Physical Sciences and Mathematics Commons^™

Ecological Constraints And The Evolution Of Cooperative Breeding, David Mcleod

Electronic Thesis and Dissertation Repository

Cooperative breeding is a social behaviour in which certain individuals will opt to delay or forgo their own reproduction in order to help other individuals. Cooperative breeding is one of the most conspicuous examples of cooperation in nature. However, theoretical understanding of why this behaviour occurs is lacking and contradictory. In this thesis, I examine the role played by ecological constraints on the emergence of cooperative breeding. Contrary to previous results, I find that ecological constraints do matter, provided the population dynamics are properly accounted for. I also examine the long-term evolutionary dynamics of cooperative breeding, and obtain the optimal …

Eigenvalue Methods For Interpolation Bases, Piers W. Lawrence

Electronic Thesis and Dissertation Repository

This thesis investigates eigenvalue techniques for the location of roots of polynomials expressed in the Lagrange basis. Polynomial approximations to functions arise in almost all areas of computational mathematics, since polynomial expressions can be manipulated in ways that the original function cannot. Polynomials are most often expressed in the monomial basis; however, in many applications polynomials are constructed by interpolating data at a series of
points. The roots of such polynomial interpolants can be found by computing the eigenvalues of a generalized companion matrix pair constructed directly from the values of the interpolant. This affords the opportunity to work with …

Analysis Of Re-Advanceable Mortgages, Almas Naseem

Electronic Thesis and Dissertation Repository

According to Canadian tax law the interest payments on loans used for investment purposes are tax deductible while interest on personal mortgage loans is not. One way of transforming from non-tax deductible to tax deductible interest expenses is to borrow against home equity to make investments. This can be achieved through a re-advanceable mortgage and has been promoted by personal financial planners as a way of significantly decreasing the time required to pay off a mortgage and the associated total interest cost. However, the notion of risk associated with the investment holdings is not emphasized. Using simulation we study the …

Hybrid Lattice Boltzmann - Molecular Dynamics Simulations With Both Simple And Complex Fluids, Frances E. Mackay

Electronic Thesis and Dissertation Repository

The behaviour and properties of colloidal suspensions strongly depend on the interactions arising between the immersed colloidal particles and the solvent. However, modelling such interactions is not at all straightforward; the larger time and length scales experienced by the colloidal particles compared to the solvent molecules makes all-atom molecular dynamics (MD) simulations of such systems completely impractical. Therefore a coarse-grained representation of the fluid is required, along with a method to couple this fluid to the colloidal particles.

In the first part of this thesis, we propose a new method for coupling both point and composite MD particles to an …

The Reasonable Effectiveness Of Mathematics In The Natural Sciences, Nicolas Fillion

Electronic Thesis and Dissertation Repository

One of the most unsettling problems in the history of philosophy examines how mathematics can be used to adequately represent the world. An influential thesis, stated by Eugene Wigner in his paper entitled "The Unreasonable Effectiveness of Mathematics in the Natural Sciences," claims that "the miracle of the appropriateness of the language of mathematics for the formulation of the laws of physics is a wonderful gift which we neither understand nor deserve." Contrary to this view, this thesis delineates and implements a strategy to show that the applicability of mathematics is very reasonable indeed.

I distinguish three forms of 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 …

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 …

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 …

Further Applications Of Higher-Order Markov Chains And Developments In Regime-Switching Models, Xiaojing Xi

Electronic Thesis and Dissertation Repository

We consider a higher-order hidden Markov models (HMM), also called weak HMM (WHMM), to capture the regime-switching and memory properties of financial time series. A technique of transforming a WHMM into a regular HMM is employed, which in turn enables the development of recursive filters. With the use of the change of reference probability measure methodology and EM algorithm, a dynamic estimation of model parameters is obtained. Several applications and extensions were investigated. WHMM is adopted in describing the evolution of asset prices and its performance is examined through a forecasting analysis. This is extended to the case when the …

A Real Options Valuation Of Renewable Energy Projects, Natasha Burke

Electronic Thesis and Dissertation Repository

Due to climate change concerns, high oil prices and nuclear dangers there is increasing support for renewable energy. At the forefront of the debate for government support of renewable energy are wind energy and biofuels. Used primarily for power generation and transportation, respectively, there have been many debates surrounding the reliability and efficiency of these resources. These debates often address the uncertainty in the economic value of the resource through time, however it is often difficult to quantify this uncertainty, which stems from the random behavior of prices and the unpredictable nature of the resource itself.

In this thesis we …

Phase Field Crystal Approach To The Solidification Of Ferromagnetic Materials, Niloufar Faghihi

Electronic Thesis and Dissertation Repository

The dependence of the magnetic hardness on the microstructure of magnetic solids is investigated, using a field theoretical approach, called the Magnetic Phase Field Crystal model. We constructed the free energy by extending the Phase Field Crystal (PFC) formalism and including terms to incorporate the ferromagnetic phase transition and the anisotropic magneto-elastic effects, i.e., the magnetostriction effect. Using this model we performed both analytical calculations and numerical simulations to study the coupling between the magnetic and elastic properties in ferromagnetic solids. By analytically minimizing the free energy, we calculated the equilibrium phases of the system to be liquid, non-magnetic …

Molecular Dynamics Simulations Of Peptide-Mineral Interactions, Susanna Hug

Electronic Thesis and Dissertation Repository

We present molecular dynamics (MD) simulations providing information about the mechanisms of biomineralization. We focus on osteopontin-related peptides, which inhibit the growth of calcium oxalate monohydrate (COM) the primary constituent of kidney stones.

First, we performed two ab initio MD simulations: aspartic acid (Asp) and the dimer of aspartic acid and phosphoserine (Asp-pSer) interacting with a fully hydrated COM crystal slab exposing the {100} face. For Asp we found that one of the carboxyl and the amine group both interact with the crystal surface but neither forms a stable contact during the simulation. Asp-pSer interacts preferably with its carboxyl groups …

Socially Responsible Investment In A Changing World, Desheng Wu

Electronic Thesis and Dissertation Repository

Socially responsible investment funds make up a growing segment of the investment world. This work considers the impact of including SRI in an investor portfolio both normally and during crisis times. Regimes are identified using Markov switching models. This study is based on return data of four indices, namely, the MSCI World Index, S&P 500, Eurostoxx 50, and the socially responsible index - Advanced Sustainable Performance Index (ASPI). The approaches used are portfolio optimization, GARCH and Markov switching models. Our work shows that a socially responsible index is a good asset to keep in a portfolio. Our simulation results suggest …

Study Of Malaria Transmission Dynamics By Mathematical Models, Yanyu Xiao

Electronic Thesis and Dissertation Repository

This Ph.D thesis focuses on modeling transmission and dispersal of one of the most common infectious disease, Malaria. Firstly, an integro-differential equation system is derived, based on the classical Ross-Macdonald model, toemphasize the impacts of latencies on disease dynamics. The novelty lies in the fact that different distributionfunctions are used to describe the variance of individual latencies. The theoretical results of this projectindicate that latencies reduce the basic reproduction number. Secondly, a patch model is derived to examine how travels of human beings affects the transmission and spread of Malaria. Due to coexistence of latency and dispersal, the model turns …

Bifurcations And Stability In Models Of Infectious Diseases, Bernard S. Chan

Electronic Thesis and Dissertation Repository

This work is concerned with bifurcation and stability in models related to various aspects of infections diseases.

First, we study the dynamics of a mathematical model on primary and secondary cytotoxic T-lymphocyte responses to viral infections by Wodarz et al. This model has three equilibria and the stability criteria of them are discussed. We analytically show that periodic solutions may arise from the third equilibrium via Hopf bifurcation. Numerical simulations of the model agree with the theoretical results. These dynamical behaviours occur within biologically realistic parameter range.

After studying the single-strain model, we analyze the bifurcation dynamics of an …

Real Options Models In Real Estate, Jin Won Choi

Electronic Thesis and Dissertation Repository

Our aim in this thesis is to investigate the usefulness of real options analysis, taking case studies of problems in real estate. In the realm of real estate, we consider the following three problems. First, we consider the valuation and usefulness of presale contracts of condominiums, which can be viewed as similar to call options on condominiums. Secondly, we consider the valuation of farm land from the perspective of land developers, who may think of farm land as being similar to call options on subdivision lots. Third, we consider the valuation of opportunities to install solar panels on properties, in …

Models, Techniques, And Metrics For Managing Risk In Software Engineering, Andriy Miranskyy

Electronic Thesis and Dissertation Repository

The field of Software Engineering (SE) is the study of systematic and quantifiable approaches to software development, operation, and maintenance. This thesis presents a set of scalable and easily implemented techniques for quantifying and mitigating risks associated with the SE process. The thesis comprises six papers corresponding to SE knowledge areas such as software requirements, testing, and management. The techniques for risk management are drawn from stochastic modeling and operational research.

The first two papers relate to software testing and maintenance. The first paper describes and validates novel iterative-unfolding technique for filtering a set of execution traces relevant to a …