Applied Mathematics Commons^™

A New Proper Orthogonal Decomposition Method With Second Difference Quotients For The Wave Equation, Andrew Calvin Janes

Masters Theses

"Recently, researchers have investigated the relationship between proper orthogonal decomposition (POD), difference quotients (DQs), and pointwise in time error bounds for POD reduced order models of partial differential equations. In \cite {Sarahs}, a new approach to POD with DQs was developed that is more computationally efficient than the standard DQ POD approach and it also retains the guaranteed pointwise in time error bounds of the standard method. In this thesis, we extend the new DQ POD approach from \cite {Sarahs} to the case of second difference quotients (DDQs). Specifically, a new POD method utilizing DDQs and only one snapshot and …

The Application Of Statistical Modeling To Identify Genetic Associations With Mild Traumatic Brain Injury Outcomes, Caroline Schott

Masters Theses

"Traumatic brain injury (TBI) is a growing health concern, with millions of TBI diagnoses in the United States each year. The vast majority of TBI diagnoses are mild traumatic brain injuries (mTBI), which can be challenging to manage due to variation in symptoms and outcomes. Most individuals with mTBI successfully recover quickly, but a small subset has a delayed recovery. Although the factors that contribute to this variation in recovery are not clearly understood, it is possible that genetic differences may play a role. Very few studies have investigated the association between single nucleotide polymorphisms (SNPs) with mTBI outcomes and …

Meta-Analysis Of Mesenchymal Stem Cell Gene Expression Data From Obese And Non-Obese Patients, Dakota William Shields

Masters Theses

"The prevalence of gene expression microarray datasets in public repositories gives opportunity to analyze biologically interesting datasets without running the laboratory aspect in house. Such experimentation is expensive in terms of finances, time, and expertise, which often results in low numbers of replicates. Meta-analysis techniques attempt to overcome issues due to few biological or technical replicates by combining separate experiments together to increase statistical power. Proper statistical considerations help to offset issues like simultaneous testing of thousands of genes, unintended hybridization, and other noises.

Microarrays contain light intensities from tens of thousands of hybridized probes giving a measure of gene …

Several Problems In Nonlinear Schrödinger Equations, Tim Van Hoose

Masters Theses

“We study several different problems related to nonlinear Schrödinger equations….

We prove several new results for the first equation: a modified scattering result for both an averaged version of the equation and the full equation, as well as a set of Strichartz estimates and a blowup result for the 3d cubic problem.

We also present an exposition of the classical work of Bourgain on invariant measures for the second equation in the mass-subcritical regime”--Abstract, page iv.

Continuous And Discrete Models For Optimal Harvesting In Fisheries, Nagham Abbas Al Qubbanchee

Masters Theses

"This work focuses on the logistic growth model, where the Gordon-Schaefer model is considered in continuous time. We view the Gordon-Schaefer model as a bioeconomic equation involved in the fishing business, considering biological rates, carrying capacity, and total marginal costs and revenues. In [25], the authors illustrate the analytical solution of the Schaefer model using the integration by parts method and two theorems. The theorems have many assumptions with many different strategies. Due to the nature of the problem, the optimal control system involves many equations and functions, such as the second root of the equation. We concentrate on Theorem …

The Application Of Machine Learning Models In The Concussion Diagnosis Process, Sujit Subhash

Masters Theses

“Concussions represent a growing health concern and are challenging to diagnose and manage. Roughly four million concussions are diagnosed every year in the United States. Although research into the application of advanced metrics such as neuroimages and blood biomarkers has shown promise, they are yet to be implemented at a clinical level due to cost and reliability concerns. Therefore, concussion diagnosis is still reliant on clinical evaluations of symptoms, balance, and neurocognitive status and function. The lack of a universal threshold on these assessments makes the diagnosis process entirely reliant on a physician’s interpretation of these assessment scores. This study …

Decoupled Finite Element Methods For General Steady Two-Dimensional Boussinesq Equations, Lioba Boveleth

Masters Theses

"This work presents two kinds of decoupled finite element methods for the steady natural convection problem in two dimensions. Firstly, the standard Galerkin finite element method is derived in detail stating algorithms needed for the realization in MATLAB. A numerical example verifies the error convergence. Secondly, using iteration, the Boussinesq equations are decoupled into the Navier-Stokes equations and a parabolic problem. The resulting problems are solved either in parallel or sequentially. Finally, the same numerical example as before is used to confirm the convergence and analyze the methods in terms of iteration performance. In addition to a higher flexibility and …

An Investigation Of The Influence Of The 2007-2009 Recession On The Day Of The Week Effect For The S&P 500 And Its Sectors, Marcel Alwin Trick

Masters Theses

"Several studies have shown that the mean returns and the volatility structure of stock markets change seasonally or by day of the week. For instance, some authors found out that Monday returns are lower compared to Friday returns or that volatility on Wednesdays are lower compared to the rest of the week. Other researchers showed that these effects have changed after certain periods of economic stress. This led to the question, whether the day of the week effects in returns and volatility are in the US stock market and if patterns have changed from pre-recession through the 2007-2009 recession into …

Models For High Dimensional Spatially Correlated Risks And Application To Thunderstorm Loss Data In Texas, Tobias Merk

Masters Theses

"Insurance claims caused by natural disasters exhibit spatial dependence with the strength of dependence being based on factors such as physical distance and population density, to name a few. Accounting for spatial dependence is therefore of crucial importance when modeling these types of claims. In this work, we present an approach to assess spatially dependent insurance risks using a combination of linear regression and factor copula models. Specifically, in loss modeling, observed dependence patterns are highly nonlinear, thus copula-based models seem appropriate since they can handle both linear and nonlinear dependence. The factor copula approach for estimating the spatial dependence …

A Review Of Random Matrix Theory With An Application To Biological Data, Jesse Aaron Marks

Masters Theses

"Random matrix theory (RMT) is an area of study that has applications in a wide variety of scientific disciplines. The foundation of RMT is based on the analysis of the eigenvalue behavior of matrices. The eigenvalues of a random matrix (a matrix with stochastic entries) will behave differently than the eigenvalues from a matrix with non-random properties. Studying this bifurcation of the eigenvalue behavior provides the means to which system-specific signals can be distinguished from randomness. In particular, RMT provides an algorithmic approach to objectively remove noise from matrices with embedded signals.

Major advances in data acquisition capabilities have changed …

The Pantograph Equation In Quantum Calculus, Thomas Griebel

Masters Theses

"In this thesis, the pantograph equation in quantum calculus is investigated. The pantograph equation is a famous delay differential equation that has been known since 1971. Till the present day, the continuous and the discrete cases of the pantograph equation are well studied. This thesis deals with different pantograph equations in quantum calculus. An explicit solution representation and the exponential behavior of solutions of a pantograph equation are proved. Furthermore, several pantograph equations regarding asymptotic stability are considered. In fact, conditions for the asymptotic stability of the zero solution are derived and subsequently illustrated by examples. Moreover, an explicit solution …

Family-Based Association Studies Of Autism In Boys Via Facial-Feature Clusters, Luke Andrew Settles

Masters Theses

"Autism spectrum disorder (ASD) refers to a set of developmental disorders with varied attributes. Due to its substantial heterogeneity in terms of behavioral and clinical phenotypes, it is challenging to discern the genetic biomarkers behind ASD, even though the disease is known to be genetic in nature. This serves as a motivation to detect relationships between single nucleotide polymorphisms (SNPs) and a causal autism disease susceptibility locus (DSL) within more homogeneous subgroups. Recently, clinically meaningful subclassifications of ASD have been discovered utilizing facial features of prepubescent boys. Therefore, through the employment of data from 44 prepubertal Caucasian boys with ASD …

Pricing Of Geometric Asian Options In General Affine Stochastic Volatility Models, Johannes Ruppert

Masters Theses

"In this thesis, we look at the general affine pricing model introduced in [11]. This model allows to price geometric Asian options, which are of big interest due to their lower volatility in comparison to, for example, European options. Because of their structure and in order to be able to price these options, we look at the basic theory of Lévy processes and stochastic calculus. Furthermore, we provide the detailed description of the parameters of the pricing formulas for some popular specific single-factor stochastic volatility models with jumps and generalize the approach of [11] to multi-factor models"--Abstract, page iii.

Application Of Loglinear Models To Claims Triangle Runoff Data, Netanya Lee Martin

Masters Theses

"In this thesis, we presented in detail different aspects of Verrall's chain ladder method and their advantages and disadvantages. Insurance companies must ensure there are enough reserves to cover future claims. To that end, it is useful to estimate mean expected losses. The chain ladder technique under a general linear model is the most widely used method for such estimation in property and casualty insurance. Verrall's chain ladder technique develops estimators for loss development ratios, mean expected ultimate claims, Bayesian premiums, and Bühlmann credibility premiums. The chain ladder technique can be used to estimate loss development in cases where data …

Some Combinatorial Applications Of Sage, An Open Source Program, Jessica Ruth Chowning

Masters Theses

"In this thesis, we consider the usefulness of Sage, an online and open-source program, in analyzing permutation puzzles such as the Rubik's cube and a specific combinatorial structure called the projective plane. Many programs exist to expedite calculations in research and provide previously-unavailable solutions; some require purchase, while others, such as Sage, are available for free online. Sage is asked to handle a small permutation puzzle called Swap, and then we explore how it calculates solutions for a Rubik's cube. We then discuss projective planes, Sage's library of functions for dealing with projective planes, and how they relate to the …

Immersed Finite Element Method For Interface Problems With Algebraic Multigrid Solver, Wenqiang Feng

Masters Theses

"This thesis is to discuss the bilinear and 2D linear immersed finite element (IFE) solutions generated from the algebraic multigrid solver for both stationary and moving interface problems. In contrast to the body-fitting mesh restriction of the traditional finite element methods or finite difference methods for interface problems, a number of numerical methods based on structured meshes independent of the interface have been developed. When these methods are applied to the real world applications, we often need to solve the corresponding large scale linear systems many times, which demands efficient solvers. The algebraic multigrid (AMG) method is a natural choice …

Lattice Residuability, Philip Theodore Thiem

Masters Theses

"Residuated lattices form the basis of certain kinds of logical interpretations. Also, complete commutative integral zero-bounded residuated lattices are used as a set of truth values for fuzzy logic values, Which are more general than the traditional bounded interval introduced by Zadeh. At times, it is important to know whether or not the lattice can be residuated in the first place. This thesis reviews the literature in lattice residuability and adds more observations. Specifically, (1) bounded chains and top-residuated lattices are show [sic] to be residuable, and (2) additional conditions necessary for residuability are established"--Abstract, page iii.

A Time Series Approach To Electric Load Modelling, Matthias Benjamin Noller

Masters Theses

"With resources becoming more and more scarse [sic] as well as increasing competition caused by the liberalisation of the energy markets electric load modelling becomes ever more important for proper resource allocation.

This work tries to bridge the gap between long-term modelling done mainly via econometric approaches and short-term modelling in which time series models are more commonplace by focussing [sic] on pure time series modelling [sic] and exploring its limits in the process. Due to various seasonalities present in the data the approach chosen starts with a subdivision of the time axis in different time frames: A model for …

Closed-Form Solutions To Discrete-Time Portfolio Optimization Problems, Mathias Christian Goeggel

Masters Theses

"In this work, we study some discrete time portfolio optimization problems. After a brief introduction of the corresponding continuous time models, we introduce the discrete time financial market model. The change in asset prices is modeled in contrast to the continuous time market by stochastic difference equations. We provide solutions for these stochastic difference equations. Then we introduce the discrete time risk-measure and the portfolio optimization problems. We provide closed form solutions to the discrete time problems. The main contribution of this thesis are the closed form solutions to the discrete time portfolio models. For simulation purposes the discrete time …

The Analogue Of The Iterated Logarithm For Quantum Difference Equations, Karl Friedrich Ulrich

Masters Theses

"In this thesis, we consider oscillation and nonoscillation of q-difference equations, i.e., equations that arise while studying q-calculus. In particular, we prove an extension of Kneser’s theorem on q-calculus to cases in which no conclusion can be drawn by applying Kneser’s theorem. In order to accomplish this, we establish a change of variables which yields, when applied iteratively, a sequence of comparison functions. We use these comparison functions to establish our main result. Finally, we consider an analogue result for time scales which are unbounded from above"--Abstract, page iii.

Dynamic Equations With Piecewise Continuous Argument, Christian Keller

Masters Theses

"We extend the theory of differential equations with piecewise continuous argument to general time scales. Linear and quasi-linear systems of functional dynamic equations with alternating retarding and advanced argument will be investigated and conditions for globally asymptotic stability of those systems will be stated and proven. Furthermore, oscillation criteria for linear first-order equations with piecewise continuous argument will be established"--Abstract, page iii.

Some Properties Of Hereditarily Indecomposable Chainable Continua, Thomas John Kacvinsky

Masters Theses

"In 1920, B. Knaster and C. Kuratowski raised the question of whether each homogeneous plane continuum is a simple closed curve. In 1921, S. Mazurkiewicz raised the question of whether each subcontinuum of Euclidean n-space which is homeomorphic to each of its subcontinua is necessarily an arc. In that same year, B. Knaster and C. Kuratowski raised the question of whether there exists a nondegenerate hereditarily indecomposable continuum.

The third question was answered in the affirmative in 1922 by B. Knaster, when he constructed a nondegenerate hereditarily indecomposable subcontinuum of the plane.

The second question was answered in 1947 by …

Models For Molecular Vibration, Allan Bruce Capps

Masters Theses

“The purpose of the investigation is to determine if a classical model can be used to characterize molecular vibrational and librational (restricted rotation) frequencies. In general, the model treats a molecule as asymmetrical and rigid and simulates the intermolecular forces by springs along the bonds. Molecules constrained to a plane and molecules free to move in three dimensions are analyzed. The frequencies of water molecules are investigated, in particular. The model and analytic components are found to function well. Within the limits set for the model, the water molecule simulation is not successful as the motion becomes anharmonic for energy …

Tschebyscheff Fitting With Polynomials And Nonlinear Functions, George F. Luffel

Masters Theses

"It is the purpose of this study to survey the properties of the Tschebyscheff polynomials with particular reference to how they are employed as approximants and interpolants. The survey is extended to include the process known as "Tschebyscheff Approximation" or "Tschebyscheff Fitting" of a function by functions other than polynomials. One such fitting technique which will be of particular interest in this study is that of fitting f(x) by the function ab^x + c where a, b, c are real and b ≠ 1. In addition to a survey of the properties of the Tschebyscheff polynomials and of Tschebyscheff …

Latent Class Analysis And Information Retrieval, George Loyd Jensen

Masters Theses

"Information retrieval may be defined roughly as a procedure to either locate or physically retrieve a document or documents containing information on a given topic with a high degree of reliability. Information retrieval is one of the newest fields in computing science. Being so new there are many unexplored areas. The research that has been done has not been standardized beyond the point of the effort which has been slanted toward solving the "Library Problem" ... Several different information retrieval methods have been suggested and some research done on them to try and solve the "Library Problem". Of these methods …

Linear And Quadratic Programming With More Than One Objective Function, William John Lodholz

Masters Theses

"A computational procedure is presented for determining optimal solutions to the linear and quadratic programming problem when there is more than one objective function subject to linear constraints. In general a unique solution does not exist and a set of "best" or "efficient" points is determined and presented in graphical or tabular form. To solve the mathematical programming problems the simplex method is used for linear objective functions and Wolfe's method is used for quadratic objective functions"--Abstract, page ii.

A Study Of Certain Conservative Sets For Parameters In The Linear Statistical Model, Roger Alan Chapin

Masters Theses

"In the case of the linear statistical model, it has been shown that under certain conditions the confidence intervals obtained by considering the parameters one at a time are conservative when used as a joint confidence region, using the product of confidences as the confidence. However, nothing had been known of how conservative they are. This research provides accurate estimates of the true confidence for these cases.

Also, it has not yet been proved that they are indeed conservative for all cases. It is thought that they are, and the results of this research support this conjecture"--Abstract, page ii.

Comparison Of Methods To Select A Probability Model, Howard Lyndal Colburn

Masters Theses

"A comparison is made between the estimates of the parameters in a gamma distribution obtained by the method of moments with those obtained by a numerical approximation to the maximum likelihood estimates. The estimates obtained by the numerical approximation had a smaller mean squared error from the true value than the estimates obtained by the method of moments. Modifications to tests of fit are made in order to develop methods to select a distribution from a set of possible distributions for a population with an unknown distribution. These selection methods are compared in their ability to make correct selections. Although …

A Study Of Methods For Estimating Parameters In The Model Y(T) = A₁E-P₁T + A₂E-P₂T + Ε, Gerald Nicholas Haas

Masters Theses

“In this study, methods for estimating the unknown parameters A₁, A₂, p₁, and p₂ in the model
y(t) = A₁e^-p₁t + A₂e^-p₁t + ϵ
where ϵ ~ N(0, σ) are investigated. In the model investigated, A₁, A₂, p₁, and p₂ are positive.

Four methods, one non-iterative method and three iterative methods, for estimating parameters in this model are investigated. The non-iterative method is known as Prony's Method. The three iterative methods are (1) the Modified Gauss …

The Effect Of Matrix Condition In The Solution Of A System Of Linear Algebraic Equations., Herbert R. Alcorn

Masters Theses

"The solution of a system of linear non-homogeneous equations may contain errors which originate from many sources. A system of linear equations in which small changes in the coefficients cause large changes in the solution is unstable and the coefficient matrix is ill- conditioned .

The purpose of this study is to define several measures of matrix condition and to test them by correlation with a measure of the actual errors introduced into a system of equations.

The study indicates that three of the five measures of condition tested were reliable indices of the magnitude of error to expect in …