Option prices provide a great deal of information regarding the market’s expectations of future asset price dynamics. But, the implied dynamics are under the risk-neutral measure rather than the physical measure under which the price of the underlying asset itself evolves. This article demonstrates new techniques for joint analysis of the physical and risk-neutral models using data from both th...

• We present an efficient reduced basis method for nonlinear and nonaffine steady state or transient PDEs. A new efficiently implementable error estimator based on residual hyper reductions drives a greedy algorithm. The is analyzed tested the viscous Burgers' equation reaction diffusion equations. approach can avoid online efficiency degradation induced by application of Empirical Interpolatio...

OF THE DISSERTATION Self-Organizing and Optimal Control for Nonlinear Systems by Wenjie Dong Doctor of Philosophy, Graduate Program in Electrical Engineering University of California, Riverside, June 2009 Professor Jay A. Farrell, Chairperson Vehicle formation control is one of important research topics in transportation. Control of uncertain nonlinear systems is one of fundamental problems in ...