Graduate School of Applied Mathematics

Item Usage Stats

Browse

Search within this community and its collections:

Collections in this community

Filters

Entity Type
Publication (749)
Thesis (458)
Project (91)
Researcher (42)
Open Course (1)

Has File(s)
No (702)
Yes (639)

Author
Weber, Gerhard Wilhelm (219)
Karasözen, Bülent (98)
Kestel, Sevtap Ayşe (93)
Uğur, Ömür (62)
Yayla, Oğuz (60)

Subject
Natural Sciences (94)
Engineering and Technology (59)
Cryptography. (55)
Applied Mathematics (41)
Management Science and Operations Research (37)

Date Issued
1991 - 1999 (10)
2000 - 2009 (177)
2010 - 2019 (644)
2020 - 2027 (510)

Item Type
Journal Article (501)
Master Thesis (312)
Conference Paper (178)
Ph.D. Thesis (146)
Project (70)

Recent Submissions

A new numerical scheme for stochastic control problems of jump-diffusion equations by means of Runge-Kutta method ALTINTAN, DERYA; Aydin, Elif; YILMAZ, FİKRİYE NURAY; Temoçin, Büşra Zeynep (2027-01-01) In this paper, a new numerical scheme for optimal control of jump-diffusion model is proposed by using stohastic Runge-Kutta (SRK) method. After discretizing the problem with the SRK method, optimality conditions are obtai...
On an open problem on permutation polynomials from self-reciprocal polynomials Grassl, Markus; Gülmez Temür, Burcu; Özbudak, Ferruh; Özkaya, Buket (2027-01-01) In this paper, we address two open problems posed by Martínez, Gupta and Quoos in [24] . We solve both problems completely and therefore generalize [28, Theorems 3.4 and 3.5] . We study polynomials of the form f(x)=x3g(xq−...
Generator matrices of quasi-cyclic codes Bayraktar, Gözde Cennet; Özbudak, Ferruh; Özkaya, Buket (2026-11-01) In this paper, we provide a complete solution to an open problem by applying the spectral method to the polynomial generator matrices of quasi-cyclic codes of arbitrary index, using the corresponding reduced Gröbner basis ...
Physics-Informed Neural Networks for Laplace and Steklov Eigenvalue Problems Zengin, Kerem; Türk, Önder; Department of Scientific Computing (2026-9-03) This thesis investigates Physics-Informed Neural Network (PINN) approximations of the Laplace and Steklov eigenvalue problems (EVPs). For the Laplace EVP, the principal formulation choices, which appear in various forms in...
Design and Analysis of Compact, Pairing-Free Distributed Verifiable Random Functions Özer, Arda Buğra; Yayla, Oğuz; Saygı, Zülfükar; Department of Cryptography (2026-7-31) Verifiable Random Functions (VRFs) are cryptographic primitives that generate unpredictable randomness together with a publicly verifiable proof of correct generation following the protocol, a critical requirement for dece...
On the Carlet’s Bivariate APN Construction and Representations of Dobbertin Power Functions Erleblebici, İlksen Acunalp; SINAK, AHMET; Yayla, Oğuz (2026-07-16) In this paper we present necessary and sufficient conditions on some families of bivariate and biprojective almost perfect nonlinear (APN) functions. In the first part, we follow the extended methods given by Calderini et ...
Monte Carlo Methods in Computational Finance: From Variance Reduction to American Option Pricing Yıldırım, Fulya Seray; Uğur, Ömür; Department of Financial Mathematics (2026-7-14) This study develops a simulation framework for derivative pricing, progressing from the foundations of the Monte Carlo method to the Multilevel Monte Carlo (MLMC) technique, with American option pricing and Brownian bridge...
SUSTAINABLE CASHEW SUPPLY CHAIN WITH RADIO FREQUENCY IDENTIFICATION: A HYBRID ROBUST OPTIMIZATION APPROACH Mondal, Arijit; Roy, Sankar Kumar; He, Shawei; Weber, Gerhard Wilhelm; Yu, Vincent F.; Jablonsky, Josef (2026-07-08) This study integrates forward and reverse logistics with sophisticated uncertainty modeling to create a technology-enabled, sustainable supply chain network for the cashew sector. A multi-objective mixed-integer programmin...
The Actuaries Climate IndexTM in Agriculture and Finance: Weather-Index Benchmarking and Unsupervised Weighting Yavrum, Cem; Kestel, Sevtap Ayşe; Garrido, Jose; Department of Financial Mathematics (2026-7-1) Climate change poses significant challenges to the agricultural and financial sectors. This thesis comprises two complementary research studies that evaluate and extend the Actuaries Climate IndexTM (ACI) as a tool for mea...
Quantum circuit realization and Grover cryptanalysis of the hybrid ARX-SPN cipher GFSPX Ulgen, Ibrahim; ÇILDIROĞLU, HASAN ÖZGÜR; Yayla, Oğuz (2026-07-01) The security of classical symmetric-key primitives is fundamentally challenged by the emergence of quantum computing, necessitating a rigorous evaluation of their post-quantum resilience. This paper presents a comprehensiv...
Analytical pricing of time dependent stop-loss reinsurance and exposure curves under time-changed Brownian motion Yilmaz, Bilgi; Hekimoglu, Ali Alper; Uğur, Ömür (2026-07-01) The risk transfer of insurers to reinsurers is one of the most vital operations in insurance markets. Stop-loss contracts are the most widely adopted contract type for such operations. Specifying the main factors, such as ...
Longevity Risk and Early Retirement in Turkey: An Actuarial Analysis of the EYT Reform Abdullah, Ghaidaa Wael Abdullah; Yıldırım Külekci, Bükre; Department of Actuarial Sciences (2026-6-25) This report studies longevity risk in Turkey and the early retirement implications of the EYT reform. Turkish survival probabilities for 1931–2015 for female and male are used to construct life tables, calculate retirement...
A Decentralized Behavioral Trust Framework Across Mobile Networks Pekel, Umut; Yayla, Oğuz (2026-06-09) Mobile communication channels have become a major target for large-scale and adaptive fraud, including impersonation, phishing, and unsolicited calls. Existing caller-verification frameworks depend on centralized heuristic...
An adaptive algorithm for shape optimization Altıntaş, Oğuz Han; Yücel, Hamdullah (2026-06-01) The numerical investigation of shape optimization problems is both computationally and theoretically more complex than solving direct analysis problems using the finite element method. The limitations are mainly due to the...
An analysis of Nitsche's prescription of Dirichlet conditions for the conforming finite element approximation of Maxwell's problem Boffi, Daniele; Codina, Ramon; Türk, Önder (2026-05-20) In this paper we consider the conforming finite element (FE) approximation of Maxwell's problem and analyse the prescription of essential boundary conditions in a weak sense using Nitsche's method. To avoid indefiniteness ...
Increasing and other subsequence problems for random interval sequences Arslan, İlker; Işlak, Ümit (2026-05-01) Various relations for comparison of intervals of real numbers are introduced, and the expected length of the corresponding longest increasing subsequence is analyzed. When intervals are randomly generated by taking the min...
A PINN-enhanced SUPG-stabilized hybrid finite element framework with shock-capturing for computing steady convection-dominated flows Cengizci, Süleyman; Uğur, Ömür; Natesan, Srinivasan (2026-05-01) This study introduces a novel hybrid machine learning (ML) framework for solving steady-state, advection-dominated convection–diffusion–reaction (CDR)-type partial differential equations (PDEs). The approach enhances stabi...
Comparative Analysis of Weather-Based Indexes and the Actuaries Climate IndexTM for Crop Yield Prediction and Weather-Derivative Pricing Yavrum, Cem; Kestel, Sevtap Ayşe; Garrido, José (2026-05-01) Climate change poses significant challenges to the agricultural and financial sectors, affecting crop productivity and the overall financial stability. This study evaluates the robustness of the Actuaries Climate IndexTM(A...
Enhancing time series prediction accuracy with recursive EMD Açıkgöz, Gökberk; Zengin, Kerem; Büyükşahin, Ümit Çavuş; Bolelli, Alya Su; Ertekin Bolelli, Şeyda (2026-05-01) Time series prediction is critical in various domains, yet challenges such as non-stationarity, high volatility, and abrupt fluctuations often degrade model performance. Advanced architectures that excel in capturing compl...
Nowcasting Sectoral Revenue Growth Using Copula Enhanced Latent Spaces and Quarterly Filings Kavruk, Mehmet; Yozgatlıgil, Ceylan; Atak, Alev; Department of Financial Mathematics (2026-4-20) Traditional financial modeling faces challenges in managing the rise of high-dimensional, often unstructured data. This thesis proposes a robust nowcasting framework that moves beyond single indicator models by leveraging ...

Citation Formats