Physical Sciences and Mathematics Commons^™

Investigation Of Nonlinear Problems Of Heat Conduction In Tapered Cooling Fins Via Symbolic Programming, Hooman Fatoorehchi, Hossein Abolghasemi

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, symbolic programming is employed to handle a mathematical model representing conduction in heat dissipating fins with triangular profiles. As the first part of the analysis, the Modified Adomian Decomposition Method (MADM) is converted into a piece of computer code in MATLAB to seek solution for the mentioned problem with constant thermal conductivity (a linear problem). The results show that the proposed solution converges to the analytical solution rapidly. Afterwards, the code is extended to calculate Adomian polynomials and implemented to the similar, but more generalized, problem involving a power law dependence of thermal conductivity on temperature. The …

Incomplete Market Models Of Carbon Emissions Markets, Walid Mnif

Electronic Thesis and Dissertation Repository

New regulatory frameworks have been developed with the aim of decreasing global greenhouse gas emissions over both short and long time periods. Incentives must be established to encourage the transition to a clean energy economy. Emissions taxes represent a "price" incentive for this transition, but economists agree this approach is suboptimal. Instead, the "quantity" instrument provided by cap-and-trade markets are superior from an economic point of view. This thesis focuses on the cap-and-trade instrument. Carbon emissions markets have recently been implemented in different countries. We summarize the state of world cap-and-trade schemes. We also provide a literature review of existing …

Phase Transitions And Change Of Type In Low-Temperature Heat, Ralph A. Saxton, Katarzyna Saxton

Ralph Saxton

Classical heat pulse experiments have shown heat to propagate in waves through crystalline materials at temperatures close to absolute zero. With increasing temperature, these waves slow down and finally disappear, to be replaced by diffusive heat propagation. Several features surrounding this phenomenon are examined in this work. The model used switches between an internal parameter (or extended thermodynamics) description and a classical (linear or nonlinear) Fourier law setting. This leads to a hyperbolic-parabolic change of type, which allows wavelike features to appear beneath the transition temperature and diffusion above. We examine the region around and immediately below the transition temperature, …

Dark Solitons Of The Qiao's Hierarchy, Rossen Ivanov, Tony Lyons

Articles

We obtain a class of soliton solutions of the integrable hierarchy which has been put forward in a series of works by Z. Qiao. The soliton solutions are in the class of real functions approaching constant value fast enough at infinity, the so-called 'dark solitons'.

Convex Combinations Of Quadrant Dependent Copulas, Martin Egozcue, Luis Fuentes García, Wing Wong, Ricardas Zitikis

Martin Egozcue

It is well known that quadrant dependent (QD) random variables are also quadrant dependent in expectation (QDE). Recent literature has offered examples rigorously establishing the fact that there are QDE random variables which are not QD. The examples are based on convex combinations of specially chosen QD copulas: one negatively QD and another positively QD. In this paper we establish general results that determine when convex combinations of arbitrary QD copulas give rise to negatively or positively QD/QDE copulas. In addition to being an interesting mathematical exercise, the established results are helpful when modeling insurance and financial portfolios.

Local Fractional Fourier Series With Application To Wave Equation In Fractal Vibrating String, Yang Xiaojun

Xiao-Jun Yang

We introduce the wave equation in fractal vibrating string in the framework of the local fractional calculus. Our particular attention is devoted to the technique of the local fractional Fourier series for processing these local fractional differential operators in a way accessible to applied scientists. By applying this technique we derive the local fractional Fourier series solution of the local fractional wave equation in fractal vibrating string and show the fundamental role of the Mittag- Leffler function.

A Modified Resource Distribution Fairness Measure, Zhenmin Chen

Department of Mathematics and Statistics

An important issue of resource distribution is the fairness of the distribution. For example, computer network management wishes to distribute network resource fairly to its users. To describe the fairness of the resource distribution, a quantitative fairness score function was proposed in 1984 by Jain et al. The purpose of this paper is to propose a modified network sharing fairness function so that the users can be treated differently according to their priority levels. The mathematical properties are discussed. The proposed fairness score function keeps all the nice properties of and provides better performance when the network users have different …

Should Voting Be Mandatory? Democratic Decision Making From The Economic Viewpoint, Olga Kosheleva, Vladik Kreinovich, Boakun Li

Departmental Technical Reports (CS)

Many decisions are made by voting. At first glance, the more people participate in the voting process, the more democratic -- and hence, better -- the decision. In this spirit, to encourage everyone's participation, several countries make voting mandatory. But does mandatory voting really make decisions better for the society? In this paper, we show that from the viewpoint of decision making theory, it is better to allow undecided voters not to participate in the voting process. We also show that the voting process would be even better -- for the society as a whole -- if we allow partial …

Ubiquity Of Data And Model Fusion: From Geophysics And Environmental Sciences To Estimating Individual Risk During An Epidemic, Omar Ochoa, Aline Jaimes, Christian Servin, Craig Tweedie, Aaron Velasco, Martine Ceberio, Vladik Kreinovich

Departmental Technical Reports (CS)

In many practical situations, we need to combine the results of measuring a local value of a certain quantity with results of measuring average values of this same quantity. For example, in geosciences, we need to combine the seismic models (which describe density at different locations and depths) with gravity models which describe density averaged over certain regions. Similarly, in estimating the risk of an epidemic to an individual, we need to combine probabilities describe the risk to people of the corresponding age group, to people of the corresponding geographical region, etc. In this paper, we provide general techniques for …

G-Strands, Darryl Holm, Rossen Ivanov, James Percival

Articles

A G-strand is a map g(t,s): RxR --> G for a Lie group G that follows from Hamilton's principle for a certain class of G-invariant Lagrangians. The SO(3)-strand is the G-strand version of the rigid body equation and it may be regarded physically as a continuous spin chain. Here, SO(3)_K-strand dynamics for ellipsoidal rotations is derived as an Euler-Poincar'e system for a certain class of variations and recast as a Lie-Poisson system for coadjoint flow with the same Hamiltonian structure as for a perfect complex fluid. For a special Hamiltonian, the SO(3) …

Revisiting The Newsboy Problem-Optimization With A Little Help From The Airline Industry, Tamas Lengyel

Tamas Lengyel

In a typical inventory planning problem with a life cycle of only one planning period, we incur the cost of production per unit produced, profit per unit sold, loss per unit not sold, and lost revenue per unit ordered but not matched due to the lack of availability. The goal is to find the inventory level that maximizes the expected net profit. Textbooks often use the newsboy problem to illustrate the inventory management paradigm. The derivation of the formulas for the optimal level is usually done on an ad hoc basis, by dull and rote mathematical manipulations, for each modification …

Thermal Detection Of Inaccessible Corrosion, Matthew Charnley, Andrew Rzeznik

Mathematical Sciences Technical Reports (MSTR)

In this paper, we explore the mathematical inverse problem of detecting corroded material on the reverse side of a partially accessible metal plate. We will show how a linearization can be used to simplify the initial problem and explain a regularization method used to obtain acceptable results for the corrosion profile. We will also state and perform some calculations for the full three-dimensional problem for possible future work.

Relativistic Solution Of The N-Body Problem (Ii), Jorge A. Franco

Jorge A Franco

This work is the continuation of the classical approach described in previous paper for constant masses. In here the solution of the movement of a group of N gravitationally attracting bodies around its center of mass CM, given their initial positions and velocities, is developed for variable masses under the Theory of Vectorial Relativity. The strategy of realizing special physical characteristics of forces on the the CM and properties of the reduced mass in the solution of the two-body problem, allowed extending the Newton’s Universal Gravitation Law for applying to two or more attracting bodies, and also allowed operating on …

A Doubling Technique For The Power Method Transformations, Mohan D. Pant, Todd C. Headrick

Mohan Dev Pant

Power method polynomials are used for simulating non-normal distributions with specified product moments or L-moments. The power method is capable of producing distributions with extreme values of skew (L-skew) and kurtosis (L-kurtosis). However, these distributions can be extremely peaked and thus not representative of real-world data. To obviate this problem, two families of distributions are introduced based on a doubling technique with symmetric standard normal and logistic power method distributions. The primary focus of the methodology is in the context of L-moment theory. As such, L-moment based systems of equations are derived for simulating univariate and multivariate non-normal distributions with …

Cyclic Universe With An Inflationary Phase From A Cosmological Model With Real Gas Quintessence, Rossen Ivanov, Emil Prodanov

Articles

Phase-plane stability analysis of a dynamical system describing the Universe as a two-fraction uid containing baryonic dust and real virial gas quintessence is presented. Existence of a stable periodic solution experiencing in ationary periods is shown. A van der Waals quintessence model is revisited and cyclic Universe solution again found.

A Unified Approach To Generalized Stirling Functions, Tian-Xiao He

Scholarship

Here presented is a unified approach to generalized Stirling functions by using generalized factorial functions, $k$-Gamma functions, generalized divided difference, and the unified expression of Stirling numbers defined in \cite{He11}. Previous well-known Stirling functions introduced by Butzer and Hauss \cite{BH93}, Butzer, Kilbas, and Trujilloet \cite{BKT03} and others are included as particular cases of our generalization. Some basic properties related to our general pattern such as their recursive relations, generating functions, and asymptotic properties are discussed, which extend the corresponding results about the Stirling numbers shown in \cite{HS98} to the defined Stirling functions.

An Exercise With The He’S Variation Iteration Method To A Fractional Bernoulli Equation Arising In A Transient Conduction With A Non-Linear Boundary Heat Flux, Jordan Hristov

Jordan Hristov

Surface temperature evolution of a body subjected to a nonlinear heat flux involving counteracting convection heating and radiation cooling has been solved by the variations iteration method (VIM) of He. The surface temperature equations comes as a combination of the time-fractional (half-time) subdiffusion model of the heat conduction and the boundary condition relating the temperature field gradient at the surface through the Riemann-Liouville fractional integral. The result of this equation is a Bernoulli-type ordinary fractional equation with a nonlinear term of 4th order. Two approaches in the identification of the general Lagrange multiplier and a consequent application of VIM have …

How To Define Relative Approximation Error Of An Interval Estimate: A Proposal, Vladik Kreinovich

Departmental Technical Reports (CS)

The traditional definition of a relative approximation error of an estimate X as the ratio |X - x|/|x| does not work when the actual value x is 0. To avoid this problem, we propose a new definition |X - x|/|X|. We show how this definition can be naturally extended to the case when instead of a numerical estimate X, we have an interval estimate [x], i.e., an interval that is guaranteed to contain the actual (unknown) value x.

A Unified Approach To Generalized Stirling Functions, Tian-Xiao He

Tian-Xiao He

Here presented is a unified approach to generalized Stirling functions by using generalized factorial functions, $k$-Gamma functions, generalized divided difference, and the unified expression of Stirling numbers defined in \cite{He11}. Previous well-known Stirling functions introduced by Butzer and Hauss \cite{BH93}, Butzer, Kilbas, and Trujilloet \cite{BKT03} and others are included as particular cases of our generalization. Some basic properties related to our general pattern such as their recursive relations, generating functions, and asymptotic properties are discussed, which extend the corresponding results about the Stirling numbers shown in \cite{HS98} to the defined Stirling functions.

Quantifying Performance Bias In Label Fusion, Alexander M. Venzin

Theses and Dissertations

Classification systems are employed to remotely assess whether an element of interest falls into a target class or non-target class. These systems have uses in fields as far ranging as biostatistics to search engine keyword analysis. The performance of the system is often summarized as a trade-off between the proportions of elements correctly labeled as target plotted against the number of elements incorrectly labeled as target. These are empirical estimates of the true positive and false positive rates. These rates are often plotted to create a receiver operating characteristic (ROC) curve that acts as a visual tool to assess classification …

Approximate Methods For Dynamic Portfolio Allocation Under Transaction Costs, Nabeel Butt

Electronic Thesis and Dissertation Repository

The thesis provides robust and efficient lattice based algorithms for solving dynamic portfolio allocation problems under transaction costs. The early part of the thesis concentrates upon developing a toolbox based on multinomial trees. The multinomial trees are shown to provide a reasonable approximation for most popular transaction cost models in the academic literature. The tool, once forged, is implemented in the powerful Mathematica based parallel computing environment. In the second part of the thesis we provide applications of our framework to real world problems. We show re-balancing portfolios is more valuable in an investment environment where the growth and volatility …

270: How To Win The Presidency With Just 17.56% Of The Popular Vote, Charles D. Wessell

Math Faculty Publications

With the U.S. presidential election fast approaching we will often be reminded that the candidate who receives the most votes is not necessarily elected president. Instead, the winning candidate must receive a majority of the 538 electoral votes awarded by the 50 states and the District of Columbia. Someone with a curious mathematical mind might then wonder: What is the small fraction of the popular vote a candidate can receive and still be elected president? [excerpt]

Fuzzy And Adaptive Neuro-Fuzzy Inference System Of Washing Machine, R.W. Hndoosh

R. W. Hndoosh

Software estimation accuracy is among the greatest challenges for software developers. Fuzzy set theory, Fuzzy system and Neural Networks techniques seem very well suited for typical technical problems. In conjunction with software computing and conventional mathematical methods, hybrid methods can be developed that may prove to be a step forward in modeling geotechnical problems. This study aimed at building two different models, Fuzzy Inference Systems and Adaptive Neuro Fuzzy Inference System and a comparison between them, through an application to real data of the relationship between three inputs (time, temperature of water and the amount of washing powder) during the …

Molecular Dynamics Studies Of Water Flow In Carbon Nanotubes, Alexander D. Marshall

Electronic Thesis and Dissertation Repository

We present classical molecular dynamics (MD) simulations providing insight into the behaviour of water. We focus on confined water, the properties of which are often significantly different from the properties of bulk water.

First, we performed several simulations investigating the handling of long-range interactions in GROMACS [1], a MD simulation package. Selection of simulation protocols such as handling of long-range interactions is often overlooked, sometimes to the significant detriment of the final result [2, 3, 4]. Ensuring that the chosen simulation protocols are appropriate is a critical step in computer simulation.

Second, we performed MD simulations where water flowed between …

Preoperative Planning Of Robotics-Assisted Minimally Invasive Cardiac Surgery Under Uncertainty, Hamidreza Azimian

Electronic Thesis and Dissertation Repository

In this thesis, a computational framework for patient-specific preoperative planning of Robotics-Assisted Minimally Invasive Cardiac Surgery (RAMICS) is developed. It is expected that preoperative planning of RAMICS will improve the rate of success by considering robot kinematics, patient-specific thoracic anatomy, and procedure-specific intraoperative conditions. Given the significant anatomical features localized in the preoperative computed tomography images of a patient's thorax, port locations and robot orientations (with respect to the patient's body coordinate frame) are determined to optimize characteristics such as dexterity, reachability, tool approach angles and maneuverability. In this thesis, two approaches for preoperative planning of RAMICS are proposed that …

Pricing And Trading American Put Options Under Sub-Optimal Exercise Policies, William Wei Xing

Electronic Thesis and Dissertation Repository

No analytical expression has been found for the optimal exercise boundary of finite maturity American put options. This thesis evaluates the performance of approximating the optimal boundary with a class of analytically tractable sub-optimal exercise boundaries which admit known first passage time density functions. The performance is evaluated in two steps, first by computing and comparing the value of the put option under the sub-optimal exercise policy to existing numerical approximation methods such as the binomial price, then by examining the profit/loss of a trader that would result from hedging and trading strategies based on the sub-optimal exercise policy. We …

An L-Moment-Based Analog For The Schmeiser-Deutsch Class Of Distributions, Todd C. Headrick, Mohan D. Pant

Mohan Dev Pant

This paper characterizes the conventional moment-based Schmeiser-Deutsch (S-D) class of distributions through the method of L-moments. The system can be used in a variety of settings such as simulation or modeling various processes. A procedure is also described for simulating S-D distributions with specified L-moments and L-correlations. The Monte Carlo results presented in this study indicate that the estimates of L-skew, L-kurtosis, and L-correlation associated with the S-D class of distributions are substantially superior to their corresponding conventional product-moment estimators in terms of relative bias—most notably when sample sizes are small.

An Analysis Of The Career Length Of Professional Basketball Players, Kwame D. Fynn, Morgan Sonnenschein

The Macalester Review

An interesting problem in professional basketball is predicting how long a player remains in the NBA League. Previous research on this problem has focused on factors such as race, performance in games, and size. We propose to analyze career duration in the NBA based on awards won, position played and biological variables such as height. Using Accelerated Failure Time models, Cox Proportional Hazards models and Kaplan-Meier analyses, we determine that both height and number of awards won lengthen career duration; however, only certain player positions significantly affect career length of a player.

Hard And Soft Error Resilience For One-Sided Dense Linear Algebra Algorithms, Peng Du

Doctoral Dissertations

Dense matrix factorizations, such as LU, Cholesky and QR, are widely used by scientific applications that require solving systems of linear equations, eigenvalues and linear least squares problems. Such computations are normally carried out on supercomputers, whose ever-growing scale induces a fast decline of the Mean Time To Failure (MTTF). This dissertation develops fault tolerance algorithms for one-sided dense matrix factorizations, which handles Both hard and soft errors.

For hard errors, we propose methods based on diskless checkpointing and Algorithm Based Fault Tolerance (ABFT) to provide full matrix protection, including the left and right factor that are normally seen in …

Locust Dynamics: Behavioral Phase Change And Swarming, Chad M. Topaz, Maria R. D'Orsogna, Leah Edelstein-Keshet, Andrew J. Bernoff

Chad M. Topaz

Locusts exhibit two interconvertible behavioral phases, solitarious and gregarious. While solitarious individuals are repelled from other locusts, gregarious insects are attracted to conspecifics and can form large aggregations such as marching hopper bands. Numerous biological experiments at the individual level have shown how crowding biases conversion towards the gregarious form. To understand the formation of marching locust hopper bands, we study phase change at the collective level, and in a quantitative framework. Specifically, we construct a partial integrodifferential equation model incorporating the interplay between phase change and spatial movement at the individual level in order to predict the dynamics of …