Physical Sciences and Mathematics Commons^™

Modeling Prices In Limit Order Book Using Univariate Hawkes Point Process, Wenqing Jiang

University of New Orleans Theses and Dissertations

This thesis presents a time-changed geometric Brownian price model with the univariate Hawkes processes to trace the price changes in a limit order book. Limit order books are the core mechanism for trading in modern financial markets, continuously collecting outstanding buy and sell orders from market participants. The arrival of orders causes fluctuations in prices over time. A Hawkes process is a type of point process that exhibits self-exciting behavior, where the occurrence of one event increases the probability of other events happening in the near future. This makes Hawkes processes well-suited for capturing the clustered arrival patterns of orders …

Ocean Wave Prediction And Characterization For Intelligent Maritime Transportation, Pujan Pokhrel

University of New Orleans Theses and Dissertations

The national Earth System Prediction (ESPC) initiative aims to develop the predictions
for the next generation predictions of atmosphere, ocean, and sea-ice interactions in the scale of days to decades. This dissertation seeks to demonstrate the methods we can use to improve the ESPC models, especially the ocean prediction model. In the application side of the weather forecasts, this dissertation explores imitation learning with constraints to solve combinatorial optimization problems, focusing on the weather routing of surface vessels. Prediction of ocean waves is essential for various purposes, including vessel routing, ocean energy harvesting, agriculture, etc. Since the machine learning approaches …

State Estimation—Beyond Gaussian Filtering, Haozhan Meng

University of New Orleans Theses and Dissertations

This dissertation considers the state estimation problems with symmetric Gaussian/asymmetric skew-Gaussian assumption under linear/nonlinear systems. It consists of three parts. The first part proposes a new recursive finite-dimensional exact density filter based on the linear skew-Gaussian system. The second part adopts a skew-symmetric representation (SSR) of distribution for nonlinear skew-Gaussian estimation. The third part gives an optimized Gauss-Hermite quadrature (GHQ) rule for numerical integration with respect to Gaussian integrals and applies it to nonlinear Gaussian filters.

We first develop a linear system model driven by skew-Gaussian processes and present the exact filter for the posterior density with fixed dimensional recursive …

General Nonlinear-Material Elasticity In Classical One-Dimensional Solid Mechanics, Ronald Joseph Giardina Jr

University of New Orleans Theses and Dissertations

We will create a class of generalized ellipses and explore their ability to define a distance on a space and generate continuous, periodic functions. Connections between these continuous, periodic functions and the generalizations of trigonometric functions known in the literature shall be established along with connections between these generalized ellipses and some spectrahedral projections onto the plane, more specifically the well-known multifocal ellipses. The superellipse, or Lam\'{e} curve, will be a special case of the generalized ellipse. Applications of these generalized ellipses shall be explored with regards to some one-dimensional systems of classical mechanics. We will adopt the Ramberg-Osgood relation …

Exact Feedback Linearization Of Systems With State-Space Modulation And Demodulation, Nikolaos I. Xiros Deng

University of New Orleans Theses and Dissertations

The control theory of nonlinear systems has been receiving increasing attention in recent years, both for its technical importance as well as for its impact in various fields of application. In several key areas, such as aerospace, chemical and petrochemical industries, bioengineering, and robotics, a new practical application for this tool appears every day. System nonlinearity is characterized when at least one component or subsystem is nonlinear. Classical methods used in the study of linear systems, particularly superposition, are not usually applied to the nonlinear systems. It is necessary to use other methods to study the control of these systems. …

Risk Assessment Of Dropped Cylindrical Objects In Offshore Operations, Adelina Steven

University of New Orleans Theses and Dissertations

Dropped object are defined as any object that fall under its own weight from a previously static position or fell due to an applied force from equipment or a moving object. It is among the top ten causes of injuries and fatality in oil and gas industry. To solve this problem, several in-house tools and guidelines is developed over time to assess the risk of dropped objects on the sub-sea structures. This thesis focuses on compiling and comparing those methods in hope to improve the recommended practices available in the market. A simple modification is done on the in-house tools …

An Application Of M-Matrices To Preserve Bounded Positive Solutions To The Evolution Equations Of Biofilm Models, Richard S. Landry Jr.

University of New Orleans Theses and Dissertations

In this work, we design a linear, two step implicit finite difference method to approximate the solutions of a biological system that describes the interaction between a microbial colony and a surrounding substrate. Three separate models are analyzed, all of which can be described as systems of partial differential equations (PDE)s with nonlinear diffusion and reaction, where the biological colony grows and decays based on the substrate bioavailability. The systems under investigation are all complex models describing the dynamics of biological films. In view of the difficulties to calculate analytical solutions of the models, we design here a numerical technique …

Underwater Acoustic Signal Analysis Toolkit, Kirk Bienvenu Jr

University of New Orleans Theses and Dissertations

This project started early in the summer of 2016 when it became evident there was a need for an effective and efficient signal analysis toolkit for the Littoral Acoustic Demonstration Center Gulf Ecological Monitoring and Modeling (LADC-GEMM) Research Consortium. LADC-GEMM collected underwater acoustic data in the northern Gulf of Mexico during the summer of 2015 using Environmental Acoustic Recording Systems (EARS) buoys. Much of the visualization of data was handled through short scripts and executed through terminal commands, each time requiring the data to be loaded into memory and parameters to be fed through arguments. The vision was to develop …

Mathematical Formulation Of Fusion Energy Magnetohydrodynamics, Nikolaos I. Xiros

University of New Orleans Theses and Dissertations

Chapter 1 presents the basic principles of Controlled Thermonuclear Fusion, and the approaches to achieve nuclear fusion on Earth. Furthermore, the basic components of the Tokamak, the reactor which will house the fusion reaction, are analyzed. Finally, the chapter ends with a discussion on how the present thesis is related to the Controlled Thermonuclear Fusion. Chapter 2 introduces briefly the basic concepts of the Electromagnetic and Magnetohydrodynamic theories as well as MHD turbulence. Chapter 3 presents a first glance in OpenFOAM CFD library. Chapter 4 introduces the Orszag-Tang vortex flow, which is a benchmark test case for MHD numerical models. …

On The Ramberg-Osgood Stress-Strain Model And Large Deformations Of Cantilever Beams, Ronald J. Giardina Jr

University of New Orleans Theses and Dissertations

In this thesis the Ramberg-Osgood nonlinear model for describing the behavior of many different materials is investigated. A brief overview of the model as it is currently used in the literature is undertaken and several misunderstandings and possible pitfalls in its application is pointed out, especially as it pertains to more recent approaches to finding solutions involving the model. There is an investigation of the displacement of a cantilever beam under a combined loading consisting of a distributed load across the entire length of the beam and a point load at its end and new solutions to this problem are …

Numerical Solutions Of Generalized Burgers' Equations For Some Incompressible Non-Newtonian Fluids, Yupeng Shu

University of New Orleans Theses and Dissertations

The author presents some generalized Burgers' equations for incompressible and isothermal flow of viscous non-Newtonian fluids based on the Cross model, the Carreau model, and the Power-Law model and some simple assumptions on the flows. The author numerically solves the traveling wave equations for the Cross model, the Carreau model, the Power-Law model by using industrial data. The author proves existence and uniqueness of solutions to the traveling wave equations of each of the three models. The author also provides numerical estimates of the shock thickness as well as maximum strain $\varepsilon_{11}$ for each of the fluids.

A Study On The Integration Of A Novel Absorption Chiller Into A Microscale Combined Cooling, Heating, And Power (Micro-Cchp) System, Scott J. Richard

University of New Orleans Theses and Dissertations

This study explores the application of micro-CCHP systems that utilize a 30 kW gas microturbine and an absorption chiller. Engineering Equation Solver (EES) is used to model a novel single-effect and double-effect water-lithium bromide absorption chiller that integrates the heat recovery unit and cooling tower of a conventional CCHP system into the chiller’s design, reducing the cost and footprint of the system. The results of the EES model are used to perform heat and material balances for the micro-CCHP systems employing the novel integrated chillers, and energy budgets for these systems are developed. While the thermal performance of existing CCHP …

Stress Analysis Of Ramberg-Osgood And Hollomon 1-D Axial Rods, Ronald J. Giardina Jr

University of New Orleans Theses and Dissertations

In this paper we present novel analytic and finite element solutions to 1-D straight rods made of Ramberg-Osgood and Hollomon type materials. These material models are studied because they are a more accurate representation of the material properties of certain metals used often in manufacturing than the simpler composite linear types of stress/strain models. Here, various types of loads are considered and solutions are compared against some linear models. It is shown that the nonlinear models do have manageable solutions, which produce important differences in the results - attributes which suggest that these models should take a more prominent place …

Blow-Up Of Solutions To The Generalized Inviscid Proudman-Johnson Equation, Alejandro Sarria

University of New Orleans Theses and Dissertations

The generalized inviscid Proudman-Johnson equation serves as a model for n-dimensional incompressible Euler flow, gas dynamics, high-frequency waves in shallow waters, and orientation of waves in a massive director field of a nematic liquid crystal. Furthermore, the equation also serves as a tool for studying the role that the natural fluid processes of convection and stretching play in the formation of spontaneous singularities, or of their absence.

In this work, we study blow-up, and blow-up properties, in solutions to the generalized, inviscid Proudman-Johnson equation endowed with periodic or Dirichlet boundary conditions. More particularly,regularity of solutions in an Lp setting will …

A Dynamical Study Of The Evolution Of Pressure Waves Propagating Through A Semi-Infinite Region Of Homogeneous Gas Combustion Subject To A Time-Harmonic Signal At The Boundary, John Eslick

University of New Orleans Theses and Dissertations

In this dissertation, the evolution of a pressure wave driven by a harmonic signal on the boundary during gas combustion is studied. The problem is modeled by a nonlinear, hyperbolic partial differential equation. Steady-state behavior is investigated using the perturbation method to ensure that enough time has passed for any transient effects to have dissipated. The zeroth, first and second-order perturbation solutions are obtained and their moduli are plotted against frequency. It is seen that the first and second-order corrections have unique maxima that shift to the right as the frequency decreases and to the left as the frequency increases. …