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A Price-Volume Model For A Single-Period Stock Market, Yun Chen-Shue Dec 2014

A Price-Volume Model For A Single-Period Stock Market, Yun Chen-Shue

HIM 1990-2015

The intention of this thesis is to provide a primitive mathematical model for a financial market in which tradings affect the asset prices. Currently, the idea of a price-volume relationship is typically used in the form of empirical models for specific cases. Among the theoretical models that have been used in stock markets, few included the volume parameter. The thesis provides a general theoretical model with the volume parameter for the intention of a broader use. The core of the model is the correlation between trading volume and stock price, indicating that volume should be a function of the stock …


Gpu Accelerated Approach To Numerical Linear Algebra And Matrix Analysis With Cfd Applications, Adam Phillips May 2014

Gpu Accelerated Approach To Numerical Linear Algebra And Matrix Analysis With Cfd Applications, Adam Phillips

HIM 1990-2015

A GPU accelerated approach to numerical linear algebra and matrix analysis with CFD applications is presented. The works objectives are to (1) develop stable and efficient algorithms utilizing multiple NVIDIA GPUs with CUDA to accelerate common matrix computations, (2) optimize these algorithms through CPU/GPU memory allocation, GPU kernel development, CPU/GPU communication, data transfer and bandwidth control to (3) develop parallel CFD applications for Navier Stokes and Lattice Boltzmann analysis methods. Special consideration will be given to performing the linear algebra algorithms under certain matrix types (banded, dense, diagonal, sparse, symmetric and triangular). Benchmarks are performed for all analyses with baseline …


Tiling Properties Of Spectra Of Measures, John Haussermann Jan 2014

Tiling Properties Of Spectra Of Measures, John Haussermann

Electronic Theses and Dissertations

We investigate tiling properties of spectra of measures, i.e., sets Λ in R such that {e 2πiλx : λ ∈ Λ} forms an orthogonal basis in L 2 (µ), where µ is some finite Borel measure on R. Such measures include Lebesgue measure on bounded Borel subsets, finite atomic measures and some fractal Hausdorff measures. We show that various classes of such spectra of measures have translational tiling properties. This lead to some surprizing tiling properties for spectra of fractal measures, the existence of complementing sets and spectra for finite sets with the Coven-Meyerowitz property, the existence of complementing Hadamard …


Comparison Of Second Order Conformal Symplectic Schemes With Linear Stability Analysis, Dwayne Floyd Jan 2014

Comparison Of Second Order Conformal Symplectic Schemes With Linear Stability Analysis, Dwayne Floyd

Electronic Theses and Dissertations

Numerical methods for solving linearly damped Hamiltonian ordinary differential equations are analyzed and compared. The methods are constructed from the well-known Störmer-Verlet and implicit midpoint methods. The structure preservation properties of each method are shown analytically and numerically. Each method is shown to preserve a symplectic form up to a constant and are therefore conformal symplectic integrators, with each method shown to accurately preserve the rate of momentum dissipation. An analytical linear stability analysis is completed for each method, establishing thresholds between the value of the damping coefficient and the step-size that ensure stability. The methods are all second order …


Analytical Solutions To Nonlinear Differential Equations Arising In Physical Problems, Mathew Baxter Jan 2014

Analytical Solutions To Nonlinear Differential Equations Arising In Physical Problems, Mathew Baxter

Electronic Theses and Dissertations

Nonlinear partial differential equations are difficult to solve, with many of the approximate solutions in the literature being numerical in nature. In this work, we apply the Homotopy Analysis Method to give approximate analytical solutions to nonlinear ordinary and partial differential equations. The main goal is to apply different linear operators, which can be chosen, to solve nonlinear problems. In the first three chapters, we study ordinary differential equations (ODEs) with one or two linear operators. As we progress, we apply the method to partial differential equations (PDEs) and use several linear operators. The results are all purely analytical, meaning …


Tiling The Integers, Shasha Li Jan 2014

Tiling The Integers, Shasha Li

Electronic Theses and Dissertations

A set tiles the integers if and only if the integers can be written as a disjoint union of translates of that set. Counterexamples based on finite Abelian groups show that Fuglede conjecture is false in high dimensions. A solution for the Fuglede conjecture in Z or all the groups ZN would provide a solution for the Fuglede conjecture in R. Focusing on tiles in dimension one, we will concentrate on the analysis of tiles in the finite groups ZN. Based on the Coven- Meyerowitz conjecture, it has been proved that if any spectral set in Z satisfies the the …


Functional Data Analysis And Its Application To Cancer Data, Evgeny Martinenko Jan 2014

Functional Data Analysis And Its Application To Cancer Data, Evgeny Martinenko

Electronic Theses and Dissertations

The objective of the current work is to develop novel procedures for the analysis of functional data and apply them for investigation of gender disparity in survival of lung cancer patients. In particular, we use the time-dependent Cox proportional hazards model where the clinical information is incorporated via time-independent covariates, and the current age is modeled using its expansion over wavelet basis functions. We developed computer algorithms and applied them to the data set which is derived from Florida Cancer Data depository data set (all personal information which allows to identify patients was eliminated). We also studied the problem of …


Electrical Conductivity Imaging Via Boundary Value Problems For The 1-Laplacian, Johann Veras Jan 2014

Electrical Conductivity Imaging Via Boundary Value Problems For The 1-Laplacian, Johann Veras

Electronic Theses and Dissertations

We study an inverse problem which seeks to image the internal conductivity map of a body by one measurement of boundary and interior data. In our study the interior data is the magnitude of the current density induced by electrodes. Access to interior measurements has been made possible since the work of M. Joy et al. in early 1990s and couples two physical principles: electromagnetics and magnetic resonance. In 2007 Nachman et al. has shown that it is possible to recover the conductivity from the magnitude of one current density field inside. The method now known as Current Density Impedance …


Inversion Of The Broken Ray Transform, Roman Krylov Jan 2014

Inversion Of The Broken Ray Transform, Roman Krylov

Electronic Theses and Dissertations

The broken ray transform (BRT) is an integral of a function along a union of two rays with a common vertex. Consider an X-ray beam scanning an object of interest. The ray undergoes attenuation and scatters in all directions inside the object. This phenomena may happen repeatedly until the photons either exit the object or are completely absorbed. In our work we assume the single scattering approximation when the intensity of the rays scattered more than once is negligibly small. Among all paths that the scattered rays travel inside the object we pick the one that is a union of …


On The Range Of The Attenuated Radon Transform In Strictly Convex Sets., Kamran Sadiq Jan 2014

On The Range Of The Attenuated Radon Transform In Strictly Convex Sets., Kamran Sadiq

Electronic Theses and Dissertations

In the present dissertation, we characterize the range of the attenuated Radon transform of zero, one, and two tensor fields, supported in strictly convex set. The approach is based on a Hilbert transform associated with A-analytic functions of A. Bukhgeim. We first present new necessary and sufficient conditions for a function to be in the range of the attenuated Radon transform of a sufficiently smooth function supported in the convex set. The approach is based on an explicit Hilbert transform associated with traces of the boundary of A-analytic functions in the sense of A. Bukhgeim. We then uses the range …


Nonlinear Dispersive Partial Differential Equations Of Physical Relevance With Applications To Vortex Dynamics, Robert Vangorder Jan 2014

Nonlinear Dispersive Partial Differential Equations Of Physical Relevance With Applications To Vortex Dynamics, Robert Vangorder

Electronic Theses and Dissertations

Nonlinear dispersive partial differential equations occur in a variety of areas within mathematical physics and engineering. We study several classes of such equations, including scalar complex partial differential equations, vector partial differential equations, and finally non-local integro-differential equations. For physically interesting families of these equations, we demonstrate the existence (and, when possible, stability) of specific solutions which are relevant for applications. While multiple application areas are considered, the primary application that runs through the work would be the nonlinear dynamics of vortex filaments under a variety of physical models. For instance, we are able to determine the structure and time …