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Full Newton Step Interior Point Method For Linear Complementarity Problem Over Symmetric Cones, Andrii Berdnikov

Electronic Theses and Dissertations

In this thesis, we present a new Feasible Interior-Point Method (IPM) for Linear Complementarity Problem (LPC) over Symmetric Cones. The advantage of this method lies in that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. By suitable choice of parameters we prove the global convergence of iterates which always stay in the the central path neighborhood. A global convergence of the method is proved and an upper bound for the number of iterations necessary to find ε-approximate solution of the problem is presented.

Cusum Generalized Variance Charts, Yuxiang Li

Electronic Theses and Dissertations

The commonly recommended charts for monitoring the mean vector are affected by a shit in the covariance matrix. As in the univariate case, a chart for monitoring for a change in the covariance matrix should be examined first before examining the chart used to monitor for a change in the mean vector.

Accelerated Data Delivery Architecture, Michael L. Grecol

Electronic Theses and Dissertations

This paper introduces the Accelerated Data Delivery Architecture (ADDA). ADDA establishes a framework to distribute transactional data and control consistency to achieve fast access to data, distributed scalability and non-blocking concurrency control by using a clean declarative interface. It is designed to be used with web-based business applications. This framework uses a combination of traditional Relational Database Management System (RDBMS) combined with a distributed Not Only SQL (NoSQL) database and a browser-based database. It uses a single physical and conceptual database schema designed for a standard RDBMS driven application. The design allows the architect to assign consistency levels to entities …

Numerical Solutions To The Gross-Pitaevskii Equation For Bose-Einstein Condensates, Luigi Galati

Electronic Theses and Dissertations

In this thesis we compare various potential operators for the two-dimensional (2D) Gross-Pitaevskii equation (GPE) for Bose-Einstein condensates. Both the 2D and the 1D models are scaled to get a three parameter model. Smoothness of initial conditions is considered and choice of method (Split-Step Fourier method with Strang Splitting) is justied. Numerical simulations provide graphical evidence of properties of both focusing and nonfocusing cases.

Computational Fluid Dynamics (Cfd) Modeling Of A Laboratory Scale Coal Gasifier, Kiel S. Schultheiss

Electronic Theses and Dissertations

Furthering gasification technology is an essential part of advancing clean coal technologies. In order to seek insight into the appropriate operations for the formation of synthetic gas (syngas) a numerical simulation was performed to predict the phenomena of coal gasification in a laboratory scale entrained-flow coal gasifier. The mesh for the model was developed with ICEM CFD software and the chemical and physical phenomena were modeled using the fluid flow solver ANSYS FLUENT. Mesh independence was verified. The model was validated with experimental data from several studies performed on a laboratory scale gasifier.

Systematic examination of the model was performed …

Pressure Poisson Method For The Incompressible Navier-Stokes Equations Using Galerkin Finite Elements, John Cornthwaite

Electronic Theses and Dissertations

In this thesis we examine the Navier-Stokes equations (NSE) with the continuity equation replaced by a pressure Poisson equation (PPE). Appropriate boundary conditions are developed for the PPE, which allow for a fully decoupled numerical scheme to recover the pressure. The variational form of the NSE with PPE is derived and used in the Galerkin Finite Element discretization. The Galerkin finite element method is then used to solve the NSE with PPE. Moderate accuracy is shown.

A Non-Parametric Approach To Change-Point Detection In Cross-Asset Correlations, L. Kaili Diamond

Electronic Theses and Dissertations

In this thesis we explore the problem of detecting change-points in cross-asset correlations using a non-parametric approach. We began by comparing and contrasting several common methods for change-point detection as well as methods for measuring correlation. We finally settle on a statistic introduced in early 2012 by Herold Dehling et.al. and test this statistic against real world financial data. We provide the estimated change-point for this data as well as the asymptotic p-value associated with this statistic. Once this process was complete we went on to use simulated data to measure the accuracy, power, and type 1 error associated with …

Integer Solutions To Optimization Problems And Modular Sequences Of Nexus Numbers, Jeremy T. Davis

Electronic Theses and Dissertations

In this thesis, we examine the use of integers through two ideas. As mathematics teachers, we prefer students not use calculators on assessments. In order to require this, students compute the problems by hand. We take a look at the classic Calculus I optimization box problem while restricting values to integers. In addition, sticking with the integer theme, we take a new look at the nexus numbers. Nexus numbers are extensions of the hex and rhombic dodecahedral numbers. We put these numbers into a sequence, and through a few computations of modular arithmetic, we analyze the sequences and their patterns …

Finding A Better Confidence Interval For A Single Regression Changepoint Using Different Bootstrap Confidence Interval Procedures, Bodhipaksha Thilakarathne

Electronic Theses and Dissertations

Recently a number of papers have been published in the area of regression changepoints but there is not much literature concerning confidence intervals for regression changepoints. The purpose of this paper is to find a better bootstrap confidence interval for a single regression changepoint. ("Better" confidence interval means having a minimum length and coverage probability which is close to a chosen significance level). Several methods will be used to find bootstrap confidence intervals. Among those methods a better confidence interval will be presented.

Integer Compositions, Gray Code, And The Fibonacci Sequence, Linus Lindroos

Electronic Theses and Dissertations

In this thesis I show the relation of binary and Gray Code to integer compositions and the Fibonacci sequence through the use of analytic combinatorics, Zeckendorf's Theorem, and generating functions.

Compositions, Bijections, And Enumerations, Charles R. Dedrickson Iii

Electronic Theses and Dissertations

In this thesis we give an introduction to colored-compositions of an integer. This is a generalization of traditional integer compositions, and we show a few results for n-color compositions which are analogous to regular compositions with both combinatorial and analytic proofs. We also show several bijections between various types of compositions to certain types of numeric strings, and provide a generalization of a classic bijection between compositions and binary strings.

The Distribution Of Individual Stock Returns In A Modified Black-Scholes Option Pricing Model, Daniel Lee Richey

Electronic Theses and Dissertations

Author's abstract: There have been many attempts to find a model that can accurately price options. These models are built on many assumptions, including which probability distribution stock returns follow. In this paper, we test several distributions to see which best fit the log returns of 20 different companies over a period between November 1, 2006 to October 31, 2011. If a "best" distribution is found, a modified Black-Scholes model will be defined by modifying the Weiner process. We use Monte Carlo simulations to generate estimated prices under specified parameters, and compare these prices to those simulated by the model …

Homogeneous Symplectic Manifolds Of The Galilei Group, Michael S. Davis

Electronic Theses and Dissertations

In this thesis we classify all symplectic manifolds admitting a transitive, 2-form preserving action of the Galilei group G. Using the moment map and a theorem of Kirillov-Kostant-Souriau, we reduce the problem to that of classifying the coadjoint orbits of a central extension of G discovered by Bargmann. We then develop a systematic inductive technique to construct a cross section of the coadjoint action. The resulting symplectic orbits are interpreted as the manifolds of classical motions of elementary particles with or without spin, mass, and color.

Infeasible Full-Newton-Step Interior-Point Method For The Linear Complementarity Problems, Antré Marquel Drummer

Electronic Theses and Dissertations

In this tesis, we present a new Infeasible Interior-Point Method (IPM) for monotone Linear Complementarity Problem (LPC). The advantage of the method is that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters the iterates are forced to stay in the neighborhood of the central path, hence, still guaranteeing the global convergence of the method under strict feasibility assumption. The number of iterations necessary to find -approximate solution of the problem matches the best known iteration bounds for these types of methods. The preliminary implementation of the method …

Properties Of Weighted Generalized Beta Distribution Of The Second Kind, Yuan Ye

Electronic Theses and Dissertations

Author's abstract: In this thesis, a new class of weighted generalized beta distribution of the second kind (WGB2) is presented. The construction makes use of the conservability approach' which includes the size or length-biased distribution as a special case. The class of WGB2 is used as descriptive models for the distribution of income. The results that are presented generalize the generalized beta distribution of second kind (GB2). The properties of these distributions including behavior of pdf, cdf, hazard functions, moments, mean, variance, coefficient of variation (CV), coefficient of skewness (CS), coefficient of kurtosis (CK) are obtained. The moments of other …

On Diamond-Alpha Dynamic Equations And Inequalities, Nuriye Atasever

Electronic Theses and Dissertations

In view of the recently developed theory of calculus for dynamic equations on time scales (which unifies discrete and continuous systems), in this project we give some of the basics of the extension of the theory to the combined delta (forward) and nabla (backward) derivatives. In this set up the newly developed theory of diamond-alpha derivatives are analyzed through some equation and inequality properties. In particular Opial type Diamond-alpha dynamic Inequalities are discussed in this context and recently developed results and their improved versions are given in this work.

Theoretical Properties And Estimation In Weighted Weibull And Related Distributions, Ryan Roman

Electronic Theses and Dissertations

The Weibull distribution is a well known and common distribution. In this thesis, theoretical properties of weighted Weibull distributions are presented. Properties of the non-weighted Weibull distribution are also reiterated for comparison. The probability density functions, cumulative distribution functions, survival functions, hazard functions and reverse hazard functions are given for each distribution. In addition, Glaser's Lemma is applied to determine the behavior of the hazard functions. The standardized moments, differential entropy, Fisher information and results based on the likelihood function are given for each distribution as well. These results are also shown for the Rayleigh distribution, a special case of …

Analysis Of Discrete Data Under Order Restrictions, Jeff Campbell

Electronic Theses and Dissertations

Strategies for the analysis of discrete data under order restrictions are discussed. We consider inference for sequences of binomial populations, and the corresponding risk difference, relative risk and odds ratios. These concepts are extended to deal with independent multinomial populations. Natural orderings such as stochastic ordering and cumulative ratio probability ordering are discussed. Methods are developed for the estimation and testing of differences between binomial as well as multinomial populations under order restrictions. In particular, inference for sequences of ordered binomial probabilities and cumulative probability ratios in multinomial populations are presented. Closed-form estimates of the multinomial parameters under order restrictions …

Weighted Inverse Weibull And Beta-Inverse Weibull Distribution, Jing Xiong Kersey

Electronic Theses and Dissertations

The weighted inverse Weibull distribution and the beta-inverse Weibull distribution are considered. Theoretical properties of the inverse Weibull model, weighted inverse Weibull distribution including the hazard function, reverse hazard function, moments, moment generating function, coefficient of variation, coefficient of skewness, coefficient of kurtosis, Fisher information and Shanon entropy are studied. The estimation for the parameters of the length-biased inverse Weibull distribution via maximum likelihood estimation and method of moment estimation techniques are presented, as well as a test for the detection of length-biasedness in the inverse Weibull model. Furthermore, the beta-inverse Weibull distribution which is a weighted distribution is presented, …

Comparison Of Career Statistics And Season Statistics In Major League Baseball, Mark Joseph Ammons

Electronic Theses and Dissertations

This is a comparison of statistics for some of the best seasons and careers of players from Major League Baseball; using data collected on batting average, at bat to homerun ratio, and earned run average. Two teams were created, composed of season leaders and career leaders, chosen for their outstanding offensive and pitching abilities, and were pitted against one another to determine superiority. These two teams also compared against a team from each era of major league baseball. The season and career leaders challenged, the 1918 Boston Red Sox, 1927 New York Yankees, 1955 Brooklyn Dodgers, 1961 New York Yankees, …