Physical Sciences and Mathematics Commons^™

A Nonconforming Finite Element Method For The 2d Vector Laplacian, Mary Barker

Arts & Sciences Electronic Theses and Dissertations

The vector Laplacian presents difficulties in finite element ap- proximation. It is well known that for nonconvex domains, H1- conforming approximation spaces form a closed subspace of the solution space H(div; Ω) ∩ H(curl; Ω). Hence H1-conforming approximations will fail to converge. This is problematic as it is highly difficult to construct more general finite dimensional ap- proximation spaces for this space. We will present an extension of a nonconforming method introduced by Brenner et al. The method was originally given for P1-nonconforming spaces in two dimensions. Our extension is given for degree r polynomials, but which agrees with the …

On The Study Of Age-Related Physiological Decline In C. Elegans, Drew Benjamin Sinha

McKelvey School of Engineering Theses & Dissertations

Aging decline is a universal and unescapable phenomenon; as organisms reach maturity and continue living, physiological function inevitably declines, resulting in mortality. While the study of mortality has been long studied, technical and practical challenges have limited the equally important study of how/when individuals deteriorate and what types of factors affect that deterioration. This gap in knowledge is not only evident in a relative lack of empirical data on physiological decline, but considerable debate around the analysis and conceptual interpretations of the little data that is available.

In this dissertation, I use quantitative reasoning and analysis of longitudinal data to …

Algebraic, Computational, And Data-Driven Methods For Control-Theoretic Analysis And Learning Of Ensemble Systems, Wei Miao

McKelvey School of Engineering Theses & Dissertations

In this thesis, we study a class of problems involving a population of dynamical systems under a common control signal, namely, ensemble systems, through both control-theoretic and data-driven perspectives. These problems are stemmed from the growing need to understand and manipulate large collections of dynamical systems in emerging scientific areas such as quantum control, neuroscience, and magnetic resonance imaging. We examine fundamental control-theoretic properties such as ensemble controllability of ensemble systems and ensemble reachability of ensemble states, and propose ensemble control design approaches to devise control signals that steer ensemble systems to desired profiles. We show that these control-theoretic properties …

Computational Modelling Enables Robust Multidimensional Nanoscopy, Matthew D. Lew

Electrical & Systems Engineering Publications and Presentations

The following sections are included:

• Present State of Computational Modelling in Fluorescence Nanoscopy

• Recent Contributions to Computational Modelling in Fluorescence Nanoscopy

• Outlook on Computational Modelling in Fluorescence Nanoscopy

• Acknowledgments

• References

A Computationally-Efficient Bound For The Variance Of Measuring The Orientation Of Single Molecules, Tingting Wu, Tianben Ding, Hesam Mazidi, Oumeng Zhang, Matthew D. Lew

Electrical & Systems Engineering Publications and Presentations

Modulating the polarization of excitation light, resolving the polarization of emitted fluorescence, and point spread function (PSF) engineering have been widely leveraged for measuring the orientation of single molecules. Typically, the performance of these techniques is optimized and quantified using the Cramér-Rao bound (CRB), which describes the best possible measurement variance of an unbiased estimator. However, CRB is a local measure and requires exhaustive sampling across the measurement space to fully characterize measurement precision. We develop a global variance upper bound (VUB) for fast quantification and comparison of orientation measurement techniques. Our VUB tightly bounds the diagonal elements of the …

Systemic Risk In Financial Networks, Tathagata Banerjee

McKelvey School of Engineering Theses & Dissertations

In this dissertation, I have used the network model based approach to study systemic risk in financial networks. In particular, I have worked on generalized extensions of the Eisenberg--Noe [2001] framework to account for realistic financial situations viz. pricing of corporate debt while accounting for network effects, asset liquidation mechanisms during fire sales, dynamic clearing and impact of contingent payments such as insurance and credit default swaps. First, I present formulas for the valuation of debt and equity of firms in a financial network under comonotonic endowments. I demonstrate that the comonotonic setting provides a lower bound to the price …

Sufficient Conditions For Optimal Control Problems With Terminal Constraints And Free Terminal Times With Applications To Aerospace, Sankalp Kishan Bhan

McKelvey School of Engineering Theses & Dissertations

Motivated by the flight control problem of designing control laws for a Ground Collision Avoidance System (GCAS), this thesis formulates sufficient conditions for a strong local minimum for a terminally constrained optimal control problem with a free-terminal time. The conditions develop within the framework of a construction of a field of extremals by means of the method of characteristics, a procedure for the solution of first-order linear partial differential equations, but modified to apply to the Hamilton-Jacobi-Bellman equation of optimal control. Additionally, the thesis constructs these sufficient conditions for optimality with a mathematically rigorous development. The proof uses an approach …

Robust Engineering Of Dynamic Structures In Complex Networks, Walter Botongo Bomela

McKelvey School of Engineering Theses & Dissertations

Populations of nearly identical dynamical systems are ubiquitous in natural and engineered systems, in which each unit plays a crucial role in determining the functioning of the ensemble. Robust and optimal control of such large collections of dynamical units remains a grand challenge, especially, when these units interact and form a complex network. Motivated by compelling practical problems in power systems, neural engineering and quantum control, where individual units often have to work in tandem to achieve a desired dynamic behavior, e.g., maintaining synchronization of generators in a power grid or conveying information in a neuronal network; in this dissertation, …

Algorithmic Trading With Prior Information, Xinyi Cai

Arts & Sciences Electronic Theses and Dissertations

Traders utilize strategies by using a mix of market and limit orders to generate profits. There are different types of traders in the market, some have prior information and can learn from changes in prices to tweak her trading strategy continuously(Informed Traders), some have no prior information but can learn(Uninformed Learners), and some have no prior information and cannot learn(Uninformed Traders). In this thesis. Alvaro C, Sebastian J and Damir K \cite{AL} proposed a model for algorithmic traders to access the impact of dynamic learning in profit and loss in 2014. The traders can employ the model to decide which …

Short-Time Expansions For Call Options On Leveraged Etfs Under Exponential Lévy Models With Local Volatility, José E. Figueroa-López, Ruoting Gong, Matthew Lorig

Mathematics Faculty Publications

In this article, we consider the small-time asymptotics of options on a leveraged exchange-traded fund (LETF) when the underlying exchange-traded fund (ETF) exhibits both local volatility and jumps of either finite or infinite activity. We show that leverage modifies the drift, volatility, jump intensity, and jump distribution of a LETF in addition to inducing the possibility of default, even when the underlying ETF price remains strictly positive. Our main results are closed-form expressions for the leading-order terms of off-the-money European call and put LETF option prices near expiration, with explicit error bounds. These results show that the price of an …

Numerical Methods For Nonlinear Optimal Control Problems And Their Applications In Indoor Climate Control, Runxin He

McKelvey School of Engineering Theses & Dissertations

Efficiency, comfort, and convenience are three major aspects in the design of control systems for residential Heating, Ventilation, and Air Conditioning (HVAC) units. In this dissertation, we study optimization-based algorithms for HVAC control that minimizes energy consumption while maintaining a desired temperature, or even human comfort in a room. Our algorithm uses a Computer Fluid Dynamics (CFD) model, mathematically formulated using Partial Differential Equations (PDEs), to describe the interactions between temperature, pressure, and air flow. Our model allows us to naturally formulate problems such as controlling the temperature of a small region of interest within a room, or to control …

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with …

A General Framework Of Large-Scale Convex Optimization Using Jensen Surrogates And Acceleration Techniques, Soysal Degirmenci

McKelvey School of Engineering Theses & Dissertations

In a world where data rates are growing faster than computing power, algorithmic acceleration based on developments in mathematical optimization plays a crucial role in narrowing the gap between the two. As the scale of optimization problems in many fields is getting larger, we need faster optimization methods that not only work well in theory, but also work well in practice by exploiting underlying state-of-the-art computing technology.

In this document, we introduce a unified framework of large-scale convex optimization using Jensen surrogates, an iterative optimization method that has been used in different fields since the 1970s. After this general treatment, …

Dynamic Pricing And Inventory Management: Theory And Applications, Renyu Zhang

Arts & Sciences Electronic Theses and Dissertations

We develop the models and methods to study the impact of some emerging trends in technology, marketplace, and society upon the pricing and inventory policy of a firm. We focus on the situation where the firm is in a dynamic, uncertain, and (possibly) competitive market environment. The market trends of particular interest to us are: (a) social networks, (b) sustainability concerns, and (c) customer behaviors. The two main running questions this dissertation aims to address are: (a) How these emerging market trends would influence the operations decisions and profitability of a firm; and (b) What pricing and inventory strategies a …

Tau And Aβ Imaging, Csf Measures, And Cognition In Alzheimer's Disease, Matthew R. Brier, Brian Gordon, Karl Friedrichsen, John E. Mccarthy, Ari Stern, Jon Christensen, Christopher Owen, Patricia Aldea, Yi Su, Jason Hassenstab, Nigel J. Cairns, David M. Holtzman, Anne M. Fagan, John C. Morris, Tammie L.S. Benzinger, Beau M. Ances

Mathematics Faculty Publications

Alzheimer’s disease (AD) is characterized by two molecular pathologies: cerebral β-amyloidosis in the form of β-amyloid (Aβ) plaques and tauopathy in the form of neurofibrillary tangles, neuritic plaques, and neuropil threads. Until recently, only Aβ could be studied in humans using positron emission tomography (PET) imaging owing to a lack of tau PET imaging agents. Clinical pathological studies have linked tau pathology closely to the onset and progression of cognitive symptoms in patients with AD. We report PET imaging of tau and Aβ in a cohort of cognitively normal older adults and those with mild AD. Multivariate analyses identified unique …

Acoustic Firearm Discharge Detection And Classification In An Enclosed Environment, Lorenzo Luzi, Eric Gonzalez, Paul Bruillard, Matthew Prowant, James Skorpik, Michael Hughes, Scott Child, Duane Kist, John E. Mccarthy

Mathematics Faculty Publications

Two different signal processing algorithms are described for detection and classification of acoustic signals generated by firearm discharges in small enclosed spaces. The first is based on the logarithm of the signal energy. The second is a joint entropy. The current study indicates that a system using both signal energy and joint entropy would be able to both detect weapon discharges and classify weapon type, in small spaces, with high statistical certainty.

High Contrast Ultrasonic Imaging Of Resin-Rich Regions In Graphite/Epoxy Composites Using Entropy, Michael S. Hughes, John E. Mccarthy, Paul J. Bruillard, Jon N. Marsh, Samuel A. Wickline

Mathematics Faculty Publications

This study compares different approaches for imaging a near-surface resin-rich defect in a thin graphite/epoxy plate using backscattered ultrasound. The specimen was created by cutting a circular hole in the second ply; this region filled with excess resin from the graphite/epoxy sheets during the curing process. Backscat-tered waveforms were acquired using a 4 in. focal length, 5MHz center frequency broadband transducer, scanned on a 100 × 100 grid of points that were 0.03 × 0.03 in. apart. The specimen was scanned with the defect side closest to the transducer. Consequently, the reflection from the resin-rich region cannot be gated from …

Stochastic Models For Plant Microtubule Self-Organization And Structure, Ezgi Can Eren, Ram Dixit, Natarajan Gautam

Biology Faculty Publications & Presentations

One of the key enablers of shape and growth in plant cells is the cortical microtubule (CMT) system, which is a polymer array that forms an appropriately-structured scaffolding in each cell. Plant biologists have shown that stochastic dynamics and simple rules of interactions between CMTs can lead to a coaligned CMT array structure. However, the mechanisms and conditions that cause CMT arrays to become organized are not well understood. It is prohibitively time-consuming to use actual plants to study the effect of various genetic mutations and environmental conditions on CMT self-organization. In fact, even computer simulations with multiple replications are …

Partial Covariance Based Functional Connectivity Computation Using Ledoit-Wolf Covariance Regularization, Matthew R. Brier, Anish Mitra, John E. Mccarthy, Beau M. Ances, Abraham Z. Snyder

Mathematics Faculty Publications

Highlights •We use the well characterized matrix regularization technique described by Ledoit and Wolf to calculate high dimensional partial correlations in fMRI data. •Using this approach we demonstrate that partial correlations reveal RSN structure suggesting that RSNs are defined by widely and uniquely shared variance. •Partial correlation functional connectivity is sensitive to changes in brain state indicating that they contain functional information. Functional connectivity refers to shared signals among brain regions and is typically assessed in a task free state. Functional connectivity commonly is quantified between signal pairs using Pearson correlation. However, resting-state fMRI is a multivariate process exhibiting a …

Local And Distributed Pib Accumulation Associated With Development Of Preclinical Alzheimer's Disease, Matthew R. Brier, John E. Mccarthy, Tammie L.S. Benzinger, Ari Stern, Yi Su, Karl A. Friedrichsen, John C. Morris, Beau M. Ances, Andrei G. Vlassenko

Mathematics Faculty Publications

Amyloid-beta plaques are a hallmark of Alzheimer's disease (AD) that can be assessed by amyloid imaging (e.g., Pittsburgh B compound [PiB]) and summarized as a scalar value. Summary values may have clinical utility but are an average over many regions of interest, potentially obscuring important topography. This study investigates the longitudinal evolution of amyloid topographies in cognitively normal older adults who had normal (N = 131) or abnormal (N = 26) PiB scans at baseline. At 3 years follow-up, 16 participants with a previously normal PiB scan had conversion to PiB scans consistent with preclinical AD. We investigated the multivariate …

Entropy Vs. Energy Waveform Processing: A Comparison Based On The Heat Equation, Michael S. Hughes, John E. Mccarthy, Paul J. Bruillard, Jon N. Marsh, Samuel A. Wickline

Mathematics Faculty Publications

Virtually all modern imaging devices collect electromagnetic or acoustic waves and use the energy carried by these waves to determine pixel values to create what is basically an “energy” picture. However, waves also carry “information,” as quantified by some form of entropy, and this may also be used to produce an “information” image. Numerous published studies have demonstrated the advantages of entropy, or “information imaging”, over conventional methods. The most sensitive information measure appears to be the joint entropy of the collected wave and a reference signal. The sensitivity of repeated experimental observations of a slowly-changing quantity may be defined …

High-Order Short-Time Expansions For Atm Option Prices Of Exponential Lévy Models, José E. Figueroa-López, Ruoting Gong, Christian Houdré

Mathematics Faculty Publications

The short-time asymptotic behavior of option prices for a variety of models with jumps has received much attention in recent years. In this work, a novel second-order approximation for at-the-money (ATM) option prices is derived for a large class of exponential Lévy models with or without Brownian component. The results hereafter shed new light on the connection between both the volatility of the continuous component and the jump parameters and the behavior of ATM option prices near expiration. In the presence of a Brownian component, the second-order term, in time-t, is of the form , with d 2 only depending …

Mathematical Modelling Of Internal Heat Recovery In Flash Tank Heat Exchanger Cascades, Andrei Korobeinikov, John E. Mccarthy, Emma Mooney, Krum Semkov, James Varghese

Mathematics Faculty Publications

Flash tank evaporation combined with a condensing heat exchanger can be used when heat exchange is required between two streams and where at least one of these streams is difficult to handle (tends severely to scale, foul, causing blockages). To increase the efficiency of heat exchange, a cascade of these units in series can be used. Heat transfer relationships in such a cascade are very complex due to their interconnectivity, thus the impact of any changes proposed is difficult to predict. Moreover, the distribution of loads and driving forces in different stages and the number of designed stages faces tradeoffs …