Applied Mathematics Commons^™

Analytical Computation Of Proper Orthogonal Decomposition Modes And N-Width Approximations For The Heat Equation With Boundary Control, Tasha N. Fernandez

Masters Theses

Model reduction is a powerful and ubiquitous tool used to reduce the complexity of a dynamical system while preserving the input-output behavior. It has been applied throughout many different disciplines, including controls, fluid and structural dynamics. Model reduction via proper orthogonal decomposition (POD) is utilized for of control of partial differential equations. In this thesis, the analytical expressions of POD modes are derived for the heat equation. The autocorrelation function of the latter is viewed as the kernel of a self adjoint compact operator, and the POD modes and corresponding eigenvalues are computed by solving homogeneous integral equations of the …

Propagation Of Periodic Waves Using Wave Confinement, Paula Cysneiros Sanematsu

Masters Theses

This thesis studies the behavior of the Eulerian scheme, with "Wave Confinement" (WC), when propagating periodic waves. WC is a recently developed method that was derived from the scheme "vorticity confinement" used in fluid mechanics, and it efficiently solves the linear wave equation. This new method is applicable for numerous simulations such as radio wave propagation, target detection, cell phone and satellite communications.

The WC scheme adds a nonlinear term to the discrete wave equation that adds stability with negative and positive diffusion, conserves integral quantities such as total amplitude and wave speed, and it allows wave propagation over long …

Nonlinear Acoustics Of Piston-Driven Gas-Column Oscillations, Andrew William Wilson

Masters Theses

The piston-driven oscillator is traditionally modeled by directly applying boundary conditions to the acoustic wave equations; with better models re-deriving the wave equations but retaining nonlinear and viscous effects. These better models are required as the acoustic solution exhibits singularity near the natural frequencies of the cavity, with an unbounded (and therefore unphysical) solution. Recently, a technique has been developed to model general pressure oscillations in propulsion systems and combustion devices. Here, it is shown that this technique applies equally well to the piston-driven gas-column oscillator; and that the piston experiment provides strong evidence for the validity of the general …

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 …