Physical Sciences and Mathematics Commons^™

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 …

Fast Method Of Particular Solutions For Solving Partial Differential Equations, Anup Raja Lamichhane

Dissertations

Method of particular solutions (MPS) has been implemented in many science and engineering problems but obtaining the closed-form particular solutions, the selection of the good shape parameter for various radial basis functions (RBFs) and simulation of the large-scale problems are some of the challenges which need to overcome. In this dissertation, we have used several techniques to overcome such challenges.

The closed-form particular solutions for the Matérn and Gaussian RBFs were not known yet. With the help of the symbolic computational tools, we have derived the closed-form particular solutions of the Matérn and Gaussian RBFs for the Laplace and biharmonic …

Microstructural Analysis Of Thermoelastic Response, Nonlinear Creep, And Pervasive Cracking In Heterogeneous Materials, Alden C. Cook

Electronic Theses and Dissertations

This dissertation is concerned with the development of robust numerical solution procedures for the generalized micromechanical analysis of linear and nonlinear constitutive behavior in heterogeneous materials. Although the methods developed are applicable in many engineering, geological, and materials science fields, three main areas are explored in this work. First, a numerical methodology is presented for the thermomechanical analysis of heterogeneous materials with a special focus on real polycrystalline microstructures obtained using electron backscatter diffraction techniques. Asymptotic expansion homogenization and finite element analysis are employed for micromechanical analysis of polycrystalline materials. Effective thermoelastic properties of polycrystalline materials are determined and compared …

Modern Fair-Weather And Storm Sediment Transport Around Ship Island, Mississippi: Implications For Coastal Habitats And Restoration Efforts, Eve Rettew Eisemann

Master's Theses

The Mississippi – Alabama barrier island chain is experiencing accelerated sea level rise, decreased sediment supply, and frequent hurricane impacts. These three factors drive unprecedented rates of morphology change and ecosystem reduction. All islands in the chain have experienced land loss on the order of hectares per year since records began in the 1840s. In 1969, Hurricane Camille impacted as a Category 5, breaching Ship Island, and significantly reduced viable seagrass habitat. Hurricane Katrina impacted as a Category 3 in 2005, further widening Camille Cut. To better understand the sustainability of these important islands and the ecosystems they support, sediment …

Essays In Market Structure And Liquidity, Adrian J. Walton

Electronic Thesis and Dissertation Repository

Market structure concerns the mechanisms for negotiating trades and the composition of trading participants, and can affect liquidity and price efficiency. More gains from trade can be realized from an asset that is more liquid, and a better allocation of risk and capital can be achieved when an asset’s price is more efficient so it is important to understand market structure. This thesis uses theory and empirical methods to examine the effects of a few specific aspects of market structure.

In Chapter 1, we study a novel market structure on the New York Stock Exchange (NYSE), the Retail Liqudity Program …

A Comparison Of Solution Methods For Mandelbrot-Like Polynomials, Eunice Y. S. Chan

Electronic Thesis and Dissertation Repository

We compare two different root-finding methods, eigenvalue methods and homotopy methods, using three test problems: Mandelbrot polynomials, Fibonacci-Mandelbrot polynomials, and Narayana-Mandelbrot polynomials. For the eigenvalue methods, using both MATLAB and Maple, we computed the eigenvalues of a specialized recursively-constructed, supersparse, upper Hessenberg matrix, inspired by Piers Lawrence's original construction for the Mandelbrot polynomials, for all three families of polynomials. This led us to prove that this construction works in general. Therefore, this construction is genuinely a new kind of companion matrix. For the homotopy methods, we used a special-purpose homotopy, in which we used an equivalent differential equation to solve …

Numerical Computing With Functions On The Sphere And Disk, Heather Denise Wilber

Boise State University Theses and Dissertations

A new low rank approximation method for computing with functions in polar and spherical geometries is developed. By synthesizing a classic procedure known as the double Fourier sphere (DFS) method with a structure-preserving variant of Gaussian elimination, approximants to functions on the sphere and disk can be constructed that (1) preserve the bi-periodicity of the sphere, (2) are smooth over the poles of the sphere (and origin of the disk), (3) allow for the use of FFT-based algorithms, and (4) are near-optimal in their underlying discretizations. This method is used to develop a suite of fast, scalable algorithms that exploit …

An Algorithm For The Machine Calculation Of Minimal Paths, Robert Whitinger

Electronic Theses and Dissertations

Problems involving the minimization of functionals date back to antiquity. The mathematics of the calculus of variations has provided a framework for the analytical solution of a limited class of such problems. This paper describes a numerical approximation technique for obtaining machine solutions to minimal path problems. It is shown that this technique is applicable not only to the common case of finding geodesics on parameterized surfaces in R³, but also to the general case of finding minimal functionals on hypersurfaces in Rⁿ associated with an arbitrary metric.

Krylov Subspace Spectral Method With Multigrid For A Time-Dependent, Variable-Coefficient Partial Differential Equation, Haley Renee Dozier

Master's Theses

Krylov Subspace Spectral (KSS) methods are traditionally used to solve time-dependent, variable-coefficient PDEs. They are high-order accurate, component-wise methods that are efficient with variable input sizes.

This thesis will demonstrate how one can make KSS methods even more efficient by using a Multigrid-like approach for low-frequency components. The essential ingredients of Multigrid, such as restriction, residual correction, and prolongation, are adapted to the timedependent case. Then a comparison of KSS, KSS with Multigrid, KSS-EPI and standard Krylov projection methods will be demonstrated.

Black Holes Modeled As Fluid Droplets On Membranes, Anthony Bardessono

Physics

No abstract provided.

Discrete Stability Of Dpg Methods, Ammar Harb

Dissertations and Theses

This dissertation presents a duality theorem of the Aubin-Nitsche type for discontinuous Petrov Galerkin (DPG) methods. This explains the numerically observed higher convergence rates in weaker norms. Considering the specific example of the mild-weak (or primal) DPG method for the Laplace equation, two further results are obtained. First, for triangular meshes, the DPG method continues to be solvable even when the test space degree is reduced, provided it is odd. Second, a non-conforming method of analysis is developed to explain the numerically observed convergence rates for a test space of reduced degree. Finally, for rectangular meshes, the test space is …

Cfd Model For Ventilation In Broiler Holding Sheds, Christian Heymsfield

Biological and Agricultural Engineering Undergraduate Honors Theses

Broiler production in Arkansas was valued at over $3.6 billion in 2013 (University of Arkansas Extension of Agriculture). Consequently, improvement in any phase of the production process can have significant economic impact and animal welfare implications. From the time poultry leave the farm and until they are slaughtered, they can be exposed to harsh environmental conditions, both in winter and in summer. After road transportation, birds are left to wait in holding sheds once they arrive at the processing plant, for periods of approximately 30 minutes to two hours. This project was interested in this holding shed waiting time during …

Developing A Risk Analysis Model To Improve Study Abroad Awareness, Tyler Spain

Industrial Engineering Undergraduate Honors Theses

As international education opportunities increase in popularity among U.S. college students (McMurtrie, 2007), it is becoming more and more necessary for study abroad organizations to be aware of the risks students face as they travel abroad. While some international cities are riskier than others, it can be difficult to distinguish between cities which truly carry a high degree of risk for visiting students, and which cities are only perceived to be risky based on various personal misconceptions. The University of Arkansas Office of Study Abroad & International Exchange currently lacks a way to quantifiably analyze the risk of study abroad …

Teaching Numerical Methods In The Context Of Galaxy Mergers, Maria Kourjanskaia

Physics

Methods of teaching numerical methods to solve ordinary differential equations in the context of galaxy mergers were explored. The research published in a paper by Toomre and Toomre in 1972 describing the formation of galactic tails and bridges from close tidal interactions was adapted into a project targeting undergraduate physics students. Typically undergraduate physics students only take one Computational Physics class in which various techniques and algorithms are taught. Although it is important to study computational physics techniques, it is just as important to apply this knowledge to a problem that is representative of what computational physics researchers are investigating …

Using Poincaré And Coefficient Analyses To Assess Changes In Variability In Respiration As A Function Of Leptin Status, Sex, And Buprenorphine In Mice, Wateen Hussein Alami

Chancellor’s Honors Program Projects

No abstract provided.

Kinetic Monte Carlo Models For Crystal Defects, Kyle Louis Golenbiewski

Doctoral Dissertations

Kinetic Monte Carlo algorithms have become an increasingly popular means to simulate stochastic processes since their inception in the 1960's. One area of particular interest is their use in simulations of crystal growth and evolution in which atoms are deposited on, or hop between, predefined lattice locations with rates depending on a crystal's configuration. Two such applications are heteroepitaxial thin films and grain boundary migration. Heteroepitaxial growth involves depositing one material onto another with a different lattice spacing. This misfit leads to long-range elastic stresses that affect the behavior of the film. Grain boundary migration, on the other hand, describes …

Methodology For Analyzing Epoxy-Cnt Phononic Crystals For Wave Attenuation And Guiding, Madhu Kolati

Dissertations, Master's Theses and Master's Reports

Phononic crystals (PhnCs) control, direct and manipulate sound waves to achieve wave guiding and attenuation. This dissertation presents methodology for analyzing nanotube materials based phononic crystals to achieve control over sound, vibration and stress mitigation. Much of the analytical work presented is in identifying frequency band gaps in which sound or vibration cannot propagate through these PhnCs. Wave attenuation and mitigation analysis is demonstrated using finite element simulation. Engineering principles from current research areas of solid mechanics, solid-state physics, elasto-dynamics, mechanical vibrations and acoustics are employed for the methodology. A considerable effort is put to show that these PhnCs can …

Simulation Of Nuclear Fusion Using A One Dimensional Particle In Cell Method, Steven T. Margell

Cal Poly Humboldt theses and projects

In this thesis several novel techniques are developed to simulate fusion events in an isotropic, electrostatic three-dimensional Deuterium-Tritium plasma. These techniques allow us to accurately predict three-dimensional collision events with a one-dimensional model while simultaneously reducing compute time via a nearest neighbor algorithm. Furthermore, a fusion model based on first principles is developed that yields an average fusion reactivity which correlates well with empirical results.

A High Accuracy Minimally Invasive Regularization Technique For Navier-Stokes Equations At High Reynolds Number, Mustafa Aggul

Dissertations, Master's Theses and Master's Reports

A method is presented, that combines the defect and deferred correction approaches to approximate solutions of Navier-Stokes equations at high Reynolds number. The method is of high accuracy in both space and time, and it allows for the usage of legacy codes (a frequent requirement in the simulation of turbulent flows in complex geometries). The two-step method is considered here; in order to obtain a regularization that is second order accurate in space and time, the method computes a low-order accurate, stable and computationally inexpensive approximation (Backward Euler with artificial viscosity) twice. The results are readily extendable to the higher …

Stereographic Visualization Of Bose-Einstein Condensate Clouds To Measure The Gravitational Constant, Ed Wesley Wells

Electronic Theses and Dissertations

This thesis describes a set of tools that can be used for the rapid design of atom interferometer schemes suitable for measuring Newton's Universal Gravitation constant also known as "Big G". This tool set is especially applicable to Bose--Einstein--condensed systems present in NASA's Cold Atom Laboratory experiment to be deployed to the International Space Station in 2017. These tools include a method of approximating the solutions of the nonlinear Schrödinger or Gross--Pitaevskii equation (GPE) using the Lagrangian Variational Method. They also include a set of software tools for translating the approximate solutions of the GPE into images of the optical …

Pattern Recognition In High-Dimensional Data, Matthew Dannenberg

HMC Senior Theses

Vast amounts of data are produced all the time. Yet this data does not easily equate to useful information: extracting information from large amounts of high dimensional data is nontrivial. People are simply drowning in data. A recent and growing source of high-dimensional data is hyperspectral imaging. Hyperspectral images allow for massive amounts of spectral information to be contained in a single image. In this thesis, a robust supervised machine learning algorithm is developed to efficiently perform binary object classification on hyperspectral image data by making use of the geometry of Grassmann manifolds. This algorithm can consistently distinguish between a …

Defect-Deferred Correction Method For The Two-Domain Convection-Dominated Convection-Diffusion Problem, Dilek Erkmen

Dissertations, Master's Theses and Master's Reports

We present a method for solving a fluid-fluid interaction problem (two convection-dominated convection-diusion problems adjoined by an interface), which is a simplifed version of the atmosphere ocean coupling problem. The method resolves some of the issues that can be crucial to the fluid-fluid interaction problems: it is a partitioned time stepping method, yet it is of high order accuracy in both space and time (the two-step algorithm considered in this report provides second order accuracy); it allows for the usage of the legacy codes (which is a common requirement when resolving flows in complex geometries), yet it can be applied …

Topic Analysis Of Tweets On The European Refugee Crisis Using Non-Negative Matrix Factorization, Chong Shen

CMC Senior Theses

The ongoing European Refugee Crisis has been one of the most popular trending topics on Twitter for the past 8 months. This paper applies topic modeling on bulks of tweets to discover the hidden patterns within these social media discussions. In particular, we perform topic analysis through solving Non-negative Matrix Factorization (NMF) as an Inexact Alternating Least Squares problem. We accelerate the computation using techniques including tweet sampling and augmented NMF, compare NMF results with different ranks and visualize the outputs through topic representation and frequency plots. We observe that supportive sentiments maintained a strong presence while negative sentiments such …