Physical Sciences and Mathematics Commons^™

The Role Of Mathematical Modeling In Designing And Evaluating Antimicrobial Stewardship Programs, Lester Caudill, Joanna R. Wares

Department of Math & Statistics Faculty Publications

Antimicrobial agent effectiveness continues to be threatened by the rise and spread of pathogen strains that exhibit drug resistance. This challenge is most acute in healthcare facilities where the well-established connection between resistance and sub-optimal antimicrobial use has prompted the creation of antimicrobial stewardship programs (ASPs). Mathematical models offer tremendous potential for serving as an alternative to controlled human experimentation for assessing the effectiveness of ASPs. Models can simulate controlled randomized experiments between groups of virtual patients, some treated with the ASP measure under investigation, and some without. By removing the limitations inherent in human experimentation, including health risks, study …

The Role Of Mathematical Modeling In Designing And Evaluating Antimicrobial Stewardship Programs, Lester Caudill, Joanna R. Wares

Department of Math & Statistics Faculty Publications

Antimicrobial agent effectiveness continues to be threatened by the rise and spread of pathogen strains that exhibit drug resistance. This challenge is most acute in healthcare facilities where the well-established connection between resistance and suboptimal antimicrobial use has prompted the creation of antimicrobial stewardship programs (ASPs). Mathematical models offer tremendous potential for serving as an alternative to controlled human experimentation for assessing the effectiveness of ASPs. Models can simulate controlled randomized experiments between groups of virtual patients, some treated with the ASP measure under investigation, and some without. By removing the limitations inherent in human experimentation, including health risks, study …

On The Flow Of Non-Axisymmetric Perturbations Of Cylinders Via Surface Diffusion, Jeremy Lecrone, Gieri Simonett

Department of Math & Statistics Faculty Publications

We study the surface diffusion flow acting on a class of general (non--axisymmetric) perturbations of cylinders Cr in IR3. Using tools from parabolic theory on uniformly regular manifolds, and maximal regularity, we establish existence and uniqueness of solutions to surface diffusion flow starting from (spatially--unbounded) surfaces defined over Cr via scalar height functions which are uniformly bounded away from the central cylindrical axis. Additionally, we show that Cr is normally stable with respect to 2π--axially--periodic perturbations if the radius r>1,and unstable if 0

On Quasilinear Parabolic Evolution Equations In Weighted Lp-Spaces Ii, Jeremy Lecrone, Mathias Wilke, Jan Prüss

Department of Math & Statistics Faculty Publications

Our study of abstract quasi-linear parabolic problems in time-weighted L_p-spaces, begun in 2010, is extended in this paper to include singular lower order terms, while keeping low initial regularity. The results are applied to reaction-diffusion problems, including Maxwell-Stefan diffusion, and to geometric evolution equations like the surface-diffusion flow or the Willmore flow. The method presented here will be applicable to other parabolic systems, including free boundary problems.

A Hybrid Agent-Based And Differential Equations Model For Simulating Antibiotic Resistance In A Hospital Ward, Lester Caudill, Barry Lawson

Department of Math & Statistics Faculty Publications

Serious infections due to antibiotic-resistant bacteria are pervasive, and of particular concern within hospital units due to frequent interaction among health-care workers and patients. Such nosocomial infections are difficult to eliminate because of inconsistent disinfection procedures and frequent interactions among infected persons, and because ill-chosen antibiotic treatment strategies can lead to a growth of resistant bacterial strains. Clinical studies to address these concerns have several issues, but chief among them are the effects on the patients involved. Realistic simulation models offer an attractive alternative. This paper presents a hybrid simulation model of antibiotic resistant infections in a hospital ward, combining …

A Superposed Log-Linear Failure Intensity Model For Repairable Artillery Systems, Byeong Min Mun, Suk Joo Bae, Paul Kvam

Department of Math & Statistics Faculty Publications

This article investigates complex repairable artillery systems that include several failure modes. We derive a superposed process based on a mixture of nonhomogeneous Poisson processes in a minimal repair model. This allows for a bathtub-shaped failure intensity that models artillery data better than currently used methods. The method of maximum likelihood is used to estimate model parameters and construct confidence intervals for the cumulative intensity of the superposed process. Finally, we propose an optimal maintenance policy for repairable systems with bathtub-shaped intensity and apply it to the artillery-failure data.

Continuous Maximal Regularity And Analytic Semigroups, Jeremy Lecrone, Gieri Simonett

Department of Math & Statistics Faculty Publications

In this paper we establish a result regarding the connection between continuous maximal regularity and generation of analytic semigroups on a pair of densely embedded Banach spaces. More precisely, we show that continuous maximal regularity for a closed operator A : E1 → E0 implies that A generates a strongly continuous analytic semigroup on E0 with domain equal E1.

Biology In Mathematics At The University Of Richmond, Lester Caudill

Department of Math & Statistics Faculty Publications

In an effort to meet the needs of science students for modeling skills, three new courses have been created at the University of Richmond: Scientific Calculus I and II, and Mathematical Models in Biology and Medicine. The courses are described, and lessons learned and future directions are discussed.

Algorithm-Independent Optimal Input Fluxes For Boundary Identification In Thermal Imaging, Kurt Bryan, Lester Caudill

Department of Math & Statistics Faculty Publications

An inverse boundary determination problem for a parabolic model, arising in thermal imaging, is considered. The focus is on intelligently choosing an effective input heat flux, so as to maximize the practical effectiveness of an inversion algorithm. Three different methods, based on different interpretations of the term “effective", are presented and analyzed, then demonstrated through numerical examples. It is noteworthy that each of these flux-selection methods is independent of the particular inversion algorithm to be used.

Getting More Out Of Two Asset Portfolios, Tom Arnold, Terry D. Nixon

Finance Faculty Publications

Two-asset portfolio mathematics is a fixture in many introductory finance and investment courses. However, the actual development of the efficient frontier and capital market line are generally left to a heuristic discussion with diagrams. In this article, the mathematics for calculating these attributes of two-asset portfolios are introduced in a framework intended for the undergraduate classroom.

Reconstruction Of An Unknown Boundary Portion From Cauchy Data In N- Dimensions, Kurt Bryan, Lester Caudill

Department of Math & Statistics Faculty Publications

We consider the inverse problem of determining the shape of some inaccessible portion of the boundary of a region in n dimensions from Cauchy data for the heat equation on an accessible portion of the boundary. The inverse problem is quite ill-posed, and nonlinear. We develop a Newton-like algorithm for solving the problem, with a simple and efficient means for computing the required derivatives, develop methods for regularizing the process, and provide computational examples.

Intuitive Black-Scholes Option Pricing With A Simple Table, Tom Arnold, Terry D. Nixon, Richard L. Shockley Jr.

Finance Faculty Publications

The Black-Scholes option pricing model (1973) can be intimidating for the novice. By rearranging and combining some of the variables, one can reduce the number of parameters in the valuation problem from five to two: 1) the option's moneyness ratio and 2) its time-adjusted volatility. This allows the computationally complex Black-Scholes formula to be collapsed into an easy-to-use table similar to those in some popular textbooks. The tabular approach provides an excellent tool for building intuition about the comparative statics in the Black-Scholes equation. Further, the pricing table can be used to price options on dividend-paying stocks, commodities, foreign exchange …

Visualizing The Stochastic Calculus Of Option Pricing With Excel And Vba, Tom Arnold, Stephen C. Henry

Finance Faculty Publications

Stochastic calculus, part calculus and part statistics, is an integral part of option pricing that can be intimidating. By developing the statistical nature of stochastic processes and introducing Monte Carlo simulation using Microsoft Excel, this paper develops a visualization of how stochastic processes are evaluated using Ito's lemma and integral calculus. Ultimately, the Black-Scholes (1973) option pricing equation is the natural result.

Quantile Regression, Kevin F. Hallock, Roger Koenker

Economics Faculty Publications

Quantile regression as introduced by Koenker and Bassett seeks to extend ideas of quantiles to the estimation of conditional quantile functions--models in which quantiles of the conditional distribution of the response variable are expressed as functions of observed covariates.

Three-Dimensional Reconstructions Of Tadpole Chondrocrania From Histological Sections, Gary P. Radice, Mary Kate Boggiano, Mark Desantis, Peter M. Larson, Joseph Oppong, Matthew T. Smetanick, Todd M. Stevens, James Tripp, Rebecca A. Weber, Michael Kerckhove, Rafael O. De Sá

Biology Faculty Publications

Reconstructing three dimensional structures (3DR) from histological sections has always been difficult but is becoming more accessible with the assistance of digital imaging. We sought to assemble a low cost system using readily available hardware and software to generate 3DR for a study of tadpole chondrocrania. We found that a combination of RGB camera, stereomicroscope, and Apple Macintosh PowerPC computers running NIH Image, Object Image, Rotater. and SURFdriver software provided acceptable reconstructions. These are limited in quality primarily by the distortions arising from histological protocols rather than hardware or software.

Integer Maxima In Power Envelopes Of Golay Codewords, Michael W. Cammarano, Meredith L. Walker

Department of Math & Statistics Technical Report Series

This paper examines the distribution of integer peaks amoung Golay cosets in Ζ_4. It will prove that the envelope power of at least one element of every Golay coset of Ζ₄ of length 2^m (for m-even) will have a maximum at exactly 2^m+1. Similarly it will be proven that one element of every Golay coset of Ζ₄ of length 2^m (for m-odd) will have a maximum at exactly 2^m+1. Observations and partial arguments will be made about why Golay cosets of Ζ₄ of length 2^{m …}

A Unified Approach To Difference Sets With Gcd(V, N) > 1, James A. Davis, Jonathan Jedwab

Department of Math & Statistics Faculty Publications

The five known families of difference sets whose parameters (v, k, λ; n) satisfy the condition gcd(v,n) > 1 are the McFarland, Spence, Davis-Jedwab, Hadamard and Chen families. We survey recent work which uses recursive techniques to unify these difference set families, placing particular emphasis on examples. This unified approach has also proved useful for studying semi-regular relative difference sets and for constructing new symmetric designs.

Uniqueness For A Boundary Identification Problem In Thermal Imaging, Kurt Bryan, Lester Caudill

Department of Math & Statistics Faculty Publications

An inverse problem for an initial-boundary value problem is considered. The goal is to determine an unknown portion of the boundary of a region in ℝⁿ from measurements of Cauchy data on a known portion of the boundary. The dynamics in the interior of the region are governed by a differential operator of parabolic type. Utilizing a unique continuation result for evolution operators, along with the method of eigenfunction expansions, it is shown that uniqueness holds for a large and physically reasonable class of Cauchy data pairs.

Isospectral Sets For Fourth-Order Ordinary Differential Operators, Lester Caudill, Peter A. Perry, Albert W. Schueller

Department of Math & Statistics Faculty Publications

Let L(p)u = D⁴u - (p₁u’)’ + p₂u be a fourth-order differential operator acting on L²[0; 1] with p ≡ (p1; p2) belonging to L²_ℝ[0, 1] x L²_ℝ[0, 1] and boundary conditions u(0) = u''(0) = u(1) = u''(1) = 0. We study the isospectral set of L(p) when L(p) has simple spectrum. In particular we show that for such p …

The Set Of Hemispheres Containing A Closed Curve On The Sphere, Mary Kate Boggiano, Mark Desantis

Department of Math & Statistics Technical Report Series

Suppose you get in your car and take a drive on the sphere of radius R, so that when you return to your starting point the odometer indicates you've traveled less than 2πR. Does your path, γ, have to lie in some hemisphere?

This question was presented to us by Dr. Robert Foote of Wabash College. Previous authors chose two points, A and B, on γ such that these points divided γ into two arcs of equal length. Then they took the midpoint of the great circle arc joining A and B to be the North Pole and showed that …

An Inverse Problem In Thermal Imaging, Kurt Bryan, Lester Caudill

Department of Math & Statistics Faculty Publications

This paper examines uniqueness and stability results for an inverse problem in thermal imaging. The goal is to identify an unknown boundary of an object by applying a heat flux and measuring the induced temperature on the boundary of the sample. The problem is studied in both the case in which one has data at every point on the boundary of the region and the case in which only finitely many measurements are available. An inversion procedure is developed and used to study the stability of the inverse problem for various experimental configurations.

A Convergent Reconstruction Method For An Elliptic Operator In Potential Form, Lester Caudill

Department of Math & Statistics Faculty Publications

We investigate the problem of recovering a potential q(x) in the equation -∆u + q(x)u = 0 from overspecified boundary data on the unit square in R². The potential is characterized as a fixed point of a nonlinear operator, which is shown to be a contraction on a ball in C^∝. Uniqueness of q(x) follows, as does convergence of the resulting recovery scheme. Numerical examples, demonstrating the performance of the algorithm, are presented.

Determination Of A Potential From Cauchy Data: Uniqueness And Distinguishability, Lester Caudill

Department of Math & Statistics Faculty Publications

The problem of recovering a potential q(y) in the differential equation:

−∆u + q(y)u = 0 (x,y) &∈ (0, 1) × (0,1)
u(0, y) = u(1, y) = u(x, 0) = 0
u(x, 1) = f(x), u_y(x, 1) = g(x)

is investigated. The method of separation of variables reduces the recovery of q(y) to a non-standard inverse Sturm-Liouville problem. Employing asymptotic techniques and integral operators of Gel'fand-Levitan type, it is shown that, under appropriate conditions on the Cauchy pair (f, g ), q(y) is uniquely determined, in a local sense, up to its mean. We characterize …

A Direct Method For The Inversion Of Physical Systems, Lester Caudill, Herschel Rabitz, Attila Askar

Department of Math & Statistics Faculty Publications

A general algorithm for the direct inversion of data to yield unknown functions entering physical systems is presented. Of particular interest are linear and non-linear dynamical systems. The potential broad applicability of this method is examined in the context of a number of coefficient-recovery problems for partial differential equations. Stability issues are addressed and a stabilization approach, based on inverse asymptotic tracking, is proposed. Numerical examples for a simple illustration are presented, demonstrating the effectiveness of the algorithm.

On The Construction Of A Potential From Cauchy Data, Lester Caudill, Bruce D. Lowe

Department of Math & Statistics Faculty Publications

We investigate the problem of recovering a potential q(y)in the differential equation:

-∆u+q(y)u = 0, (x, y) ∈ (0, 1) x (0, 1),
u(0, y) = u(1, y) = u(x, 0) = 0,
u(x, 1) = f(x), u_y(x, 1) = g(x).

The method of separation of variables reduces the recovery of q(y) to a nonstandard inverse Sturm-Liouville problem. An asymptotic formula is developed that suggests that under appropriate conditions on the Cauchy pair (f, g), q(y) is uniquely determined up to the mean. Moreover, the recovery of …