuelMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:5:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance2016Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_5_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:5:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_5_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); This paper consolidates and compares the applicability and practicality of Black-Litterman model versus traditional Markowitz Mean-Variance model. Although well-known model such as Mean-Variance is academically sound and popular, it is rarely used among asset managers due to its deficiencies. To put the discussion into context we shed light on the improvement made by Fisher Black and Robert Litterman by putting the performance and practicality of both Black- Litterman and Markowitz Mean-Variance models into test. We will illustrate detailed mathematical derivations of how the models are constructed and bring clarity and profound understanding of the intuition behind the models. We generate two different portfolios, composing data from 10-Swedish equities over the course of 10-year period and respectively select 30-days Swedish Treasury Bill as a risk-free rate. The resulting portfolios orientate our discussion towards the better comparison of the performance and applicability of these two models and we will theoretically and geometrically illustrate the differences. Finally, based on extracted results of the performance of both models we demonstrate the superiority and practicality of Black-Litterman model, which in our particular case outperform traditional Mean- Variance model.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:5:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_5_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:5:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_5_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:5:j_idt869:0:fullText"});}); 7. Perturbed Markov Chains with Damping Component and Information Networks Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_6_j_idt606",{id:"formSmash:items:resultList:6:j_idt606",widgetVar:"widget_formSmash_items_resultList_6_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:6:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:6:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Perturbed Markov Chains with Damping Component and Information Networks2020Doctoral thesis, comprehensive summary (Other academic)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_6_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:6:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_6_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); This thesis brings together three thematic topics, PageRank of evolving tree graphs, stopping criteria for ranks and perturbed Markov chains with damping component. The commonality in these topics is their focus on ranking problems in information networks. In the fields of science and engineering, information networks are interesting from both practical and theoretical perspectives. The fascinating property of networks is their applicability in analysing broad spectrum of problems and well established mathematical objects. One of the most common algorithms in networks' analysis is PageRank. It was developed for web pages’ ranking and now serves as a tool for identifying important vertices as well as studying characteristics of real-world systems in several areas of applications. Despite numerous successes of the algorithm in real life, the analysis of information networks is still challenging. Specifically, when the system experiences changes in vertices /edges or it is not strongly connected or when a damping stochastic matrix and a damping factor are added to an information matrix. For these reasons, extending existing or developing methods to understand such complex networks is necessary.

Chapter 2 of this thesis focuses on information networks with no bidirectional interaction. They are commonly encountered in ecological systems, number theory and security systems. We consider certain specific changes in a network and describe how the corresponding information matrix can be updated as well as PageRank scores. Specifically, we consider the graph partitioned into levels of vertices and describe how PageRank is updated as the network evolves.

In Chapter 3, we review different stopping criteria used in solving a linear system of equations and investigate each stopping criterion against some classical iterative methods. Also, we explore whether clustering algorithms may be used as stopping criteria.

Chapter 4 focuses on perturbed Markov chains commonly used for the description of information networks. In such models, the transition matrix of an information Markov chain is usually regularised and approximated by a stochastic (Google type) matrix. Stationary distribution of the stochastic matrix is equivalent to PageRank, which is very important for ranking of vertices in information networks. Determining stationary probabilities and related characteristics of singularly perturbed Markov chains is complicated; leave alone the choice of regularisation parameter. We use the procedure of artificial regeneration for the perturbed Markov chain with the matrix of transition probabilities and coupling methods. We obtain ergodic theorems, in the form of asymptotic relations. We also derive explicit upper bounds for the rate of convergence in ergodic relations. Finally, we illustrate these results with numerical examples.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:6:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_6_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:6:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_6_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:6:j_idt869:0:fullText"});}); 8. A Variant of Updating Page Rank in Evolving Tree graphs Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_7_j_idt606",{id:"formSmash:items:resultList:7:j_idt606",widgetVar:"widget_formSmash_items_resultList_7_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_7_j_idt609",{id:"formSmash:items:resultList:7:j_idt609",widgetVar:"widget_formSmash_items_resultList_7_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:7:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Biganda, PitosMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Anguzu, CollinsDepartment of Mathematics, Makerere University, Kampala, Uganda.Mango, John MageroDepartment of Mathematics, Makerere University, Kampala, Uganda.Kakuba, GudwinDepartment of Mathematics, Makerere University, Kampala, Uganda.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:7:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); A Variant of Updating Page Rank in Evolving Tree graphs2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 31-49Conference paper (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_7_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:7:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_7_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PageRank update refers to the process of computing new PageRank values after change(s) (addition or removal of links/vertices) has occurred in real life networks. The purpose of the updating is to avoid recalculating the values from scratch. To efficiently carry out the update, we consider PageRank as the expected number of visits to target vertex if multiple random walks are performed, starting at each vertex once and weighing each of these walks by a weight value. Hence, it might be looked at as updating non-normalised PageRank. In the proposed approach, a scaled adjacency matrix is sequentially updated after every change and the levels of the vertices being updated as well. This enables sets of internal and sink vertices dependent on their roots or parents, thus vector-vector product can be performed sequentially since there are no infinite steps from one vertex to the other.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:7:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 9. A Variant of Updating PageRank in Evolving Tree Graphs Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_8_j_idt606",{id:"formSmash:items:resultList:8:j_idt606",widgetVar:"widget_formSmash_items_resultList_8_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_8_j_idt609",{id:"formSmash:items:resultList:8:j_idt609",widgetVar:"widget_formSmash_items_resultList_8_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:8:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Biganda, PitosMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Mango, John MageroDepartment of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.Kakuba, GodwinDepartment of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:8:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); A Variant of Updating PageRank in Evolving Tree Graphs2021In: Applied Modeling Techniques and Data Analysis 1: Computational Data Analysis Methods and Tools / [ed] Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas, John Wiley & Sons, Inc. Hoboken, NJ, USA , 2021, Vol. 7, p. 3-22Chapter in book (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_8_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:8:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_8_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); A PageRank update refers to the process of computing new PageRank valuesafter a change(s) (addition or removal of links/vertices) has occurred in real-lifenetworks. The purpose of updating is to avoid re-calculating the values from scratch.To efficiently carry out the update, we consider PageRank to be the expected numberof visits to a target vertex if multiple random walks are performed, starting at eachvertex once and weighing each of these walks by a weight value. Hence, it mightbe looked at as updating a non-normalized PageRank. We focus on networks of treegraphs and propose an approach to sequentially update a scaled adjacency matrix afterevery change, as well as the levels of the vertices. In this way, we can update thePageRank of affected vertices by their corresponding levels.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:8:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 10. PageRank in evolving tree graphs Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_9_j_idt606",{id:"formSmash:items:resultList:9:j_idt606",widgetVar:"widget_formSmash_items_resultList_9_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_9_j_idt609",{id:"formSmash:items:resultList:9:j_idt609",widgetVar:"widget_formSmash_items_resultList_9_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:9:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Biganda, PitosMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Mango, John MageroDepartment of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.Kakuba, GodwinDepartment of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:9:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PageRank in evolving tree graphs2018In: Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, Springer, 2018, Vol. 271, p. 375-390Chapter in book (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_9_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:9:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_9_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); In this article, we study how PageRank can be updated in an evolving tree graph. We are interested in finding how ranks of the graph can be updated simultaneously and effectively using previous ranks without resorting to iterative methods such as the Jacobi or Power method. We demonstrate and discuss how PageRank can be updated when a leaf is added to a tree, at least one leaf is added to a vertex with at least one outgoing edge, an edge added to vertices at the same level and forward edge is added in a tree graph. The results of this paper provide new insights and applications of standard partitioning of vertices of the graph into levels using breadth-first search algorithm. Then, one determines PageRanks as the expected numbers of random walk starting from any vertex in the graph. We noted that time complexity of the proposed method is linear, which is quite good. Also, it is important to point out that the types of vertex play essential role in updating of PageRank.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:9:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 11. Updating of PageRank in Evolving Tree graphs Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_10_j_idt606",{id:"formSmash:items:resultList:10:j_idt606",widgetVar:"widget_formSmash_items_resultList_10_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_10_j_idt609",{id:"formSmash:items:resultList:10:j_idt609",widgetVar:"widget_formSmash_items_resultList_10_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Makerere University, Kampala, Uganda.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:10:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Biganda, PitosMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Mango, John MageroMakerere University, Kampala, Uganda.Kakuba, GodwinMakerere University, Kampala, Uganda.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:10:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Updating of PageRank in Evolving Tree graphs2020In: Data Analysis and Applications 3: Computational, Classification, Financial, Statistical and Stochastic Methods / [ed] A. Makrides, A. Karagrigoriou, C.H. Skiadas, John Wiley & Sons, 2020, p. 35-51Chapter in book (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_10_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:10:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_10_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Summary Updating PageRank refers to a process of computing new PageRank values after changes have occurred in a graph. The main goal of the updating is to avoid recalculating the values from scratch. This chapter focuses on updating PageRank of an evolving tree graph when a vertex and an edge are added sequentially. It describes how to maintain level structures when a cycle is created and investigates the practical and theoretical efficiency to update PageRanks for an evolving graph with many cycles. The chapter discusses the convergence of the power method applied to stochastic complement of Google matrix when a feedback vertex set is used. It also demonstrates that the partition by feedback vertex set improves asymptotic convergence of power method in updating PageRank in a network with cyclic components.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:10:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 12. Evaluation of Stopping Criteria for Ranks in Solving Linear Systems Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_11_j_idt606",{id:"formSmash:items:resultList:11:j_idt606",widgetVar:"widget_formSmash_items_resultList_11_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_11_j_idt609",{id:"formSmash:items:resultList:11:j_idt609",widgetVar:"widget_formSmash_items_resultList_11_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:11:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Biganda, PitosMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:11:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Evaluation of Stopping Criteria for Ranks in Solving Linear Systems2019In: Data Analysis and Applications 1: Clustering and Regression, Modeling‐estimating, Forecasting and Data Mining, Volume 2 / [ed] Christos H. Skiadas, James R. Bozeman, John Wiley & Sons, 2019, Chapter 10, p. 137-152Chapter in book (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_11_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:11:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_11_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Bioinformatics, internet search engines (web pages) and social networks are some of the examples with large and high sparsity matrices. For some of these systems, only the actual ranks of the solution vector is interesting rather than the vector itself. In this case, it is desirable that the stopping criterion reflects the error in ranks rather than the residual vector that might have a lower convergence. This chapter evaluates stopping criteria on Jacobi, successive over relaxation (SOR) and power series iterative schemes. Numerical experiments were performed and results show that Kendall's correlation coefficient gives good stopping criterion of ranks for linear system of equations. The chapter focuses on the termination criterion as means of obtaining good ranks. It outlines some studies carried out on stopping criteria in solving the linear system.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:11:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 13. Nonlinearly Perturbed Markov Chains and Information Networks Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_12_j_idt606",{id:"formSmash:items:resultList:12:j_idt606",widgetVar:"widget_formSmash_items_resultList_12_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_12_j_idt609",{id:"formSmash:items:resultList:12:j_idt609",widgetVar:"widget_formSmash_items_resultList_12_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:12:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Biganda, PitosMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.Silvestrov, DmitriiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Mango, JohnDepartment of Mathematics, Makerere University, Kampala, Uganda.Kakuba, GudwinDepartment of Mathematics, Makerere University, Kampala, Uganda.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:12:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Nonlinearly Perturbed Markov Chains and Information Networks2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 51-79Conference paper (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_12_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:12:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_12_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a special damping matrix multiplied by a small damping (perturbation) parameter ε. In this paper, we present results of the detailed perturbation analysis of Markov chains with damping component and numerical experiments supporting and illustrating the results of this perturbation analysis.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:12:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 14. Chapter 2. Nonlinearly Perturbed Markov Chains and Information Networks Abola, Benard PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_13_j_idt606",{id:"formSmash:items:resultList:13:j_idt606",widgetVar:"widget_formSmash_items_resultList_13_j_idt606",onLabel:"Abola, Benard ",offLabel:"Abola, Benard ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_13_j_idt609",{id:"formSmash:items:resultList:13:j_idt609",widgetVar:"widget_formSmash_items_resultList_13_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:13:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Biganda, PitosMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Silvestrov, DmitriiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Mango, John MageroDepartment of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.Kakuba, GodwinDepartment of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:13:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Chapter 2. Nonlinearly Perturbed Markov Chains and Information Networks2021In: Applied Modeling Techniques and Data Analysis 1: Computational Data Analysis Methods and Tools / [ed] Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas, Hoboken, NJ: John Wiley & Sons, 2021, p. 23-55Chapter in book (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_13_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:13:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_13_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); This chapter is devoted to studies of perturbed Markov chains, commonly used for the description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularized by adding aspecial damping matrix, multiplied by a small damping (perturbation) parameter ε. In this chapter, we present the results of detailed perturbation analysis of Markov chains with damping component and numerical experiments supporting and illustrating the results of this perturbation analysis.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:13:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 15. Proceedings of the 3rd Baltic-Nordic Workshop “Algebra, Geometry, and Mathematical Physics” Abramov, V.et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_14_j_idt609",{id:"formSmash:items:resultList:14:j_idt609",widgetVar:"widget_formSmash_items_resultList_14_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:14:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Paal, E.Tallinn University of Technology.Silvestrov, Sergei D.Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Stolin, A.Chalmers University of Techology.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:14:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Proceedings of the 3rd Baltic-Nordic Workshop “Algebra, Geometry, and Mathematical Physics”2008Conference proceedings (editor) (Refereed)16. Preface [Special issue devoted to the 4th Baltic-Nordic Workshop “Algebra, Geometry and Mathematical Physics”] Abramov, Viktoret al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_15_j_idt609",{id:"formSmash:items:resultList:15:j_idt609",widgetVar:"widget_formSmash_items_resultList_15_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:15:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Paal, EugenSilvestrov, SergeiMälardalen University, School of Education, Culture and Communication.Stolin, AlexanderPrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:15:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Preface [Special issue devoted to the 4th Baltic-Nordic Workshop “Algebra, Geometry and Mathematical Physics”]2010In: Proceedings of the Estonian Academy of Sciences, ISSN 1736-6046, E-ISSN 1736-7530, Vol. 59, no 4Article in journal (Refereed)17. 3-Hom-Lie Algebras Based on σ-Derivation and Involution Abramov, Viktor PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_16_j_idt606",{id:"formSmash:items:resultList:16:j_idt606",widgetVar:"widget_formSmash_items_resultList_16_j_idt606",onLabel:"Abramov, Viktor ",offLabel:"Abramov, Viktor ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_16_j_idt609",{id:"formSmash:items:resultList:16:j_idt609",widgetVar:"widget_formSmash_items_resultList_16_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); University of Tartu, Estonia.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:16:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:16:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 3-Hom-Lie Algebras Based on σ-Derivation and Involution2020In: Advances in Applied Clifford Algebras, ISSN 0188-7009, E-ISSN 1661-4909, Vol. 30, no 3, article id 45Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_16_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:16:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_16_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); We show that, having a Hom-Lie algebra and an element of its dual vector space that satisfies certain conditions, one can construct a ternary totally skew-symmetric bracket and prove that this ternary bracket satisfies the Hom-Filippov-Jacobi identity, i.e. this ternary bracket determines the structure of 3-Hom-Lie algebra on the vector space of a Hom-Lie algebra. Then we apply this construction to two Hom-Lie algebras constructed on an associative, commutative algebra using σ-derivation and involution, and we obtain two 3-Hom-Lie algebras.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:16:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 18. Analyzing the "True" Delta, Gamma and Vega of European Swaptions in Black-76 and Bachelier Models Using Python Acheampong, Archibold Nana PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_17_j_idt606",{id:"formSmash:items:resultList:17:j_idt606",widgetVar:"widget_formSmash_items_resultList_17_j_idt606",onLabel:"Acheampong, Archibold Nana ",offLabel:"Acheampong, Archibold Nana ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:17:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:17:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Analyzing the "True" Delta, Gamma and Vega of European Swaptions in Black-76 and Bachelier Models Using Python2019Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_17_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:17:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_17_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Option pricing models such as the Black-76, Bachelier and Stochastic Alpha Beta Rho (SABR) models define delta, gamma and vega using the forward rate as the underlying instrument. In terms of options on swaps, this underlying instrument is the forward swap rate, which is the market fixed rate on the swap. This work employs the Black-76 and Bachelier models to determine delta, gamma and vega of a European swaption, but rather uses the swap value as the underlying instrument. We use data in our implementation and the work is done in the python programming language.

Our results yielded relatively higher absolute delta values than those implied by the conventional Black-76 and Bachelier models. This means that our method yields relatively higher sensitivity of the swaption value to small changes in underlying asset value. It also means higher trading volumes of the swap contract to hedge against small changes in the value of the underlying swap using our method. It was also observed from our gamma values that both our method and the conventional Black-76 and Bachelier models can provide better sensitivities, relative to each other, to big changes in the underlying swap value. This, however, depends on the choice of strike rate. Further, our work produced comparatively lower absolute vega values, hence, lower sensitivity to changing implied volatility. To be able to use volatility values in both the normal and log-normal sense, we converted from normal to log-normal volatilities. This was achieved numerically using the Newton Raphson method implemented in python.

Changes in swap value and volatility were mimicked using basis point additions and subtractions of certain parameter values, specifically, floating rates, forward rate and volatility values. Each basis point adjustment in the necessary parameter yielded a different delta, gamma or vega value. Since the swap value or volatility can change multiple times within a specific time period, it was observed that there can exist a series of delta, gamma and vega values within a specific period of time.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:17:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 19. Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility Acheampong, Isaac PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_18_j_idt606",{id:"formSmash:items:resultList:18:j_idt606",widgetVar:"widget_formSmash_items_resultList_18_j_idt606",onLabel:"Acheampong, Isaac ",offLabel:"Acheampong, Isaac ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, Department of Mathematics and Physics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:18:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:18:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility2006Independent thesis Basic level (professional degree), 10 points / 15 hpStudent thesisDownload full text (pdf)FULLTEXT01$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_18_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:18:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_18_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:18:j_idt869:0:fullText"});}); 20. MARGIN VALUATION ADJUSTMENT of an INTEREST RATE SWAP ADENIYA, Abdel Tariq PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_19_j_idt606",{id:"formSmash:items:resultList:19:j_idt606",widgetVar:"widget_formSmash_items_resultList_19_j_idt606",onLabel:"ADENIYA, Abdel Tariq ",offLabel:"ADENIYA, Abdel Tariq ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:19:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:19:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); MARGIN VALUATION ADJUSTMENT of an INTEREST RATE SWAP2019Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_19_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:19:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_19_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); After the last financial crisis, regulators started to strengthen the measures to reduce the risk on the financial market by requiring margin to be posted. In addition to the Variation Margin that reflects the daily change in market value of the contracts, Initial Margin has to be posted to compensate the fluctuation of the collateral value. The Margin Valuation Adjustment (MVA) represents the funding price of the initial margin that has to be calculated. The numerical calculation of the MVA is a real challenge as it requires to run a Monte Carlo simulation inside another Monte Carlo simulation. However, alternative formula could be used to approximate the result of the MVA. This thesis highlights the essential notion about the MVA and the available tools to calculate its value.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:19:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 21. Solving the Gleason Problem using Partition of Unity Adlerteg, Amalia PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_20_j_idt606",{id:"formSmash:items:resultList:20:j_idt606",widgetVar:"widget_formSmash_items_resultList_20_j_idt606",onLabel:"Adlerteg, Amalia ",offLabel:"Adlerteg, Amalia ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:20:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:20:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Solving the Gleason Problem using Partition of Unity2023Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_20_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:20:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_20_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The Gleason problem has been proven to be a complicated issue to tackle. In this thesiswe will conclude that a domain, Ω ⊂

**R**^{𝑛}, has Gleason 𝑅-property at any point 𝑝 ∈ Ω, where 𝑅(Ω) ⊂ 𝐶^{∞}(Ω) is the ring of functions that are real analytic in 𝑝. First, we investigate function spaces and give them fitting norms. Afterwards, we build a bump function that is then used to construct a smooth partition of unity on**R**^{𝑛}. Finally, we show that some of the functionspaces, introduced earlier, have the Gleason property. Ultimately, we use our smooth partition of unity in order to prove that the statement above holds for domains in**R**^{2}. Subsequently, with the same reasoning one can prove that the statement also holds for domains Ω ⊂**R**^{𝑛}.PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:20:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_20_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:20:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_20_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:20:j_idt869:0:fullText"});}); 22. Risk-Efficient Portfolios; Estimation Error In Essence Adobah-Otchey, Daniel PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_21_j_idt606",{id:"formSmash:items:resultList:21:j_idt606",widgetVar:"widget_formSmash_items_resultList_21_j_idt606",onLabel:"Adobah-Otchey, Daniel ",offLabel:"Adobah-Otchey, Daniel ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:21:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:21:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Risk-Efficient Portfolios; Estimation Error In Essence2016Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_21_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:21:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_21_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); This thesis primarily looks at estimation error problems and other related issues arising in connection with portfolio optimization. With some available assets, a portfolio program or optimizer seeks to distribute a fixed amount of capital among these available assets to optimize some cost function. In this regard, Markowitz portfolio selection basis defines the variance of the portfolio return to being that of the portfolio risk and tries to find an allocation that reduces or minimizes the risk subject to a target mean or expected return. Should the mean return vector and the covariance matrix of returns for the underlying assets be known, the Markowitz problem is said to have a closed-form solution.

In practice, however, an estimation is made from historical data for unknown expected returns and the covariance matrix of the returns, and this brings into the domain several problems such as estimation problems and renders the Markowitz theory impracticable in real-life portfolio applications. Estimators necessary to remedy these problems would be made bare to show how possible it is to tackle such issues.

In the concept demonstration sections, the analysis starts with the price data of 40 stocks and the S\&P index. The efficient frontier is introduced and used to show how the estimators take effect.

Finally, implementation is made possible using the R Programming Language to demonstrate the necessary concepts with the conclusion presented at the end.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:21:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_21_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:21:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_21_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:21:j_idt869:0:fullText"});}); 23. Lärares syn på lässvaga elever inom matematik Adolfsson, Catarina PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_22_j_idt606",{id:"formSmash:items:resultList:22:j_idt606",widgetVar:"widget_formSmash_items_resultList_22_j_idt606",onLabel:"Adolfsson, Catarina ",offLabel:"Adolfsson, Catarina ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, Department of Mathematics and Physics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:22:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:22:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Lärares syn på lässvaga elever inom matematik2008Independent thesis Basic level (degree of Bachelor), 10 points / 15 hpStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_22_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:22:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_22_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Syftet med detta arbete är att ta reda på hur lärarna upplever att lässvaga elever påverkas av sina lässvårigheter inom matematiken samt hur lärarna hanterar de problem som uppstår för att hjälpa eleven. Jag har valt den kvalitativa arbetsmetoden med semistrukturerade intervjufrågor. Resultatet visar att svag läsförmåga påverkar eleven inom matematiken men också inom andra ämnen. Inom matematiken påverkas eleven särskilt vid lästal samt vid problemlösning om eleven lämnas ensam med en text som den inte klarar av att läsa eller tyda. För att stödja eleven kan läraren eller någon annan läsa texten eller så arbetar eleverna i grupp där samarbetet mot resultatet är viktigast, inte att kunna läsa texten. Slutsatsen visar att eleven aldrig bör lämnas ensam med en text som den inte förstår, då eleven utestängs från den matematiska processen och det matematiska tänkandet.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:22:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)FULLTEXT01$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_22_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:22:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_22_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:22:j_idt869:0:fullText"});}); 24. A fast integral equation method for the two-dimensional Navier-Stokes equations af Klinteberg, Ludvig PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_23_j_idt606",{id:"formSmash:items:resultList:23:j_idt606",widgetVar:"widget_formSmash_items_resultList_23_j_idt606",onLabel:"af Klinteberg, Ludvig ",offLabel:"af Klinteberg, Ludvig ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_23_j_idt609",{id:"formSmash:items:resultList:23:j_idt609",widgetVar:"widget_formSmash_items_resultList_23_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Department of Mathematics, Simon Fraser University, Burnaby, BC, Canada.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:23:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Askham, TravisDepartment of Mathematical Sciences, New Jersey Institute of Technology, Newark, NJ, USA.Kropinski, Mary CatherineDepartment of Mathematics, Simon Fraser University, Burnaby, BC, Canada.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:23:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); A fast integral equation method for the two-dimensional Navier-Stokes equations2020In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 409, p. 109353-109353, article id 109353Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_23_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:23:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_23_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary conditions are handled naturally, and the ill-conditioning caused by high order terms in the PDE is preconditioned analytically. Despite these advantages, the adoption of integral equation methods has been slow due to a number of difficulties in their implementation. This work describes a complete integral equation-based flow solver that builds on recently developed methods for singular quadrature and the solution of PDEs on complex domains, in combination with several more well-established numerical methods. We apply this solver to flow problems on a number of geometries, both simple and challenging, studying its convergence properties and computational performance. This serves as a demonstration that it is now relatively straightforward to develop a robust, efficient, and flexible Navier-Stokes solver, using integral equation methods.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:23:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 25. Fast Ewald summation for free-space Stokes potentials af Klinteberg, Ludvig PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_24_j_idt606",{id:"formSmash:items:resultList:24:j_idt606",widgetVar:"widget_formSmash_items_resultList_24_j_idt606",onLabel:"af Klinteberg, Ludvig ",offLabel:"af Klinteberg, Ludvig ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_24_j_idt609",{id:"formSmash:items:resultList:24:j_idt609",widgetVar:"widget_formSmash_items_resultList_24_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. KTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:24:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Saffar Shamshirgar, DavoudKTH, Sweden.Tornberg, Anna-KarinKTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:24:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Fast Ewald summation for free-space Stokes potentials2017In: Research in the Mathematical Sciences, ISSN 2197-9847, Vol. 4, no 1Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_24_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:24:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_24_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); We present a spectrally accurate method for the rapid evaluation of free-space Stokes potentials, i.e., sums involving a large number of free space Green’s functions. We consider sums involving stokeslets, stresslets and rotlets that appear in boundary integral methods and potential methods for solving Stokes equations. The method combines the framework of the Spectral Ewald method for periodic problems (Lindbo and Tornberg in J Comput Phys 229(23):8994–9010, 2010. doi: 10.1016/j.jcp.2010.08.026 ), with a very recent approach to solving the free-space harmonic and biharmonic equations using fast Fourier transforms (FFTs) on a uniform grid (Vico et al. in J Comput Phys 323:191–203, 2016. doi: 10.1016/j.jcp.2016.07.028 ). Convolution with a truncated Gaussian function is used to place point sources on a grid. With precomputation of a scalar grid quantity that does not depend on these sources, the amount of oversampling of the grids with Gaussians can be kept at a factor of two, the minimum for aperiodic convolutions by FFTs. The resulting algorithm has a computational complexity of $$O(N \log N)$$ O ( N log N ) for problems with N sources and targets. Comparison is made with a fast multipole method to show that the performance of the new method is competitive.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:24:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 26. A fast integral equation method for solid particles in viscous flow using quadrature by expansion af Klinteberg, Ludvig PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_25_j_idt606",{id:"formSmash:items:resultList:25:j_idt606",widgetVar:"widget_formSmash_items_resultList_25_j_idt606",onLabel:"af Klinteberg, Ludvig ",offLabel:"af Klinteberg, Ludvig ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_25_j_idt609",{id:"formSmash:items:resultList:25:j_idt609",widgetVar:"widget_formSmash_items_resultList_25_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); KTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:25:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Tornberg, Anna-KarinKTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:25:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); A fast integral equation method for solid particles in viscous flow using quadrature by expansion2016In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 326, p. 420-445Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_25_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:25:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_25_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Boundary integral methods are advantageous when simulating viscous flow around rigid particles, due to the reduction in number of unknowns and straightforward handling of the geometry. In this work we present a fast and accurate framework for simulating spheroids in periodic Stokes flow, which is based on the completed double layer boundary integral formulation. The framework implements a new method known as quadrature by expansion (QBX), which uses surrogate local expansions of the layer potential to evaluate it to very high accuracy both on and off the particle surfaces. This quadrature method is accelerated through a newly developed precomputation scheme. The long range interactions are computed using the spectral Ewald (SE) fast summation method, which after integration with QBX allows the resulting system to be solved in M log M time, where M is the number of particles. This framework is suitable for simulations of large particle systems, and can be used for studying e.g. porous media models.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:25:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 27. Adaptive Quadrature by Expansion for Layer Potential Evaluation in Two Dimensions af Klinteberg, Ludvig PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_26_j_idt606",{id:"formSmash:items:resultList:26:j_idt606",widgetVar:"widget_formSmash_items_resultList_26_j_idt606",onLabel:"af Klinteberg, Ludvig ",offLabel:"af Klinteberg, Ludvig ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_26_j_idt609",{id:"formSmash:items:resultList:26:j_idt609",widgetVar:"widget_formSmash_items_resultList_26_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); KTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:26:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Tornberg, Anna-KarinKTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:26:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Adaptive Quadrature by Expansion for Layer Potential Evaluation in Two Dimensions2018In: SIAM Journal on Scientific Computing, ISSN 1064-8275, E-ISSN 1095-7197, Vol. 40, no 3, p. A1225-A1249Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_26_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:26:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_26_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); When solving partial differential equations using boundary integral equation methods, accurate evaluation of singular and nearly singular integrals in layer potentials is crucial. A recent scheme for this is quadrature by expansion (QBX), which solves the problem by locally approximating the potential using a local expansion centered at some distance from the source boundary. In this paper we introduce an extension of the QBX scheme in two dimensions (2D) denoted AQBX—adaptive quadrature by expansion—which combines QBX with an algorithm for automated selection of parameters, based on a target error tolerance. A key component in this algorithm is the ability to accurately estimate the numerical errors in the coefficients of the expansion. Combining previous results for flat panels with a procedure for taking the panel shape into account, we derive such error estimates for arbitrarily shaped boundaries in 2D that are discretized using panel-based Gauss–Legendre quadrature. Applying our scheme to numerical solutions of Dirichlet problems for the Laplace and Helmholtz equations, and also for solving these equations, we find that the scheme is able to satisfy a given target tolerance to within an order of magnitude, making it useful for practical applications. This represents a significant simplification over the original QBX algorithm, in which choosing a good set of parameters can be hard.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:26:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 28. Error estimation for quadrature by expansion in layer potential evaluation af Klinteberg, Ludvig PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_27_j_idt606",{id:"formSmash:items:resultList:27:j_idt606",widgetVar:"widget_formSmash_items_resultList_27_j_idt606",onLabel:"af Klinteberg, Ludvig ",offLabel:"af Klinteberg, Ludvig ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_27_j_idt609",{id:"formSmash:items:resultList:27:j_idt609",widgetVar:"widget_formSmash_items_resultList_27_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); KTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:27:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Tornberg, Anna-KarinKTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:27:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Error estimation for quadrature by expansion in layer potential evaluation2017In: Advances in Computational Mathematics, ISSN 1019-7168, E-ISSN 1572-9044, Vol. 43, no 1, p. 195-234Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_27_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:27:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_27_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); In boundary integral methods it is often necessary to evaluate layer potentials on or close to the boundary, where the underlying integral is difficult to evaluate numerically. Quadrature by expansion (QBX) is a new method for dealing with such integrals, and it is based on forming a local expansion of the layer potential close to the boundary. In doing so, one introduces a new quadrature error due to nearly singular integration in the evaluation of expansion coefficients. Using a method based on contour integration and calculus of residues, the quadrature error of nearly singular integrals can be accurately estimated. This makes it possible to derive accurate estimates for the quadrature errors related to QBX, when applied to layer potentials in two and three dimensions. As examples we derive estimates for the Laplace and Helmholtz single layer potentials. These results can be used for parameter selection in practical applications.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:27:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 29. Fast Ewald summation for Stokesian particle suspensions af Klinteberg, Ludvig PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_28_j_idt606",{id:"formSmash:items:resultList:28:j_idt606",widgetVar:"widget_formSmash_items_resultList_28_j_idt606",onLabel:"af Klinteberg, Ludvig ",offLabel:"af Klinteberg, Ludvig ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_28_j_idt609",{id:"formSmash:items:resultList:28:j_idt609",widgetVar:"widget_formSmash_items_resultList_28_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); KTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:28:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Tornberg, Anna-KarinKTH, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:28:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Fast Ewald summation for Stokesian particle suspensions2014In: International Journal for Numerical Methods in Fluids, ISSN 0271-2091, E-ISSN 1097-0363, Vol. 76, no 10, p. 669-698Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_28_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:28:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_28_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); We present a numerical method for suspensions of spheroids of arbitrary aspect ratio, which sediment under gravity. The method is based on a periodized boundary integral formulation using the Stokes double layer potential. The resulting discrete system is solved iteratively using generalized minimal residual accelerated by the spectral Ewald method, which reduces the computational complexity to

*O(N log N)*, where*N*is the number of points used to discretize the particle surfaces. We develop predictive error estimates, which can be used to optimize the choice of parameters in the Ewald summation. Numerical tests show that the method is well conditioned and provides good accuracy when validated against reference solutions.PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:28:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 30. Singular Control Optimal Stopping of Memory Mean-Field Processes Agram, Nacira PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_29_j_idt606",{id:"formSmash:items:resultList:29:j_idt606",widgetVar:"widget_formSmash_items_resultList_29_j_idt606",onLabel:"Agram, Nacira ",offLabel:"Agram, Nacira ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_29_j_idt609",{id:"formSmash:items:resultList:29:j_idt609",widgetVar:"widget_formSmash_items_resultList_29_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Univ Oslo, Dept Math, Oslo, Norway.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:29:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Bachouch, AchrefØksendal, BerntUniv Oslo, Dept Math, Oslo, Norway.Proske, FrankUniv Oslo, Dept Math, Oslo, Norway.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:29:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Singular Control Optimal Stopping of Memory Mean-Field Processes2019In: SIAM Journal on Mathematical Analysis, ISSN 0036-1410, Vol. 51, no 1, p. 450-568Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_29_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:29:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_29_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory; (ii) reflected advanced mean-field backward stochastic differential equations; and (iii) optimal stopping of mean-field stochastic differential equations. More specifically, we do the following: (1) We prove the existence and uniqueness of the solutions of some reflected advanced memory backward stochastic differential equations; (2) we give sufficient and necessary conditions for an optimal singular control of a memory mean-field stochastic differential equation (MMSDE) with partial information; and (3) we deduce a relation between the optimal singular control of an MMSDE and the optimal stopping of such processes.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:29:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 31. Problemlösning, kontext och kompetens Ahl, Linda PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_30_j_idt606",{id:"formSmash:items:resultList:30:j_idt606",widgetVar:"widget_formSmash_items_resultList_30_j_idt606",onLabel:"Ahl, Linda ",offLabel:"Ahl, Linda ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, Department of Mathematics and Physics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:30:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:30:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Problemlösning, kontext och kompetens2007Independent thesis Basic level (degree of Bachelor), 10 points / 15 hpStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_30_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:30:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_30_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Syftet med arbetet är att undersöka hur matematiklärarstudenter ska introducera problemlösning för sina elever och vad som påverkar studenternas tolkningar av problem. Jag har även undersökt vilka kompetenser studenterna anser att en matematiklärare behöver ha för att genomföra en framgångsrik undervisning i matematik genom problemlösning. I undersökningen diskuterar tre grupper med matematiklärarstudenter hur de ska introducera ett problem för eleverna och vilka komprtenser de anser att en matematiklärare behöver ha för att undervisa i matematik genom problemlösning. Resultaten visar att studenterna har olika strategier för att introducera problemlösning för eleverna och att studenternas tolkningar av problemet påverkar introduktionen. Studenterna gör olika tolkningar av problemet beroende av i vilken kontext de tolkar problemet. De har ingen enhetlig bild av vilka kompetenser som krävs av en matematiklärare, för att genomföra en undervisning som svarar mot skolverkets mål.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:30:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)FULLTEXT01$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_30_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:30:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_30_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:30:j_idt869:0:fullText"});}); 32. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model Ahy, Nathaniel PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_31_j_idt606",{id:"formSmash:items:resultList:31:j_idt606",widgetVar:"widget_formSmash_items_resultList_31_j_idt606",onLabel:"Ahy, Nathaniel ",offLabel:"Ahy, Nathaniel ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_31_j_idt609",{id:"formSmash:items:resultList:31:j_idt609",widgetVar:"widget_formSmash_items_resultList_31_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:31:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Sierra, MikaelMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:31:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model2018Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_31_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:31:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_31_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Due to recent research disproving old claims in ﬁnancial mathematics such as constant volatility in option prices, new approaches have been incurred to analyze the implied volatility, namely stochastic volatility models. The use of stochastic volatility in option pricing is a relatively new and unexplored ﬁeld of research with a lot of unknowns, where new answers are of great interest to anyone practicing valuation of derivative instruments such as options. With both single and two-factor stochastic volatility models containing various correlation structures with respect to the asset price and differing mean-reversions of variance the question arises as to how these values change their more observable counterpart: the implied volatility. Using the semi-analytical formula derived by Chiarella and Ziveyi, we compute European call option prices. Then, through the Black–Scholes formula, we solve for the implied volatility by applying the bisection method. The implied volatilities obtained are then approximated using various models of regression where the models’ coefﬁcients are determined through the Moore–Penrose pseudo-inverse to produce implied volatility surfaces for each selected pair of correlations and mean-reversion rates. Through these methods we discover that for different mean-reversions and correlations the overall implied volatility varies signiﬁcantly and the relationship between the strike price, time to maturity, implied volatility are transformed.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:31:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_31_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:31:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_31_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:31:j_idt869:0:fullText"});}); 33. Elever med matematikängslan Ajmaya, Vana PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_32_j_idt606",{id:"formSmash:items:resultList:32:j_idt606",widgetVar:"widget_formSmash_items_resultList_32_j_idt606",onLabel:"Ajmaya, Vana ",offLabel:"Ajmaya, Vana ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_32_j_idt609",{id:"formSmash:items:resultList:32:j_idt609",widgetVar:"widget_formSmash_items_resultList_32_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication. Kvinna.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:32:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Shabo, MarjanaMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:32:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Elever med matematikängslan: En kvalitativ studie om matematiklärares syn på matematikängslan samt hur de arbetar för att förebygga detta hos elever2019Independent thesis Advanced level (professional degree), 10 credits / 15 HE creditsStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_32_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:32:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_32_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); I denna studie undersöktes det hur matematiklärare i mellanstadiet uppfattar fenomenet matematikängslan samt vilka faktorer de anser påverkar elevers inställning kring matematik. Vidare syftade studien till att inhämta kunskaper om hur dessa lärare arbetar för att förebygga att matematikängslan uppstår bland elever. Precis som när elever kan känna sig ängsliga över andra saker, upplever elever med matematikängslan att de är spända och att de inte är kapabla till att genomföra olika matematiska moment (Dowker, 2016). Studien är baserad på den socialkognitiva teorin som är grundad av Albert Bandura (2012). Han menar att elevernas affektiva upplevelser och lärande uppstår när människor observerar och imiterar andra, samtidigt som de är uppmärksamma, använder sitt minne och har motivation (Bandura, 2012). För att svara på våra forskningsfrågor har vi haft semistrukturerade intervjuer med möjlighet för följdfrågor. Informanterna beskrev begreppet matematikängslan som en känsla där eleverna känner sig oroliga och frånvarande från lektionerna. Resultatet visar att de faktorer som påverkar elevers matematikängslan är individanpassning, inställning, erfarenhet, kön och ålder. Vidare beskrev informanterna att matematikängslan kan förebyggas genom att läraren bland annat skapar ett tryggt och lärorikt lärandeklimat samt har en positiv inställning till matematikämnet.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:32:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_32_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:32:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_32_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:32:j_idt869:0:fullText"});}); 34. Chromatic number and clique number of subgraphs of regular graph of matrix algebras Akbari, Saieed PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_33_j_idt606",{id:"formSmash:items:resultList:33:j_idt606",widgetVar:"widget_formSmash_items_resultList_33_j_idt606",onLabel:"Akbari, Saieed ",offLabel:"Akbari, Saieed ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_33_j_idt609",{id:"formSmash:items:resultList:33:j_idt609",widgetVar:"widget_formSmash_items_resultList_33_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Sharif Univ Technol, Dept Math Sci, Tehran, Iran.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:33:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Aryapoor, MasoodInst Res Fundamental Sci IPM, Sch Math, Tehran, Iran.Jamaali, M.Sharif Univ Technol, Dept Math Sci, Tehran, Iran.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:33:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Chromatic number and clique number of subgraphs of regular graph of matrix algebras2012In: Linear Algebra and its Applications, ISSN 0024-3795, E-ISSN 1873-1856, Vol. 436, no 7, p. 2419-2424Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_33_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:33:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_33_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Let R be a ring and X subset of R be a non-empty set. The regular graph of X, Gamma(X), is defined to be the graph with regular elements of X (non-zero divisors of X) as the set of vertices and two vertices are adjacent if their sum is a zero divisor. There is an interesting question posed in BCC22. For a field F, is the chromatic number of Gamma(GL(n)(F)) finite? In this paper, we show that if G is a soluble sub-group of GL(n)(F), then x (Gamma(G)) < infinity. Also, we show that for every field F, chi (Gamma(M-n(F))) = chi (Gamma(M-n(F(x)))), where x is an indeterminate. Finally, for every algebraically closed field F, we determine the maximum value of the clique number of Gamma(< A >), where < A > denotes the subgroup generated by A is an element of GL(n)(F). (C) 2011 Elsevier Inc. All rights reserved.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:33:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 35. Asymptotics of implied volatility in the Gatheral double stochastic volatility model Albuhayri, Mohammed PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_34_j_idt606",{id:"formSmash:items:resultList:34:j_idt606",widgetVar:"widget_formSmash_items_resultList_34_j_idt606",onLabel:"Albuhayri, Mohammed ",offLabel:"Albuhayri, Mohammed ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:34:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:34:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Asymptotics of implied volatility in the Gatheral double stochastic volatility model2022Doctoral thesis, comprehensive summary (Other academic)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_34_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:34:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_34_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); We consider a market model of financial engineering with three factors represented by three correlated Brownian motions. The volatility of the risky asset in this model is the sum of two stochastic volatilities. The dynamic of each volatility is governed by a mean-reverting process. The first stochastic volatility of mean-reversion process reverts to the second volatility at a fast rate, while the second volatility moves slowly to a constant level over time with the state of the economy.

The double mean-reverting model by Gatheral (2008) is motivated by empirical dynamics of the variance of the stock price. This model can be consistently calibrated to both the SPX options and the VIX options. However due to the lack of an explicit formula for both the European option price and the implied volatility, the calibration is usually done using time consuming methods like Monte Carlo simulation or the finite difference method.

To solve the above issue, we use the method of asymptotic expansion developed by Pagliarani and Pascucci (2017). In paper

**A**, we study the behaviour of the implied volatility with respect to the logarithmic strike price and maturity near expiry and at-the-money. We calculate explicitly the asymptotic expansions of implied volatility within a parabolic region up the second order. In paper**B**we improve the results obtain in paper A by calculating the asymptotic expansion of implied volatility under the Gatheral model up to order three. In paper**C**, we perform numerical studies on the asymptotic expansion up to the second order. The Monte-Carlo simulation is used as the benchmark value to check the accuracy of the expansions. We also proposed a partial calibration procedure using the expansions. The calibration procedure is implemented on real market data of daily implied volatility surfaces for an underlying market index and an underlying equity stock for periods both before and during the COVID-19 crisis. Finally, in paper**D**we check the performance of the third order expansion and compare it with the previous results.PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:34:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_34_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:34:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_34_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:34:j_idt869:0:fullText"});}); 36. An Improved Asymptotics of Implied Volatility in the Gatheral Model Albuhayri, Mohammed PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_35_j_idt606",{id:"formSmash:items:resultList:35:j_idt606",widgetVar:"widget_formSmash_items_resultList_35_j_idt606",onLabel:"Albuhayri, Mohammed ",offLabel:"Albuhayri, Mohammed ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_35_j_idt609",{id:"formSmash:items:resultList:35:j_idt609",widgetVar:"widget_formSmash_items_resultList_35_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:35:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Malyarenko, AnatoliyMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Ni, YingMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:35:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); An Improved Asymptotics of Implied Volatility in the Gatheral Model2022In:*Springer Proceedings in Mathematics and Statistics*, Springer Nature, 2022, Vol. 408, p. 3-13Conference paper (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_35_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:35:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_35_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); We study the double-mean-reverting model by Gatheral. Our previous results concerning the asymptotic expansion of the implied volatility of a European call option, are improved up to order 3, that is, the error of the approximation is ultimately smaller that the 1.5th power of time to maturity plus the cube of the absolute value of the difference between the logarithmic security price and the logarithmic strike price.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:35:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 37. Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model Albuhayri, Mohammed PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_36_j_idt606",{id:"formSmash:items:resultList:36:j_idt606",widgetVar:"widget_formSmash_items_resultList_36_j_idt606",onLabel:"Albuhayri, Mohammed ",offLabel:"Albuhayri, Mohammed ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_36_j_idt609",{id:"formSmash:items:resultList:36:j_idt609",widgetVar:"widget_formSmash_items_resultList_36_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:36:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Malyarenko, AnatoliyMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Ni, YingMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Tewolde, FinnanMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Zhang, JiahuiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:36:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 81-90Conference paper (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_36_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:36:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_36_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The double-mean-reverting model by Gatheral [1] is motivated by empirical dynamics of the variance of the stock price. No closed-form solution for European option exists in the above model. We study the behaviour of the implied volatility with respect to the logarithmic strike price and maturity near expiry and at-the- money. Using the method by Pagliarani and Pascucci [6], we calculate explicitly the first few terms of the asymptotic expansion of the implied volatility within a parabolic region.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:36:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 38. Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model Albuhayri, Mohammed PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_37_j_idt606",{id:"formSmash:items:resultList:37:j_idt606",widgetVar:"widget_formSmash_items_resultList_37_j_idt606",onLabel:"Albuhayri, Mohammed ",offLabel:"Albuhayri, Mohammed ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_37_j_idt609",{id:"formSmash:items:resultList:37:j_idt609",widgetVar:"widget_formSmash_items_resultList_37_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:37:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Malyarenko, AnatoliyMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Ni, YingMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Engström, ChristopherMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Tewolde, FinnanMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Zhang, JiahuiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:37:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model2021In: Applied Modeling Techniques and Data Analysis 2: Financial, Demographic, Stochastic and Statistical Models and Methods / [ed] Dimotikalis, Yannis, Karagrigoriou, Alex, Parpoula, Christina, Skiadas, Christos H., Hoboken, NJ, USA: John Wiley & Sons, 2021, p. 27-38Chapter in book (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_37_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:37:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_37_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The double-mean-reverting model by Gatheral is motivated by empirical dynamics of the variance of the stock price. No closed-form solution for European option exists in the above model. We study the behaviour of the implied volatility with respect to the logarithmic strike price and maturity near expiry and at-the-money. Using the method by Pagliarani and Pascucci, we calculate explicitly the first few terms of the asymptotic expansion of the implied volatility within a parabolic region.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:37:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 39. Numerical Studies of the Implied Volatility Expansions up to Third Order under the Gatheral Model Albuhayri, Mohammed PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_38_j_idt606",{id:"formSmash:items:resultList:38:j_idt606",widgetVar:"widget_formSmash_items_resultList_38_j_idt606",onLabel:"Albuhayri, Mohammed ",offLabel:"Albuhayri, Mohammed ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_38_j_idt609",{id:"formSmash:items:resultList:38:j_idt609",widgetVar:"widget_formSmash_items_resultList_38_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:38:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Dimitrov, MarkoMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Ni, YingMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Malyarenko, AnatoliyMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:38:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Numerical Studies of the Implied Volatility Expansions up to Third Order under the Gatheral Model2022Conference paper (Other academic)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_38_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:38:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_38_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The Gatheral double stochastic volatility model is a three-factor model with mean-reverting stochastic volatility that reverts to a stochastic long-run mean. Our previous paper investigated the performance of the first and second-order implied volatilities expansions under this model. Moreover, a simple partial calibration method has been proposed. This paper reviews and extends previous results to the third-order implied volatility expansions under the same model. Using Monte-Carlo simulation as the benchmark method, extensive numerical studies are conducted to investigate the accuracy and properties of the third-order expansion.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:38:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 40. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives Alcantara Martinez, Eduardo Alberto PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_39_j_idt606",{id:"formSmash:items:resultList:39:j_idt606",widgetVar:"widget_formSmash_items_resultList_39_j_idt606",onLabel:"Alcantara Martinez, Eduardo Alberto ",offLabel:"Alcantara Martinez, Eduardo Alberto ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:39:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:39:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_39_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:39:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_39_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. The theoretical background of the subject is presented, where its construction is discussed taking as a starting point the definition of Lévy processes. The implementation of an option valuation model using Fourier techniques and the calibration process of the model are described. The thesis analyzes the parameter stability of the model when it calibrates the volatility surface of a market index (EURO STOXX 50) during three time spans. The time spans consist of the periods from Dec 2016 to Dec 2017 (after the Brexit and the US presidential elections), from Nov 2019 to Nov 2020 (during the pandemic caused by COVID-19) and a more recent time period, April 2023. The findings contribute to the understanding of the model itself and the behavior of the parameters under particular economic conditions.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:39:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_39_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:39:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_39_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:39:j_idt869:0:fullText"});}); 41. Laborativt material i matematikundervisningen - med fokus på geobrädet Aldin-Lundgren, Ida PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_40_j_idt606",{id:"formSmash:items:resultList:40:j_idt606",widgetVar:"widget_formSmash_items_resultList_40_j_idt606",onLabel:"Aldin-Lundgren, Ida ",offLabel:"Aldin-Lundgren, Ida ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, Department of Mathematics and Physics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:40:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:40:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Laborativt material i matematikundervisningen - med fokus på geobrädet2006Independent thesis Basic level (degree of Bachelor), 10 points / 15 hpStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_40_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:40:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_40_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); yftet med detta arbete var att undersöka hur geobrädet fungerar i praktiken. För att få en inblick i hur det kan vara att arbeta med geobrädet, valde jag att gå ut på min partnerskola i 2 och utföra en kvalitativ undersökning. Denna undersökning bestod i att hålla ett antal lektioner där geobrädet var i fokus. Jag har också utfört en litteraturstudie för att få bättre inblick i det laborativa materialets betydelse för elevers matematikutveckling. Resultatet av min undersökning visade att eleverna blev mycket engagerade och aktiva och att de tyckte att arbetet med geobrädet var roligt och spännande. Jag som blivande lärare lärde mig också mycket om hur jag kan använda geobrädet i mitt kommande yrke och vad som är bra att tänka på när man arbetar med detta laborativa material. De slutsatser som jag kan dra efter att ha utfört detta examensarbete är att elever verkligen uppskattar att få laborera och prova saker på egen hand. Dessutom har jag som blivande pedagog blivit ännu mer övertygad om att det laborativa materialet har stor betydelse för elevernas matematiska utveckling.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:40:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 42. On (σ,τ)-Derivations of Group Algebra as Category Characters Alekseev, Aleksandr PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_41_j_idt606",{id:"formSmash:items:resultList:41:j_idt606",widgetVar:"widget_formSmash_items_resultList_41_j_idt606",onLabel:"Alekseev, Aleksandr ",offLabel:"Alekseev, Aleksandr ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_41_j_idt609",{id:"formSmash:items:resultList:41:j_idt609",widgetVar:"widget_formSmash_items_resultList_41_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Independent University of Moscow (IUM), Bolshoy Vlasyevskiy Pereulok 11, Moscow, 119002, Russian Federation.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:41:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Arutyunov, AndronickV. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, 65 Profsoyuznaya Street, Moscow, 117997, Russian Federation.Silvestrov, SergeiMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:41:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); On (σ,τ)-Derivations of Group Algebra as Category Characters2023In: Non-commutative and Non-associative Algebra and Analysis Structures: SPAS 2019, Västerås, Sweden, September 30 - October 2 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Springer , 2023, p. 81-99Conference paper (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_41_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:41:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_41_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); For the space of (σ,τ)-derivations of the group algebra C[G] of a discrete countable group G, the decomposition theorem for the space of (σ,τ)-derivations, generalising the corresponding theorem on ordinary derivations on group algebras, is established in an algebraic context using groupoids and characters. Several corollaries and examples describing when all (σ,τ)-derivations are inner are obtained. Considered in details are cases of (σ,τ)-nilpotent groups and (σ,τ)-FC groups.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:41:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 43. Density of disk algebra functions in de Branges–Rovnyak spaces Aleman, Alexandru PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_42_j_idt606",{id:"formSmash:items:resultList:42:j_idt606",widgetVar:"widget_formSmash_items_resultList_42_j_idt606",onLabel:"Aleman, Alexandru ",offLabel:"Aleman, Alexandru ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_42_j_idt609",{id:"formSmash:items:resultList:42:j_idt609",widgetVar:"widget_formSmash_items_resultList_42_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Centre for Mathematical Sciences, Lund University, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:42:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Malman, BartoszPrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:42:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Density of disk algebra functions in de Branges–Rovnyak spaces2017In: Comptes rendus. Mathematique, ISSN 1631-073X, E-ISSN 1778-3569, Vol. 355, no 8, p. 871-875Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_42_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:42:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_42_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); We prove that functions analytic in the unit disk and continuous up to the boundary are dense in the de Branges–Rovnyak spaces induced by the extreme points of the unit ball of . Together with previous theorems, it follows that this class of functions is dense in any de Branges–Rovnyak space.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:42:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 44. Hilbert spaces of analytic functions with a contractive backward shift Aleman, Alexandru PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_43_j_idt606",{id:"formSmash:items:resultList:43:j_idt606",widgetVar:"widget_formSmash_items_resultList_43_j_idt606",onLabel:"Aleman, Alexandru ",offLabel:"Aleman, Alexandru ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_43_j_idt609",{id:"formSmash:items:resultList:43:j_idt609",widgetVar:"widget_formSmash_items_resultList_43_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Centre for Mathematical Sciences, Lund University, Sweden.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:43:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Malman, BartoszPrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:43:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Hilbert spaces of analytic functions with a contractive backward shift2019In: Journal of Functional Analysis, ISSN 0022-1236, E-ISSN 1096-0783, Vol. 277, no 1, p. 157-199Article in journal (Refereed)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_43_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:43:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_43_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); We consider Hilbert spaces of analytic functions in the disk with a normalized reproducing kernel and such that the backward shift is a contraction on the space. We present a model for this operator and use it to prove the surprising result that functions which extend continuously to the closure of the disk are dense in the space. This has several applications, for example we can answer a question regarding reverse Carleson embeddings for these spaces. We also identify a large class of spaces which are similar to the de Branges–Rovnyak spaces and prove some results which are new even in the classical case.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:43:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); 45. Matematik i förskolan Alexandersson, Elin PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_44_j_idt606",{id:"formSmash:items:resultList:44:j_idt606",widgetVar:"widget_formSmash_items_resultList_44_j_idt606",onLabel:"Alexandersson, Elin ",offLabel:"Alexandersson, Elin ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_44_j_idt609",{id:"formSmash:items:resultList:44:j_idt609",widgetVar:"widget_formSmash_items_resultList_44_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:44:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Olsson, JohannaMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:44:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Matematik i förskolan: - ur förskollärares perspektiv2013Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_44_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:44:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_44_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Syftet med denna studie var att utforska förskollärares perspektiv på arbetet med matematiken i förskolan. Studien har utforskat hur förskollärare arbetar med matematik för att tillvarata, synliggöra och främja barns lärande och utveckling i förskolans verksamhet. Detta är en kvalitativ studie där sex stycken förskollärare intervjuats för att ta reda på deras perspektiv kring arbetet med att synliggöra och tillvarata matematik för att främja barnens lärande och utveckling. Resultatet visade att matematiken har en naturlig del i förskollärares vardagsarbete och att matematiska begrepp var en central del i barns lärande och utveckling i matematik. Att skapa möjligheter att uppleva matematik på ett positivt sätt har förskollärarna uttryckt som betydelsefullt. Förskollärarna i studien har beskrivit att barnen redan i förskolan kan ges förutsättning till ett lustfyllt lärande i matematik som grund för vidare lärande. Slutsatser som kan ställas utifrån denna studie är att en medvetenhet kring arbetet med matematik i förskolan är viktigt för att främja barns lärande och utveckling i matematik.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:44:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)matematik i förskolan$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_44_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:44:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_44_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:44:j_idt869:0:fullText"});}); 46. De fem förmågorna i matematikundervisningen Alexis, Yvonne PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_45_j_idt606",{id:"formSmash:items:resultList:45:j_idt606",widgetVar:"widget_formSmash_items_resultList_45_j_idt606",onLabel:"Alexis, Yvonne ",offLabel:"Alexis, Yvonne ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_45_j_idt609",{id:"formSmash:items:resultList:45:j_idt609",widgetVar:"widget_formSmash_items_resultList_45_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:45:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Akbari, SamiraMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:45:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); De fem förmågorna i matematikundervisningen: En kvalitativ studie om hur lärare i F-3 beskriver arbetet med de fem förmågorna i undervisningen2022Independent thesis Advanced level (professional degree), 10 credits / 15 HE creditsStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_45_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:45:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_45_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Syftet med denna studie är att undersöka hur lärare i F-3 beskriver utmaningar med att arbeta med de fem förmågorna i undervisningen. För att uppnå syftet har vi genomfört kvalitativa intervjuer för att samla in material med hjälp av sju stycken informanter. Resultatet visar att lärarna kontinuerligt använder sig av en varierad undervisning för att utveckla de fem förmågorna hos eleverna. Det uppkommer även en del utmaningar och möjligheter i arbete med förmågorna. Slutsatsen är att lärare tillämpar olika arbetsmetoder och material i undervisningen, men oavsett detta så finns det en del utmaningar och möjligheter.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:45:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_45_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:45:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_45_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:45:j_idt869:0:fullText"});}); 47. Matematikängslan ur grundskollärares perspektiv Al-Hadad, Rami PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_46_j_idt606",{id:"formSmash:items:resultList:46:j_idt606",widgetVar:"widget_formSmash_items_resultList_46_j_idt606",onLabel:"Al-Hadad, Rami ",offLabel:"Al-Hadad, Rami ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_46_j_idt609",{id:"formSmash:items:resultList:46:j_idt609",widgetVar:"widget_formSmash_items_resultList_46_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:46:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Raphael, RafiMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:46:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Matematikängslan ur grundskollärares perspektiv: Ett kvalitativ studie om hur lärare resonerar kring matematikängslan2021Independent thesis Advanced level (professional degree), 10 credits / 15 HE creditsStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_46_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:46:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_46_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); I skolvärlden är matematikängslan vanligt förekommande bland elever. Detta fenomen undersöktes utifrån matematiklärares synvinkel, med fokus på årskurs 4–6. Syftet med denna uppsats är att få ökad kunskap om hur matematiklärare i svenska grundskolor resonerar kring hur de arbetar med matematikängslan. Denna uppsats grundar sig i den socialkognitiva teorin. För att få forskningsfrågorna besvarade genomfördes kvalitativa strukturerade intervjuer. De sex lärarna som intervjuades, lyfte fram olika faktorer som kan leda till matematikängslan. Dessa faktorer är hemmet, undervisningen, omgivningen och elevens egna förmågor. Vidare belyser dessa lärare vikten av en varierad undervisning, hur det kan vara både förebyggande och ha en positiv effekt på elevernas matematiksyn.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:46:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_46_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:46:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_46_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:46:j_idt869:0:fullText"});}); 48. De fem förmågornas roll i matematikundervisningen Alibrahimi, Noor PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_47_j_idt606",{id:"formSmash:items:resultList:47:j_idt606",widgetVar:"widget_formSmash_items_resultList_47_j_idt606",onLabel:"Alibrahimi, Noor ",offLabel:"Alibrahimi, Noor ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_47_j_idt609",{id:"formSmash:items:resultList:47:j_idt609",widgetVar:"widget_formSmash_items_resultList_47_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:47:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Sjökvist, AmandaMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:47:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); De fem förmågornas roll i matematikundervisningen: - En kvalitativ intervjustudie med lärarperspektiv i grundskolan F-32020Independent thesis Advanced level (professional degree), 10 credits / 15 HE creditsStudent thesisAbstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_47_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:47:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_47_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The aim of this study is to describe how teachers in primary class up to grade 3 works with the five competencies that the curricula in mathematics are based on, to support pupils' learning. The study was conducted with individual qualitative semi-structured interviews with six primary school teachers. The collected data has been transcribed and sorted into five categories linked to the research questions. The data were then analyzed from the theoretical perspective of the study, which is the didactic contract and beliefs. The result shows that teachers have different views and show uncertainty about the five competencies in the mathematics curricula. Textbooks dominate teachers' planning and teaching in mathematics. Furthermore, it was found that the assessment is mostly summative, based on completed diagnoses where the teachers don’t always consider all five competencies. The conclusion of this study is that teachers have good knowledge and perceptions of what mathematics is and how students learn mathematics, but despite this, teachers find it difficult to convert it into mathematics education to support all pupils' learning.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:47:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_47_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:47:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_47_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:47:j_idt869:0:fullText"});}); 49. Läromedel i matematik Alkhouri Arslan, Randa PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_48_j_idt606",{id:"formSmash:items:resultList:48:j_idt606",widgetVar:"widget_formSmash_items_resultList_48_j_idt606",onLabel:"Alkhouri Arslan, Randa ",offLabel:"Alkhouri Arslan, Randa ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_48_j_idt609",{id:"formSmash:items:resultList:48:j_idt609",widgetVar:"widget_formSmash_items_resultList_48_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Mälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:48:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Lamartine Bulut, NatalieMälardalen University, School of Education, Culture and Communication.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:48:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Läromedel i matematik: En kvalitativ studie om lärare i årskurs F-3 kring möjligheten att välja och påverka valet av läromedel i matematikundervisningen2023Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesisAbstract [sv] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_48_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:48:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_48_j_idt644_0_j_idt645",onLabel:"Abstract [sv]",offLabel:"Abstract [sv]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Syftet med denna studie är att få en uppfattning om vilka faktorer som påverkar lärares val av olika läromedel i matematikundervisningen i årskurs F-3. En kvalitativ metod användes och semistrukturerade intervjuer genomfördes med åtta verksamma lärare som undervisar i matematik. Studiens resultat motiveras utifrån det teoretiska ramverket, den didaktiska triangeln. Resultatet visar att användningen av olika typer av läromedel i matematikundervisningen utgör en varierad undervisning och att lärares val av läromedel sker kollegialt. Studiens slutsats är att med hjälp av olika läromedel kan lärare anpassa matematikundervisningen efter elevers olika förutsättningar och behov, vilket är den viktigaste faktorn i deras val av läromedel.

PrimeFaces.cw("Panel","tryPanel",{id:"formSmash:items:resultList:48:j_idt644:0:abstractPanel",widgetVar:"tryPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Download full text (pdf)fulltext$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_items_resultList_48_j_idt869_0_j_idt872",{id:"formSmash:items:resultList:48:j_idt869:0:j_idt872",widgetVar:"widget_formSmash_items_resultList_48_j_idt869_0_j_idt872",showEffect:"fade",hideEffect:"fade",target:"formSmash:items:resultList:48:j_idt869:0:fullText"});}); 50. On the global solution of a fuzzy linear system Allahviranloo, Tofigh PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_49_j_idt606",{id:"formSmash:items:resultList:49:j_idt606",widgetVar:"widget_formSmash_items_resultList_49_j_idt606",onLabel:"Allahviranloo, Tofigh ",offLabel:"Allahviranloo, Tofigh ",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); et al. PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_49_j_idt609",{id:"formSmash:items:resultList:49:j_idt609",widgetVar:"widget_formSmash_items_resultList_49_j_idt609",onLabel:"et al.",offLabel:"et al.",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); Azad University, Teheran, Iran.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:49:orgPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); Arjan, SkukaIzmir University, Izmir, Turkey.Tahvili, SaharMälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.PrimeFaces.cw("Panel","testPanel",{id:"formSmash:items:resultList:49:etAlPanel",widgetVar:"testPanel",toggleable:true,toggleSpeed:500,collapsed:false,toggleOrientation:"vertical",closable:true,closeSpeed:500}); On the global solution of a fuzzy linear system2014In: Journal of Fuzzy Set Valued Analysis, ISSN 2193-4169, article id jfsva-00190Article in journal (Other academic)Abstract [en] PrimeFaces.cw("SelectBooleanButton","widget_formSmash_items_resultList_49_j_idt644_0_j_idt645",{id:"formSmash:items:resultList:49:j_idt644:0:j_idt645",widgetVar:"widget_formSmash_items_resultList_49_j_idt644_0_j_idt645",onLabel:"Abstract [en]",offLabel:"Abstract [en]",onIcon:"ui-icon-triangle-1-s",offIcon:"ui-icon-triangle-1-e"}); The global solution of a fuzzy linear system contains the crisp vector solution of a real linear system. So discussion about the global solution of a fuzzy linear system with a fuzzy number vector in the right hand side and crisp a coefficient matrix is considered. The advantage of the paper is developing a new algorithm to find the solution of such system by considering a global solution based upon the concept of a convex fuzzy numbers. At first the existence and uniqueness of the solution are introduced and then the related theorems and properties about the solution are proved in details. Finally the method is illustrated by solving some numerical examples.

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Citation styleapa ieee modern-language-association-8th-edition vancouver Other style $(function(){PrimeFaces.cw("SelectOneMenu","widget_formSmash_lower_j_idt944",{id:"formSmash:lower:j_idt944",widgetVar:"widget_formSmash_lower_j_idt944",behaviors:{change:function(ext) {PrimeFaces.ab({s:"formSmash:lower:j_idt944",e:"change",f:"formSmash",p:"formSmash:lower:j_idt944",u:"formSmash:lower:otherStyle"},ext);}}});});

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