Physical Sciences and Mathematics Commons^™

The Deep Bsde Method, Daniel Kovach

Masters Theses

"The curse of dimensionality is the non-linear growth in computing time as the dimension of a problem increases. Using the Deep Backwards Stochastic Differential Equation (Deep BSDE) method developed in [HJE18], I approximate the solution at an initial time to a one-dimensional diffusion equation. Although we only approximate a one-dimensional equation, this method extends well to higher dimensions because it overcomes the curse of dimensionality by evaluating the given partial differential equation along "random characteristics''. In addition to the implementation, I also present most of the mathematical theory needed to understand this method"-- Abstract, p. iii

Several Problems In Nonlinear Schrödinger Equations, Tim Van Hoose

Masters Theses

“We study several different problems related to nonlinear Schrödinger equations….

We prove several new results for the first equation: a modified scattering result for both an averaged version of the equation and the full equation, as well as a set of Strichartz estimates and a blowup result for the 3d cubic problem.

We also present an exposition of the classical work of Bourgain on invariant measures for the second equation in the mass-subcritical regime”--Abstract, page iv.

Numerical Modeling Of Capillary-Driven Flow In Open Microchannels: An Implication Of Optimized Wicking Fabric Design, Mehrad Gholizadeh Ansari

Masters Theses

"The use of microfluidics to transfer fluids without applying any exterior energy source is a promising technology in different fields of science and engineering due to their compactness, simplicity and cost-effective design. In geotechnical engineering, to increase the soil's strength, hydrophilic wicking fibers as type of microfluidics have been employed to transport and drain water out of soil spontaneously by taking advantage of natural capillary force without using any pumps or other auxiliary devices. The objective of this study is to understand the scientific mechanisms of the capability for wicking fiber to drain both gravity and capillary water out of …

On The Double Chain Ladder For Reserve Estimation With Bootstrap Applications, Larissa Schoepf

Masters Theses

"To avoid insolvency, insurance companies must have enough reserves to fulfill their present and future commitment-refer to in this thesis as outstanding claims towards policyholders. This entails having an accurate and reliable estimate of funds necessary to cover those claims as they are presented. One of the major techniques used by practitioners and researchers is the single chain ladder method. However, though most popular and widely used, the method does not offer a good understanding of the distributional properties of the way claims evolve. In a series of recent papers, researchers have focused on two potential components of outstanding claims, …

A Linear Matrix Inequality-Based Approach For The Computation Of Actuator Bandwidth Limits In Adaptive Control, Daniel Robert Wagner

Masters Theses

"Linear matrix inequalities and convex optimization techniques have become popular tools to solve nontrivial problems in the field of adaptive control. Specifically, the stability of adaptive control laws in the presence of actuator dynamics remains as an important open control problem. In this thesis, we present a linear matrix inequalities-based hedging approach and evaluate it for model reference adaptive control of an uncertain dynamical system in the presence of actuator dynamics. The ideal reference dynamics are modified such that the hedging approach allows the correct adaptation without being hindered by the presence of actuator dynamics. The hedging approach is first …

Day Of The Week Effect In Returns And Volatility Of The S&P 500 Sector Indices, Juan Liu

Masters Theses

"Previous studies have shown that returns associated with the stock market or foreign exchange's futures show variations across the day of the week. On such study, that employs a modified GARCH model for estimation, shows that returns associated with the S&P 500 stock index is highest on Wednesday and lowest returns on Monday. The same study shows that volatility is highest on Fridays and lowest on Wednesdays. In this study we investigate if this day-of-the-week effect on returns and volatility is present in the different sectors that constitute the S&P 500 index. The data set used provides daily returns from …

Generation And Validation Of Optimal Topologies For Solid Freeform Fabrication, Purnajyoti Bhaumik

Masters Theses

"The study of fabricating topologically optimized parts is presented hereafter. The mapping of topology optimization results for Standard Tessellation Language (STL) writing would enable the solid freeform fabrication of lightweight mechanisms. Aerospace leaders such as NASA, Boeing, Airbus, European Aeronautic Defense And Space Company (EADS), and GE Aero invest in topology optimization research for the production of lightweight materials. Certain concepts such as microstructural homogenization, discretization, and mapping are reviewed and presented in the context of topology optimization. Future biomedical applications of solid freeform fabrication such as organ printing stand to save millions of lives through the robust development of …

Some Combinatorial Applications Of Sage, An Open Source Program, Jessica Ruth Chowning

Masters Theses

"In this thesis, we consider the usefulness of Sage, an online and open-source program, in analyzing permutation puzzles such as the Rubik's cube and a specific combinatorial structure called the projective plane. Many programs exist to expedite calculations in research and provide previously-unavailable solutions; some require purchase, while others, such as Sage, are available for free online. Sage is asked to handle a small permutation puzzle called Swap, and then we explore how it calculates solutions for a Rubik's cube. We then discuss projective planes, Sage's library of functions for dealing with projective planes, and how they relate to the …

Adaptive Wavelet Discretization Of Tensor Products In H-Tucker Format, Mazen Ali

Masters Theses

"In previous work, the solution to a system of coupled parabolic PDEs, modeling the price of a CDO, was approximated numerically. Due to the nature of the problem, the system involved a large number of equations such that the parameters cannot be stored explicitly. The authors combined the data sparse H-Tucker storage format with the Galerkin method to approximate the solution, using wavelets for the space discretization together with time stepping (Method of Lines). The aforementioned approximation is of the linear kind, i.e., using a nonadaptive method. In this work, three methods for solving such systems adaptively are presented, together …

An Iterative Algorithm For Variational Data Assimilation Problems, Xin Shen

Masters Theses

"Data assimilation is a very powerful and efficient tool to use collected raw data for improving model prediction in numerical weather forecasting, hydrology, and many other areas of geosciences. In this thesis, an iterative algorithm [23] of variational data assimilation with finite element method is utilized to study different models. One motivation for this fundamental mathematical study is to provide a potential tool for simulation of CO₂ sequestration by extending it to more realistic and sophisticated models in the future. The basic idea of variational data assimilation is to utilize the framework of optimal control problems. We apply the …

Abel Dynamic Equations Of The First And Second Kind, Sabrina Heike Streipert

Masters Theses

"In this work, we study Abel dynamic equations of the first and the second kind. After a brief introduction to time scales, we introduce the Abel differential equations of the first and the second kind, as well as the canonical Abel form in the continuous case. Using the existing information, we derive novel results for time scales. We provide formulas for the Abel dynamic equations of the second kind and present a solution method. We furthermore achieve a special class of Abel equations of the first kind and discuss the canonical Abel equation. We get relations between common dynamic equations …

Inverse Limits With Upper Semi-Continuous Set Valued Bonding Functions: An Example, Christopher David Jacobsen

Masters Theses

"While there is a wealth of information pertaining to inverse limits with single valued bonding maps, comparatively little is known about inverse limits with upper semi-continuous set valued bonding functions. In order to add somewhat to the communal knowledge on the subject, this paper provides an example of an inverse limit with a single upper semi-continuous set valued bonding function. It is then shown that the space is a continuum, and its structure is examined via its arc components and through various of its properties, such as dimension and decomposability"--Abstract, page iii.

Prediction Intervals For The Binomial Distribution With Dependent Trials, Florian Sebastian Rueck

Masters Theses

"A generalization of a prediction interval procedure for the binomial distribution to the case of the binomial distribution with dependent trials is considered. Several different methods have been developed for obtaining prediction intervals for the binomial distribution. An unpublished study by Vlieger and Samaranayake has shown that two of these methods achieve coverage probabilities close to nominal levels. The proposed method is an extension of one of these methods and is based on the maximum likelihood predictive density proposed by Lejeune and Faulkenberry. A simulation study was carried out to investigate the coverage probabilities of the proposed prediction bounds.

This …

Linear Geometry, Phyllis L. Thomas

Masters Theses

"This paper contains material suitable for a one semester course in linear geometry where the student has had a one semester course in linear algebra previously. It compiles information in the areas of affine sets, affine geometry, convex sets, and a few applications. Also included are Caratheodory's theorem and the well-known theorem by Helly as proved by Radon"--Abstract, page ii.

Integrability Of The Sums Of The Trigonometric Series 1/2 Aₒ + ∞ [Over] Σ [Over] N=1 AN Cos Nθ And ∞ [Over] Σ [Over] N=1 AN Sin Nθ, John William Garrett

Masters Theses

"The trigonometric series C = 1/2 aₒ + ∞ [over] Σ [over] [n=1] a[subscript n] cos nΘ and S = ∞ [over] Σ [over] n=1 a[subscript n] sin nΘ, where {a[subscript n]} monotonically decreases to zero both converge almost everywhere to functions f and g respectively. f (or g) is L iff C (or S) is the Fourier series of f (or g) iff term-by-term integration of C (or S) is valid. There are three equivalent conditions, each of which implies that C is the Fourier series of f...."--Abstract, page ii.

Inclusion Theorems For Boundary Value Problems For Delay Differential Equations, Leon M. Hall

Masters Theses

"In this thesis existence and uniqueness of solutions to certain second and third order boundary value problems for delay differential equations is established. Sequences of upper and lower solutions similar to those used by Kovač and Savčenko are defined by means of an integral operator, and conditions are given under which these sequences converge monotonically from above and below to the unique solution of the problem. Some numerical examples for the second order case are presented. Existence and uniqueness is also proved for the case where the delay is a function of the solution as well as the independent variable"--Abstract, …

On A Numerical Solution Of Dirichlet Type Problems With Singularity On The Boundary., Randall Loran Yoakum

Masters Theses

No abstract provided.

A Numerical Study Of Van Der Pol's Nonlinear Differential Equation For Various Values Of The Parameter E., Charles C. Limbaugh

Masters Theses

"This paper briefly reviews the geometric concepts associated with nonlinear differential equations and then proceeds to a study of the homogeneous van der Pol equation. After studying the method of Kryloff and Bogoliuboff for small values of the parameter €, the author makes a numerical study of the equation using Hamrning's Method for the numerical solution. Several trajectories and the phase plane are shown for E = 0.1, 1.0, and 5.0. The author then studies one of the analytic theories, i.e., the method of Cartwright and Littlewood, and indicates some of the other analyses for large €"--Abstract, p. ii

A Study On Estimating Parameters Restricted By Linear Inequalities, William Lawrence May

Masters Theses

“A comparison of two methods for estimating parameters restricted by linear inequalities in linear statistical models was made.

The first method consisted of finding the least squares estimates of the parameters disregarding the restrictions, and then forcing those parameters that were outside of their allowable ranges to the nearest endpoints of those ranges.

The second method made use of quadratic programming to minimize the same sum of squares that the first method minimized while keeping the parameters inside or at the endpoints of their allowable ranges.

The quadratic programming gave better estimates of the parameters in the sense that the …

A Study Of A Method For Selecting The Best Of Two Or More Mathematical Models, August J. Garver

Masters Theses

"A method for selecting the best in some sense of two or more mathematical models is investigated in this study. The method is that of using part of the data to estimate parameters and using the resulting equation to predict the additional data which are then compared with the existing data not used in estimating the parameters. In particular the effects produced on the method by the number and location of points used in estimating the parameters and the criterion for determining the best fit are investigated. It was concluded from the results of an empirical investigation that the success …

A Study Of Stability Of Numerical Solution For Parabolic Partial Differential Equations., Tsang-Chi Huang

Masters Theses

"Parabolic partial differential equations hold a very important position in science and technology since they are encountered frequently in the solution of diffusion and heat-conduction problems. Theoretically, it is possible to solve many of these equations by analytical methods, but the modern development of mathematics has revealed that there are numerous difficulties in obtaining the solution. Numerical solutions for most applied problems of a parabolic partial differential equation type are practically necessary, thus methods for numerical solution or approximate solution became more important. Since numerical results are required for most applied problems of a parabolic partial differential equation type a …

A Study Of Methods For Estimating Parameters In Rational Polynomial Models, Thomas B. Baird

Masters Theses

“The use of rational polynomials for approximating surfaces is investigated in this study. In particular, methods for estimating parameters for a rational polynomial model were investigated.

A method is presented for finding initial estimates of the parameters. Two iterative methods are discussed for improving those estimates in an attempt to minimize the sum of the squares of the residuals. These two methods are (1) Scarborough’s Method for applying the theory of least squares to nonlinear models and (2) the Method of Steepest Descent.

Data from two functions were chosen and approximated as illustrations. Each set of data was used two …

Stability Properties Of Various Predictor Corrector Methods For Solving Ordinary Differential Equations Numerically., Charles Edward. Leslie

Masters Theses

No abstract provided.

Mathematical Techniques In The Solution Of Boundary Value Problems., Vincent Paul Pusateri

Masters Theses

"This study was undertaken to present a summary of mathematical techniques as applied to the solution of boundary value problems in partial differential equations.

The techniques that were presented can be considered to be some of the most popular in applied science.

The salient features of the study are that different techniques can present different analytical expressions for a solution to the same boundary value problem, and from the viewpoint of computation and accuracy one solution may prove more desirable than the other.

The study also indicates that in boundary conditions where finite discontinuities exists, a slight perturbation to remove …

A Numerical Approach To A Sturm-Liouville Type Problem With Variable Coefficients And Its Application To Heat Transfer And Temperature Prediction In The Lower Atmosphere., Troyce Don Jones

Masters Theses

No abstract provided.

A Study Of Methods For Determining Confidence Intervals For The Mean Of A Normal Distribution With Unknown Varience By Comparison Of Average Lengths, Karl Richard Kneile

Masters Theses

“The purpose of this thesis is to briefly review various properties which may be desirable for a system of confidence intervals; and to empirically determine whether the system of confidence intervals obtained from the Student’s t distribution will produce shorter average lengths than those obtained by other methods which may be used. It was concluded from the results of an empirical investigation that there was no significant difference between the average lengths of confidence intervals obtained from a family of distributions of which the Student’s t is a member"--Abstract, page ii.

An Investigation Of Lehmer's Method For Finding The Roots Of Polynomial Equations Using The Royal-Mcbee Lgp-30, James W. Joiner

Masters Theses

“The solution of the general polynomial equation f (x) = O, where f(x) = a_nxⁿ + a_n-1x^n-1 + … + a₁x = a_o, has received the attention of many mathematicians for hundreds of years and is at present in a very highly developed state. Even a cursory examination of the literature will reveal many volumes on this subject. However, this study is concerned primarily with the numerical methods for solving polynomial equations, hence the classical methods will be treated here only as they contribute to this field.

Virtually all of …

The Spinning Top, Aaron Jefferson Miles

Masters Theses

"Several mathematicians have solved the problems of motion of the top and gyroscope most completely, but none of them have considered in their solutions the effects of the supporting gimbal rings upon the motion or the effects of a variable rotor speed. It is the purpose of this paper to investigate the top equations by two well known methods; namely, by the method of Lagrange and by the method of Jacobi; considering in both the dynamics of the gimbal rings and varying rotor speed"--Introduction, page 3.