Physical Sciences and Mathematics Commons^™

Dynamics Of Discs In A Nematic Liquid Crystal, Alena Antipova

Electronic Thesis and Dissertation Repository

In this thesis, a new way of simulating a two-way coupling between a liquid crystal and an immersed object is proposed. It can be used for objects of various geometries and can be expanded to be used for an object of any geometry. Additionally, a simple yet effective model was suggested for calculations of transmitted light through a nematic liquid crystal sample. This model allowed us to clarify the behavior of a ferromagnetic disc in a nematic liquid crystal observed in experiments and incorrectly interpreted at that time.

Our simulations have demonstrated the following: in the absence of external forces …

Modelling The Impact Of Climate Change On The Polar Bear Population In Western Hudson Bay, Nicole Bastow

Electronic Thesis and Dissertation Repository

The aim of this thesis is to model the impact of climate change on polar bear populations. The first model is a discrete matrix model with time-dependent parameters, which are influenced by temperature increases. Sensitivity analysis is done on the model. Numerical simulations predict there exist several scenarios that result in polar bear extinction. When the impact of climate warming is low the population is predicted to die out in 300 years and for higher levels of impact the population can be extinct within 6. The second model is a system of continuous delay differential equations with time-dependent parameters, also …

Study Of Infectious Diseases By Mathematical Models: Predictions And Controls, Sm Ashrafur Rahman

Electronic Thesis and Dissertation Repository

The aim of this thesis is to understand the spread, persistence and prevention mechanisms of infectious diseases by mathematical models. Microorganisms that rapidly evolve pose a constant threat to public health. Proper understanding of the transmission machinery of these existing and new pathogens may facilitate devising prevention tools. Prevention tools against transmissions, including vaccines and drugs, are evolving at a similar pace. Efficient implementation of these new tools is a fundamental issue of public health. We primarily focus on this issue and explore some theoretical frameworks.

Pre-exposure prophylaxis (PrEP) is considered one of the promising interventions against HIV infection as …

Studies Of Contingent Capital Bonds, Jingya Li

Electronic Thesis and Dissertation Repository

A contingent capital bond (CCB) is a subordinated security that converts to common shares when a predetermined trigger is breached. The 2008 financial crisis and the Basel III motivate the issuance of CCBs, aiming to mitigate the too-big-to-fail problem in financial distress and to resolve financial institutions by bailing in with the firm’s own capital rather than a bailing out using the taxpayers’ money.

Within the structural modelling framework, we consider the pricing of CCBs with an affine geometric Brownian motion by assuming that coupon payments have impact on the asset value dynamics. We extend the capital structure into four …

Evolution Of Mobile Promoters In Prokaryotic Genomes., Mahnaz Rabbani

Electronic Thesis and Dissertation Repository

Mobile genetic elements are important factors in evolution, and greatly influence the structure of genomes, facilitating the development of new adaptive characteristics. The dynamics of these mobile elements can be described using various mathematical and statistical models. In this thesis, we focus on a specific category of mobile genetic elements, i.e. mobile promoters, which are mobile regions of DNA that initiate the transcription of genes. We present a class of mathematical models for the evolution of mobile promoters in prokaryotic genomes, based on data obtained from available sequenced genomes. Our novel location-based model incorporates two biologically meaningful regions of the …

Secondary Electrohydrodynamic Flow Generated By Corona And Dielectric Barrier Discharges, Mohammadreza Ghazanchaei

Electronic Thesis and Dissertation Repository

One of the main goals of applied electrostatics engineering is to discover new perspectives in a wide range of research areas. Controlling the fluid media through electrostatic forces has brought new important scientific and industrial applications. Electric field induced flows, or electrohydrodynamics (EHD), have shown promise in the field of fluid dynamics. Although numerous EHD applications have been explored and extensively studied so far, most of the works are either experimental studies, which are not capable to explain the in depth physics of the phenomena, or detailed analytical studies, which are not time effective. The focus of this study is …

Tropical Cyclone Wind Hazard Assessment For Southeast Part Of Coastal Region Of China, Sihan Li

Electronic Thesis and Dissertation Repository

Tropical cyclone (TC) or typhoon wind hazard and risk are significant for China. The return period value of the maximum typhoon wind speed is used to characterize the typhoon wind hazard and assign wind load in building design code. Since the historical surface observations of typhoon wind speed are often scarce and of short period, the typhoon wind hazard assessment is often carried out using the wind field model and TC track model. For a few major cities in the coastal region of mainland China, simple or approximated wind field models and a circular subregion method (CSM) have been used …

The Effect Of Diversification On The Dynamics Of Mobile Genetic Elements In Prokaryotes: The Birth-Death-Diversification Model, Nicole E. Drakos

Electronic Thesis and Dissertation Repository

Mobile genetic elements (MGEs) are ubiquitous among prokaryotes, and have important implications to many areas, such as the evolution of certain genes, bioengineering and the spread of antibiotic resistance. In order to understand the complex dynamics of MGEs, mathematical models are often used. One model that has been used to describe the dynamics of mobile promoters (a class of MGEs) is the birth-death-diversification model. This model is unique in that it allows MGEs to diversify to create new families. In this thesis, I analyze the dynamics of this model; in particular, I examine equilibrium distributions, extinction probabilities and mean time …

Algorithms To Compute Characteristic Classes, Martin Helmer

Electronic Thesis and Dissertation Repository

In this thesis we develop several new algorithms to compute characteristics classes in a variety of settings. In addition to algorithms for the computation of the Euler characteristic, a classical topological invariant, we also give algorithms to compute the Segre class and Chern-Schwartz-MacPherson (CSM) class. These invariants can in turn be used to compute other common invariants such as the Chern-Fulton class (or the Chern class in smooth cases).

We begin with subschemes of a projective space over an algebraically closed field of characteristic zero. In this setting we give effective algorithms to compute the CSM class, Segre class and …

Extensions Of The Cross-Entropy Method With Applications To Diffusion Processes And Portfolio Losses, Alexandre Scott

Electronic Thesis and Dissertation Repository

Rare event simulation is a crucial part of simulations. In financial mathematics, the study of rare events appear naturally when we consider risk measures such as the conditional value at risk. This thesis is composed of three related papers treating the rare event simulations subject: the first paper addresses rare event simulations using for diffusion processes, the second paper addresses rare event simulations for the normal and the Student t-copula model while the last paper addresses rare event simulations for a portfolio model where there is a correlation structure between the loss-given-default and the probability of default.

Determination Of Lie Superalgebras Of Supersymmetries Of Super Differential Equations, Xuan Liu

Electronic Thesis and Dissertation Repository

Superspaces are an extension of classical spaces that include certain (non-commutative) supervariables. Super differential equations are differential equations defined on superspaces, which arise in certain popular mathematical physics models. Supersymmetries of such models are superspace transformations which leave their sets of solutions invariant. They are important generalization of classical Lie symmetry groups of differential equations.

In this thesis, we consider finite-dimensional Lie supersymmetry groups of super differential equations. Such supergroups are locally uniquely determined by their associated Lie superalgebras, and in particular by the structure constants of those algebras. The main work of this thesis is providing an algorithmic method …

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

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 …

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

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 (K_s) and diffusion coefficients in the stationary phase (D_s).

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 K_s and D …

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

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 offering enough …

Bifurcation Of Limit Cycles In Smooth And Non-Smooth Dynamical Systems With Normal Form Computation, Yun Tian

Electronic Thesis and Dissertation Repository

This thesis contains two parts. In the first part, we investigate bifurcation of limit cycles around a singular point in planar cubic systems and quadratic switching systems. For planar cubic systems, we study cubic perturbations of a quadratic Hamiltonian system and obtain 10 small-amplitude limit cycles bifurcating from an elementary center, for which up to 5th-order Melnikov functions are used. Moreover, we prove the existence of 12 small-amplitude limit cycles around a singular point in a cubic system by computing focus values. For quadratic switching system, we develop a recursive algorithm for computing Lyapunov constants. With this efficient algorithm, we …

Observational Signatures From Self-Gravitating Protostellar Disks, Alexander L. Desouza

Electronic Thesis and Dissertation Repository

Protostellar disks are the ubiquitous corollary outcome of the angular momentum conserving, gravitational collapse of molecular cloud cores into stars. Disks are an essential component of the star formation process, mediating the accretion of material onto the protostar, and for redistributing excess angular momentum during the collapse. We present a model to explain the observed correlation between mass accretion rates and stellar mass that has been inferred from observations of intermediate to upper mass T Tauri stars. We explain this correlation within the framework of gravitationally driven torques parameterized in terms of Toomre’s Q criterion. Our models reproduce both the …

Understanding Recurrent Disease: A Dynamical Systems Approach, Wenjing Zhang

Electronic Thesis and Dissertation Repository

Recurrent disease, characterized by repeated alternations between acute relapse and long re- mission, can be a feature of both common diseases, like ear infections, and serious chronic diseases, such as HIV infection or multiple sclerosis. Due to their poorly understood etiology and the resultant challenge for medical treatment and patient management, recurrent diseases attract much attention in clinical research and biomathematics. Previous studies of recurrence by biomathematicians mainly focus on in-host models and generate recurrent patterns by in- corporating forcing functions or stochastic elements. In this study, we investigate deterministic in-host models through the qualitative analysis of dynamical systems, to …

Estimation Of Hidden Markov Models And Their Applications In Finance, Anton Tenyakov

Electronic Thesis and Dissertation Repository

Movements of financial variables exhibit extreme fluctuations during periods of economic crisis and times of market uncertainty. They are also affected by institutional policies and intervention of regulatory authorities. These structural changes driving prices and other economic indicators can be captured reasonably by models featuring regime-switching capabilities. Hidden Markov models (HMM) modulating the model parameters to incorporate such regime-switching dynamics have been put forward in recent years, but many of them could still be further improved. In this research, we aim to address some of the inadequacies of previous regime-switching models in terms of their capacity to provide better forecasts …

Options Pricing And Hedging In A Regime-Switching Volatility Model, Melissa A. Mielkie

Electronic Thesis and Dissertation Repository

Both deterministic and stochastic volatility models have been used to price and hedge options. Observation of real market data suggests that volatility, while stochastic, is well modelled as alternating between two states. Under this two-state regime-switching framework, we derive coupled pricing partial differential equations (PDEs) with the inclusion of a state-dependent market price of volatility risk (MPVR) term.

Since there is no closed-form solution for this pricing problem, we apply and compare two approaches to solving the coupled PDEs, assuming constant Poisson intensities. First we solve the problem using numerical solution techniques, through the application of the Crank-Nicolson numerical scheme. …

Optimizing The Analysis Of Electroencephalographic Data By Dynamic Graphs, Mehrsasadat Golestaneh

Electronic Thesis and Dissertation Repository

The brain’s underlying functional connectivity has been recently studied using tools offered by graph theory and network theory. Although the primary research focus in this area has so far been mostly on static graphs, the complex and dynamic nature of the brain’s underlying mechanism has initiated the usage of dynamic graphs, providing groundwork for time sensi- tive and finer investigations. Studying the topological reconfiguration of these dynamic graphs is done by exploiting a pool of graph metrics, which describe the network’s characteristics at different scales. However, considering the vast amount of data generated by neuroimaging tools, heavy computation load and …

Study Of Virus Dynamics By Mathematical Models, Xiulan Lai

Electronic Thesis and Dissertation Repository

This thesis studies virus dynamics within host by mathematical models, and topics discussed include viral release strategies, viral spreading mechanism, and interaction of virus with the immune system.

Firstly, we propose a delay differential equation model with distributed delay to investigate the evolutionary competition between budding and lytic viral release strategies. We find that when antibody is not established, the dynamics of competition depends on the respective basic reproduction numbers of the two viruses. If the basic reproductive ratio of budding virus is greater than that of lytic virus and one, budding virus can survive. When antibody is established for …

A Molecular Simulation Study On Micelle Fragmentation And Wetting In Nano-Confined Channels, Mona Habibi

Electronic Thesis and Dissertation Repository

We performed coarse-grained molecular-dynamics (MD) simulations to study the structural and dynamical properties of surfactant micelles in equilibrium and under Poiseuille-like flow in a nano-confined geometry. We used the MARTINI force-field to model the interactions between water molecules, counter-ions, and sodium dodecyl sulfate (SDS) surfactants. SDS surfactant was chosen as the standard model because of its potential application in drug delivery systems. First, we focused on the self-assembly of SDS in equilibrium. To form stable spherical mi- celles, we ran simulations in the isothermal-isobaric ensemble (NPT) on a system of free SDS surfactants, counter-ions and water molecules. We studied the …

Image Fusion And Axial Labeling Of The Spine, Brandon Miles

Electronic Thesis and Dissertation Repository

In order to improve radiological diagnosis of back pain and spine disease, two new algorithms have been developed to aid the 75% of Canadians who will suffer from back pain in a given year. With the associated medical imaging required for many of these patients, there is a potential for improvement in both patient care and healthcare economics by increasing the accuracy and efficiency of spine diagnosis. A real-time spine image fusion system and an automatic vertebra/disc labeling system have been developed to address this. Both magnetic resonance (MR) images and computed tomography (CT) images are often acquired for patients. …

Computation Sequences For Series And Polynomials, Yiming Zhang

Electronic Thesis and Dissertation Repository

Approximation to the solutions of non-linear differential systems is very useful when the exact solutions are unattainable. Perturbation expansion replaces the system with a sequences of smaller problems, only the first of which is typically nonlinear. This works well by hand for the first few terms, but higher order computations are typically too demanding for all but the most persistent. Symbolic computation is thus attractive; however, symbolic computation of the expansions almost always encounters intermediate expression swell, by which we mean exponential growth in subexpression size or repetitions. A successful management of spatial complexity is vital to compute meaningful results. …

Valuation Of The Peterborough Prison Social Impact Bond, Majid Hasan

Electronic Thesis and Dissertation Repository

The Peterborough Prison Bond is a social impact bond (SIB) that was issued by the UK government to reduce recidivism rate in the Peterborough prison. Most of the literature on the SIB so far has been focused on the opportunities, challenges, and the related policy issues (see (Fox), (Strickland), and (Disley)), and little effort has been made to provide a mathematical framework to determine a fair price for such instruments. Here, we aim to provide a pricing framework for the bond. We price the bond both from the issuer's and the buyer's perspective, by adjusting for the bond's risk, ambiguity, …

Sensitivity Analysis Of Minimum Variance Portfolios, Xiaohu Ji

Electronic Thesis and Dissertation Repository

The purpose of this thesis is to conduct a sensitivity analysis of the investment allocation decisions made, not within a modern portfolio theory, but within a capital asset pricing model framework. For analytic tractability, we made the simplification (of some current practical interest) that investors have the objective of minimizing the variance of their portfolios without reference to the expected returns to be obtained from these portfolios. Our analytic results reveal how the minimum variance portfolio composition, expected return and risk would change with respect to the changes of the underlying asset correlations and volatilities. We give the investors instructions …

Pricing And Hedging Index Options With A Dominant Constituent Stock, Helen Cheyne

Electronic Thesis and Dissertation Repository

In this paper, we examine the pricing and hedging of an index option where one constituents stock plays an overly dominant role in the index. Under a Geometric Brownian Motion assumption we compare the distribution of the relative value of the index if the dominant stock is modeled separately from the rest of the index, or not. The former is equivalent to the relative index value being distributed as the sum of two lognormal random variables and the latter is distributed as a single lognormal random variable. Since these are not equal in distribution, we compare the two models. The …

On Evolution Dynamics And Strategies In Some Host-Parasite Models, Liman Dai

Electronic Thesis and Dissertation Repository

In this thesis, we use mathematical models to study the problems about the evolution of hosts and parasites. Firstly, we study a within-host age-structured model with mutation and back mutation which is in the form of partial differential equations with double-infections by two strains of viruses. For the case when the production rates of viruses are gamma distributions, the PDE model can be transferred into an ODE one. Then, we analyze our model in two cases: one is without mutation, and the other is with mutation. In the first case, we prove that the two strains of viruses without mutation …

Topological Properties Of Modular Networks, With A Focus On Networks Of Functional Connections In The Human Brain, Estefania Ruiz Vargas

Electronic Thesis and Dissertation Repository

Complex network theory offers useful approaches to analyze the structural and functional properties of real life networks. In this work, we explore some of the mathematical concepts of network theory and study real life systems from a complex network perspective. We pay particular attention to networks of connections within the human brain. We analyze weighted networks calculated from full functional magnetic resonance imaging (fMRI) data acquired during task performance. The first novelty of this study is the fact that we retain all of the connections between all of the voxels in the full brain fMRI data. We then evaluate the …

Modeling Leafhopper Populations And Their Role In Transmitting Plant Diseases., Ji Ruan

Electronic Thesis and Dissertation Repository

This M.Sc. thesis focuses on the interactions between crops and leafhoppers.

Firstly, a general delay differential equations system is proposed, based on the infection age structure, to investigate disease dynamics when disease latencies are considered. To further the understanding on the subject, a specific model is then introduced. The basic reproduction numbers $\cR_0$ and $\cR_1$ are identified and their threshold properties are discussed. When $\cR_0 < 1$, the insect-free equilibrium is globally asymptotically stable. When $\cR_0 > 1$ and $\cR_1 < 1$, the disease-free equilibrium exists and is locally asymptotically stable. When $\cR_1>1$, the disease will persist.

Secondly, we derive another general delay differential equations system to examine how different life stages of leafhoppers affect crops. The basic reproduction numbers $\cR_0$ is determined: when …