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An Optimal Threshold Strategy In The Two-Envelope Problem With Partial Information, Martin Egozcue, Luis Fuentes García 2015 Universidad de la Republica Oriental del Uruguay

An Optimal Threshold Strategy In The Two-Envelope Problem With Partial Information, Martin Egozcue, Luis Fuentes García

Martin Egozcue

No abstract provided.


Some Covariance Inequalities For Non-Monotonic Functions With Applications To Mean-Variance Indiference Curves And Bank Hedging, Martin Egozcue 2015 Universidad de la Republica Oriental del Uruguay

Some Covariance Inequalities For Non-Monotonic Functions With Applications To Mean-Variance Indiference Curves And Bank Hedging, Martin Egozcue

Martin Egozcue

No abstract provided.


A Rank 7 Pfaffian System On A 15-Dimensional Manifold With F4 Symmetry Algebra, Ian M. Anderson 2015 Utah State University

A Rank 7 Pfaffian System On A 15-Dimensional Manifold With F4 Symmetry Algebra, Ian M. Anderson

Tutorials on... in 1 hour or less

Let I be a differential system on a manifold M. The infinitesimal symmetry algebra of I is the set of all vectors fields X on M such that preserve I. In this worksheet we present an example, due to E. Cartan of a rank 7 Pfaffian system on a 15-dimensional manifold whose infinitesimal symmetry algebra is the split real form of the exceptional Lie algebra f4 .


Fractional, Bahram Agheli 2015 University of Mazandaran, Babolsar, Iran

Fractional, Bahram Agheli

Bahram Agheli

No abstract provided.


Rainich-Type Conditions For Perfect Fluid Spacetimes, Dionisios Krongos, Charles G. Torre 2014 Utah State University

Rainich-Type Conditions For Perfect Fluid Spacetimes, Dionisios Krongos, Charles G. Torre

Research Vignettes

In this worksheet we describe and illustrate a relatively simple set of new Rainich-type conditions on an n-dimensional spacetime which are necessary and sufficient for it to define a perfect fluid solution of the Einstein field equations. Procedures are provided which implement these Rainich-type conditions and which reconstruct the perfect fluid from the metric. These results provide an example of the idea of geometrization of matter fields in general relativity, which is a purely geometrical characterization of matter fields via the Einstein field equations.


Applications Of Stochastic Control In Energy Real Options And Market Illiquidity, Christian Maxwell 2014 The University of Western Ontario

Applications Of Stochastic Control In Energy Real Options And Market Illiquidity, Christian Maxwell

University of Western Ontario - Electronic Thesis and Dissertation Repository

We present three interesting applications of stochastic control in finance. The first is a real option model that considers the optimal entry into and subsequent operation of a biofuel production facility. We derive the associated Hamilton Jacobi Bellman (HJB) equation for the entry and operating decisions along with the econometric analysis of the stochastic price inputs. We follow with a Monte Carlo analysis of the risk profile for the facility. The second application expands on the analysis of the biofuel facility to account for the associated regulatory and taxation uncertainty experienced by players in the renewables and energy industries. A ...


Approximation Of The Scattering Amplitude Using Nonsymmetric Saddle Point Matrices, Amber Sumner Robertson 2014 University of Southern Mississippi

Approximation Of The Scattering Amplitude Using Nonsymmetric Saddle Point Matrices, Amber Sumner Robertson

Master's Theses

In this thesis we look at iterative methods for solving the primal (Ax = b) and dual (AT y = g) systems of linear equations to approximate the scattering amplitude defined by gTx =yTb. We use a conjugate gradient-like iteration for a unsymmetric saddle point matrix that is contructed so as to have a real positive spectrum. We find that this method is more consistent than known methods for computing the scattering amplitude such as GLSQR or QMR. Then, we use techniques from "matrices, moments, and quadrature" to compute the scattering amplitude without solving the system ...


Visualizing Probabilistic Proof, Enrique Guerra-Pujol 2014 University of Central Florida Dixon School of Accounting & College of Business Administration

Visualizing Probabilistic Proof, Enrique Guerra-Pujol

Washington University Jurisprudence Review

The author revisits the Blue Bus Problem, a famous thought-experiment in law involving probabilistic proof, and presents Bayesian solutions to different versions of the blue bus hypothetical. In addition, the author expresses his solutions in standard and visual formats, that is, in terms of probabilities and natural frequencies.


Diffusion And Adsorption Coefficients Of Aromatic Hydrocarbons In Gas Chromatography Capillary Columns, Gabriela Navarro Tovar 2014 The University of Western Ontario

Diffusion And Adsorption Coefficients Of Aromatic Hydrocarbons In Gas Chromatography Capillary Columns, Gabriela Navarro Tovar

University of Western Ontario - Electronic Thesis and Dissertation Repository

This study focuses on a mathematical description of aromatic species elution peaks from a gas chromatographic BPX5 capillary column. Using the chromatographic peaks, statistical moments are calculated for toluene, naphthalene, phenol and 2-naphthol. This thesis reports two modelling approaches involving laminar gas flow, distribution coefficients (Ks) and diffusion coefficients in the stationary phase (Ds).

Firstly, a model with equilibrium adsorption is considered to describe symmetric peaks for toluene and naphthalene. Moreover, a model with non-equilibrium adsorption is proposed to describe asymmetric peaks of phenol and 2-napthol. In addition to the Ks and Ds parameters, this model ...


Intelligent Firefly Algorithm For Global Optimization, Seif-Eddeen K. Fateen, Adrián Bonilla-Petriciolet 2014 Cairo University

Intelligent Firefly Algorithm For Global Optimization, Seif-Eddeen K. Fateen, Adrián Bonilla-Petriciolet

Seif-Eddeen K Fateen

Intelligent firefly algorithm (IFA) is a novel global optimization algorithm that aims to improve the performance of the firefly algorithm (FA), whichwas inspired by the flashing communication signals among firefly swarms. This chapter introduces the IFA modification and evaluates its performance in comparison with the original algorithm in twenty multi-dimensional benchmark problems. The results of those numerical experiments show that IFA outperformed FA in terms of reliability and effectiveness in all tested benchmark problems. In some cases, the global minimum could not have been successfully identified via the firefly algorithm, except with the proposed modification for FA.


Centered-Difference Applications For Schrödinger's Equation, Matthew Thomas Murachver 2014 California Polytechnic State University - San Luis Obispo

Centered-Difference Applications For Schrödinger's Equation, Matthew Thomas Murachver

Physics

This project enumerates methods utilizing discretized centered-difference approximations on the second order differential equation for quantum particles known as Schrodinger’s Equation. An eigenvalue-eigenfunction scheme is developed to sieve for valid solutions to The Time Independent Schrodinger Equation. Additionally the Crank-Nicolson method is applied to the Time Dependent Schrodinger Equation to describe wavefunction (eigenfunction) time evolution. The validity of these methods is discussed with applications to several fundamental pedagogical introductory quantum mechanic systems.


Nonsmooth Algorithms And Nesterov's Smoothing Technique For Generalized Fermet-Torricelli Problems, Nguyen Mau Nam, Nguyen Thai An, R. Blake Rector, Jie Sun 2014 Portland State University

Nonsmooth Algorithms And Nesterov's Smoothing Technique For Generalized Fermet-Torricelli Problems, Nguyen Mau Nam, Nguyen Thai An, R. Blake Rector, Jie Sun

Mathematics and Statistics Faculty Publications and Presentations

We present algorithms for solving a number of new models of facility location which generalize the classical Fermat--Torricelli problem. Our first approach involves using Nesterov's smoothing technique and the minimization majorization principle to build smooth approximations that are convenient for applying smooth optimization schemes. Another approach uses subgradient-type algorithms to cope directly with the nondifferentiability of the cost functions. Convergence results of the algorithms are proved and numerical tests are presented to show the effectiveness of the proposed algorithms.


Improving Airplane Touchdown Control By Utilizing The Adverse Elevator Effect, Nihad E. Daidzic Ph.D., Sc.D. 2014 AAR Aerospace Consulting, LLC

Improving Airplane Touchdown Control By Utilizing The Adverse Elevator Effect, Nihad E. Daidzic Ph.D., Sc.D.

International Journal of Aviation, Aeronautics, and Aerospace

The main objective of this original research article is to understand the short-term dynamic behavior of the transport-category airplane during landing flare elevator control application. Increasing the pitch angle to arrest the sink rate, the elevator will have to produce negative lift to rotate the airplane’s nose upward. This has an immediate adverse effect of initially accelerating airplane downward. A mathematical model of landing flare based on the flat-Earth longitudinal dynamics of rigid airplane was developed which is realistic only on very short time-scales as pitch stiffness and damping were neglected. Pilot control scenarios using impulse and step elevator ...


Tracing The Origin Of Presolar Grains: Algorithms To Parametrize Supernovae, Justin M. Finkel 2014 Washington University in St Louis

Tracing The Origin Of Presolar Grains: Algorithms To Parametrize Supernovae, Justin M. Finkel

Undergraduate Research Symposium Posters & Abstracts

Certain meteorites contain grains of stardust with isotopic compositions that suggest supernova origins. Furthermore, individual grains often contain signatures from different zones of the star, from the iron-rich core to the hydrogen- and helium-rich envelope. This implies large-scale mixing between layers, and a grain’s specific combination of isotopic ratios can be used to constrain these mixing mechanisms. To this end we have developed an algorithm which, given a grain’s set of measured isotopic ratios and a theoretical supernova model, assigns ‘mixing fractions’ to various zones of the supernova, indicating what fraction of the grain comes from each zone ...


Fuzzy Mathematical Models For The Analysis Of Fuzzy Systems With Application To Liver Disorders, R.W. W. Hndoosh 2014 Softwaer Engneering, M.U.

Fuzzy Mathematical Models For The Analysis Of Fuzzy Systems With Application To Liver Disorders, R.W. W. Hndoosh

R. W. Hndoosh

The main objective of this model is to focus on how to use the model of fuzzy system to solve fuzzy mathematics problems. Some mathematical models based on fuzzy set theory, fuzzy systems and neural network techniques seem very well suited for typical technical problems. We have proposed an extension model of a fuzzy system to N-dimension, using Mamdani's minimum implication, the minimum inference system, and the singleton fuzzifier with the center average defuzzifier. Here construct two different models namely a fuzzy inference system and an adaptive fuzzy system using neural network. We have extended the theorem for accuracy ...


Fuzzy Mathematical Models Of Type-1 And Type-2 For Computing The Parameters And Its Applications, R.W. W. Hndoosh 2014 Softwaer Engneering, M.U.

Fuzzy Mathematical Models Of Type-1 And Type-2 For Computing The Parameters And Its Applications, R.W. W. Hndoosh

R. W. Hndoosh

This work provides mathematical formulas and algorithm in order to calculate the derivatives that being necessary to perform Steepest Descent models to make T1 and T2 FLSs much more accessible to FLS modelers. It provides derivative computations that are applied on different kind of MFs, and some computations which are then clarified for specific MFs. We have learned how to model T1 FLSs when a set of training data is available and provided an application to derive the Steepest Descent models that depend on trigonometric function (SDTFM). This work, also focused on an interval type-2 non-singleton type-2 FLS (IT2 NS-T2 ...


Component Trees For The Exploration Of Macromolecular Structures In Biology, Lucas Oliveira 2014 City University of New York, Graduate Center

Component Trees For The Exploration Of Macromolecular Structures In Biology, Lucas Oliveira

Dissertations and Theses, 2014-Present

Understanding the three-dimensional structure of a macromolecular complex is essential for understanding its function. A component tree is a topological and geometric image descriptor that captures information regarding the structure of an image based on the connected components determined by different grayness thresholds. This dissertation presents a novel interactive framework for visual exploration of component trees of the density maps of macromolecular complexes, with the purpose of improved understanding of their structure. The interactive exploration of component trees together with a robust simplification methodology provide new insights in the study of macromolecular structures. An underlying mathematical theory is introduced and ...


Partitioning Bipartite Graphs: A Modified Louvain, Emily Diana 2014 Yale University

Partitioning Bipartite Graphs: A Modified Louvain, Emily Diana

Yale Day of Data

Abstract

How do we find communities in a graph? How does this change if the graph is bipartite? The Louvain method maximizes links within communities and minimizes those between in order to determine an optimal grouping. Yet, because it may fail when bipartite restrictions are introduced, we have adjusted the null model so as to improve performance in these conditions.

Conclusion

Our Bipartite Louvain is more robust with respect to permutations of vertices than the standard Louvain. For our synthetic examples, Bipartite Louvain typically yields a higher modularity and uncovers the ground truth communities with a higher probability. In the ...


A Two-Light Version Of The Classical Hundred Prisoners And A Light Bulb Problem: Optimizing Experimental Design Through Simulations, Alexander S. Barrett, Cyril Rakovski 2014 Chapman University

A Two-Light Version Of The Classical Hundred Prisoners And A Light Bulb Problem: Optimizing Experimental Design Through Simulations, Alexander S. Barrett, Cyril Rakovski

e-Research: A Journal of Undergraduate Work

We propose five original strategies of successively increasing complexity and efficiency that address a novel version of a classical mathematical problem that, in essence, focuses on the determination of an optimal protocol for exchanging limited amounts of information among a group of subjects with various prerogatives. The inherent intricacy of the problem�solving protocols eliminates the possibility to attain an analytical solution. Therefore, we implemented a large-scale simulation study to exhaustively search through an extensive list of competing algorithms associated with the above-mentioned 5 generally defined protocols. Our results show that the consecutive improvements in the average amount of time ...


Optimal Contract Design For Co-Development Of Companion Diagnostics, Rodney T. Tembo 2014 The University of Western Ontario

Optimal Contract Design For Co-Development Of Companion Diagnostics, Rodney T. Tembo

University of Western Ontario - Electronic Thesis and Dissertation Repository

As the number of new drugs requiring companion diagnostics rises, more and more partnerships are formed between drug and diagnostics manufacturers to develop the necessary companion diagnostic. An increasingly significant issue is that of the optimal revenue/profit sharing or compensation schemes for such partnerships. We investigate the structure of an optimal compensation scheme under a scenario where a large pharmaceutical firm that is developing a drug intends to partner with a smaller diagnostics firm to develop a companion diagnostic test for the drug. We describe an optimal contract as one that maximizes the pharmaceutical firm's expected profits while ...


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