Physical Sciences and Mathematics Commons^™

Computation Of Risk Measures In Finance And Parallel Real-Time Scheduling, Yajuan Li

Dissertations

Many application areas employ various risk measures, such as a quantile, to assess risks. For example, in finance, risk managers employ a quantile to help determine appropriate levels of capital needed to be able to absorb (with high probability) large unexpected losses in credit portfolios comprising loans, bonds, and other financial instruments subject to default. This dissertation discusses the computation of risk measures in finance and parallel real-time scheduling.

Firstly, two estimation approaches are compared for one risk measure, a quantile, via randomized quasi-Monte Carlo (RQMC) in an asymptotic setting where the number of randomizations for RQMC grows large, but …

Low-Reynolds-Number Locomotion Via Reinforcement Learning, Yuexin Liu

Dissertations

This dissertation summarizes computational results from applying reinforcement learning and deep neural network to the designs of artificial microswimmers in the inertialess regime, where the viscous dissipation in the surrounding fluid environment dominates and the swimmer’s inertia is completely negligible. In particular, works in this dissertation consist of four interrelated studies of the design of microswimmers for different tasks: (1) a one-dimensional microswimmer in free-space that moves towards the target via translation, (2) a one-dimensional microswimmer in a periodic domain that rotates to reach the target, (3) a two-dimensional microswimmer that switches gaits to navigate to the designated targets in …

Nystrom Methods For High-Order Cq Solutions Of The Wave Equation In Two Dimensions, Erli Wind-Andersen

Dissertations

An investigation of high order Convolution Quadratures (CQ) methods for the solution of the wave equation in unbounded domains in two dimensions is presented. These rely on Nystrom discretizations for the solution of the ensemble of associated Laplace domain modified Helmholtz problems. Two classes of CQ discretizations are considered: one based on linear multistep methods and the other based on Runge-Kutta methods. Both are used in conjunction with Nystrom discretizations based on Alpert and QBX quadratures of Boundary Integral Equation (BIE) formulations of the Laplace domain Helmholtz problems with complex wavenumbers. CQ in conjunction with BIE is an excellent candidate …

Type I Error Rate Controlling Procedures For Multiple Hypotheses Testing, Beibei Li

Dissertations

This dissertation addresses several different but related topics arising in the field of multiple testing, including weighted procedures and graphical approaches for controlling the familywise error rate (FWER), and stepwise procedures with control of the false discovery rate (FDR) for discrete data. It consists of three major parts.

The first part investigates weighted procedures for controlling the FWER. In many statistical applications, hypotheses may be differentially weighted according to their different importance. Many weighted multiple testing procedures (wMTPs) have been developed for controlling the FWER. Among these procedures, two weighted Holm procedures are commonly used in practice: one is based …

A New Model For Predicting The Drag And Lift Forces Of Turbulent Newtonian Flow On Arbitrarily Shaped Shells On The Seafloor, Carley R. Walker, James V. Lambers, Julian Simeonov

Dissertations

Currently, all forecasts of currents, waves, and seafloor evolution are limited by a lack of fundamental knowledge and the parameterization of small-scale processes at the seafloor-ocean interface. Commonly used Euler-Lagrange models for sediment transport require parameterizations of the drag and lift forces acting on the particles. However, current parameterizations for these forces only work for spherical particles. In this dissertation we propose a new method for predicting the drag and lift forces on arbitrarily shaped objects at arbitrary orientations with respect to the direction of flow that will ultimately provide models for predicting the sediment sorting processes that lead to …

Irregular Orbital Domination In Graphs, Peter E. Broe

Dissertations

In recent decades, domination in graphs has become a popular area of study due in large degree to its applications to modern society and the mathematical beauty of the topic. While this area evidently began with the work of Claude Berge in 1958 and of Oystein Ore in 1962, domination did not become an active area of research until 1977 with the appearance of a survey paper by Ernest Cockayne and Stephen Hedetniemi. Since then a large number of variations of domination have surfaced and provided numerous applications to different areas of science and real-life problems. Among these variations are …