Physical Sciences and Mathematics Commons^™

Osculating Curves, Sepideh Bahrami

Electronic Thesis and Dissertation Repository

Consider a complex analytic curve $X$ in $\mathbb{C}^2$, along with a specific point $p \in X$. The primary concern arises in approximating geometrically the curve $X$ precisely at the point $p$. Analogously, in introductory calculus, students learn to compute the tangent line to the graph of a function $y=f(x)$ at a given point $p=(x_*,f(x_*))$ by utilizing the derivative of $f$ at $x_*$.

For analytical convenience, we assume a local representation of the curve $X$ using a power series expansion. This representation centers the point $p$ at the origin $(0,0) \in \mathbb{C}^2$. Thus, our mathematical input becomes a Taylor series:

\[ …

Adaptation Reshapes The Distribution Of Fitness Effects, Diego Tenoch Morales Lopez

Electronic Thesis and Dissertation Repository

The process of adaptation has been of interest since the XIX century, when Darwin first proposed the idea of natural selection. Since then, there has been a myriad of theoretical and empirical works that have expanded the field. From the many evolutionary insights these works have produced, a foundational idea is that spontaneous mutations in the genome of organisms can produce changes to their reproductive success that might confer an advantage for the mutant organisms with respect to their peers. Therefore, mutations drive adaptive evolution by virtue of their heritable effects on fitness. Empirical measures of the distribution of these …

Study Of Behaviour Change And Impact On Infectious Disease Dynamics By Mathematical Models, Tianyu Cheng

Electronic Thesis and Dissertation Repository

This thesis uses mathematical models to study human behaviour changes' effects on infectious disease transmission dynamics. It centers on two main topics. The first concerns how behaviour response evolves during epidemics and the effects of adaptive precaution behaviour on epidemics. The second topic is how to build general framework models incorporating human behaviour response in epidemiological modelling.

In the first project, based on the fact that a fraction of the epidemiologically susceptible population is actually susceptible due to precautions, we present a novel perspective on understanding the infection force, incorporating human protection behaviours. This view explains many existing infection force …

Complex-Valued Approach To Kuramoto-Like Oscillators, Jacqueline Bao Ngoc Doan

Electronic Thesis and Dissertation Repository

The Kuramoto Model (KM) is a nonlinear model widely used to model synchrony in a network of oscillators – from the synchrony of the flashing fireflies to the hand clapping in an auditorium. Recently, a modification of the KM (complex-valued KM) was introduced with an analytical solution expressed in terms of a matrix exponential, and consequentially, its eigensystem. Remarkably, the analytical KM and the original KM bear significant similarities, even with phase lag introduced, despite being determined by distinct systems. We found that this approach gives a geometric perspective of synchronization phenomena in terms of complex eigenmodes, which in turn …

The Magnetic Field Of Protostar-Disk-Outflow Systems, Mahmoud Sharkawi

Electronic Thesis and Dissertation Repository

Recent observations of protostellar cores reveal complex magnetic field configurations that are distorted in the innermost disk region. Unlike the prestellar phase, where the magnetic field geometry is simpler with an hourglass configuration, magnetic fields in the protostellar phase are sculpted by the formation of outflows and rapid rotation. This gives rise to a significant azimuthal (or toroidal) component that has not yet been analytically modelled in the literature. Moreover, the onset of outflows, which act as angular momentum transport mechanisms, have received considerable attention in the past few decades. Two mechanisms: 1) the driving by the gradient of a …

Lecture Note On Delay Differential Equation, Wenfeng Liu

Undergraduate Student Research Internships Conference

Delay differential equation is an important field in applied mathematics since it concerns more situations than the ordinary differential equation. Moreover, it makes the equations more applicable to the object's movement in real life.

My project is the lecture note on the delay differential equation provides a basic introduction to the delay differential equation, its application in real life, improving the ordinary differential equation, the primary method and definition for solving the delay differential equation and the use of the way in the ordinary differential equation to estimate the periodic solution to the delay differential equation.

A Molecular Dynamics Study Of Polymer Chains In Shear Flows And Nanocomposites, Venkat Bala

Electronic Thesis and Dissertation Repository

In this work we study single chain polymers in shear flows and nanocomposite polymer melts extensively through the use of large scale molecular dynamics simulations through LAMMPS. In the single polymer chain shear flow study, we use the Lattice Boltzmann method to simulate fluid dynamics and also include thermal noise as per the \emph{fluctuation-dissipation} theorem in the system. When simulating the nanocomposite polymer melts, we simply use a Langevin thermostat to mimic a heat bath. In the single polymer in shear flow study we investigated the margination of a single chain towards solid surfaces and how strongly the shear flow …

Credit Risk Measurement And Application Based On Bp Neural Networks, Jingshi Luo

Electronic Thesis and Dissertation Repository

The emergence of P2P(Peer-to-peer) lending has opened up a popular way for micro-finance, and the financial lending industry in many countries is growing rapidly. While it facilitates lending to individuals and small and medium-sized enterprises, improving the risk identification capability of the P2P platform is vitally necessary for the sustainable development of the platform. Especially the potential credit risk caused by information asymmetry, this may be fatal to this industry. In order to alleviate the adverse effects of this problem, this paper takes Lending Club’s real loan data as the empirical research object. The random forest is used to screen …

Mathematical Modelling & Simulation Of Large And Small Scale Structures In Star Formation, Gianfranco Bino

Electronic Thesis and Dissertation Repository

This thesis aims to study the magnetic and evolutionary properties of stellar objects from the prestellar phase up to and including the late protostellar phase. Many of the properties governing star formation are linked to the core’s physical properties and the magnetic field highly dictates much of the core’s stability.

The thesis begins with the implementation of a fully analytic magnetic field model used to study the magnetic properties governing the prestellar core FeSt 1-457. The model is a direct result of Maxwell’s equations and yields a central-to-surface magnetic field ratio in the equatorial plane in cylindrical coordinates. The model …

The Mean-Reverting 4/2 Stochastic Volatility Model: Properties And Financial Applications, Zhenxian Gong

Electronic Thesis and Dissertation Repository

Financial markets and instruments are continuously evolving, displaying new and more refined stylized facts. This requires regular reviews and empirical evaluations of advanced models. There is evidence in literature that supports stochastic volatility models over constant volatility models in capturing stylized facts such as "smile" and "skew" presented in implied volatility surfaces. In this thesis, we target commodity and volatility index markets, and develop a novel stochastic volatility model that incorporates mean-reverting property and 4/2 stochastic volatility process. Commodities and volatility indexes have been proved to be mean-reverting, which means their prices tend to revert to their long term mean …

The Effect Of The Initial Structure On The System Relaxation Time In Langevin Dynamics, Omid Mozafar

Electronic Thesis and Dissertation Repository

In recent decades, computer experiments have allowed an accurate and fundamental understanding of molecular mechanisms at the microscopic level, such as the process of relaxation at a stable physical state. However, computer simulations may sometimes produce non-physical results or relations due to the incompleteness of mathematical models describing physical systems. In this thesis, we have investigated whether the initial structure in a computer simulation affects the system relaxation time, which is denoted by τ_sys, in the Langevin NVT ensemble. We found that for an initial structure, which is inhomogeneous in the number density of atoms, the system relaxation …

Edge-Cloud Iot Data Analytics: Intelligence At The Edge With Deep Learning, Ananda Mohon M. Ghosh

Electronic Thesis and Dissertation Repository

Rapid growth in numbers of connected devices, including sensors, mobile, wearable, and other Internet of Things (IoT) devices, is creating an explosion of data that are moving across the network. To carry out machine learning (ML), IoT data are typically transferred to the cloud or another centralized system for storage and processing; however, this causes latencies and increases network traffic. Edge computing has the potential to remedy those issues by moving computation closer to the network edge and data sources. On the other hand, edge computing is limited in terms of computational power and thus is not well suited for …

Algorithms For Mappings And Symmetries Of Differential Equations, Zahra Mohammadi

Electronic Thesis and Dissertation Repository

Differential Equations are used to mathematically express the laws of physics and models in biology, finance, and many other fields. Examining the solutions of related differential equation systems helps to gain insights into the phenomena described by the differential equations. However, finding exact solutions of differential equations can be extremely difficult and is often impossible. A common approach to addressing this problem is to analyze solutions of differential equations by using their symmetries. In this thesis, we develop algorithms based on analyzing infinitesimal symmetry features of differential equations to determine the existence of invertible mappings of less tractable systems of …

On The Sparre-Andersen Risk Models, Ruixi Zhang

Electronic Thesis and Dissertation Repository

This thesis develops several strategies for calculating ruin-related quantities for a variety of extended risk models. We focus on the Sparre-Andersen risk model, also known as the renewal risk model. The idea of arbitrary distribution for the waiting time between claim payments arose in the 1950’s from the collective risk theory, and received many extensions and modifications in recent years. Our goal is to tackle model assumptions that are either too relaxed for traditional methods to apply, or so complicated that elaborate algebraic tools are needed to obtain explicit solutions.

In Chapter 2, we consider a Lévy risk process and …

Algorithms For Bohemian Matrices, Steven E. Thornton

Electronic Thesis and Dissertation Repository

This thesis develops several algorithms for working with matrices whose entries are multivariate polynomials in a set of parameters. Such parametric linear systems often appear in biology and engineering applications where the parameters represent physical properties of the system. Some computations on parametric matrices, such as the rank and Jordan canonical form, are discontinuous in the parameter values. Understanding where these discontinuities occur provides a greater understanding of the underlying system.

Algorithms for computing a complete case discussion of the rank, Zigzag form, and the Jordan canonical form of parametric matrices are presented. These algorithms use the theory of regular …

Selected Topics In Quantization And Renormalization Of Gauge Fields, Chenguang Zhao

Electronic Thesis and Dissertation Repository

My thesis covers several topics in the quantization and renormalization of gauge fields, ranging from the application of Dirac constraint procedure on the light front, to the manipulation of Faddeev-Popov method to enable use of the transverse-traceless gauge in first order gravity. Last, I study renormalization group ambiguities and carry out a new characterization method for models with one, two and five couplings.

In chapter 2 we apply the Dirac constraint procedure to the quantization of gauge theories on the light front. The light cone gauge is used in conjunction with the first class constraints that arise and the resulting …

Optimization Studies And Applications: In Retail Gasoline Market, Daero Kim

Electronic Thesis and Dissertation Repository

The study of the retail gasoline market is of great interest in financial economics, since it allows many theories about price formation, oligopolistic markets, and consumer search to be tested. In addition, the risk management of gasoline prices is an important instance of the management of any consumable commodity cost. For the retailer, the tool of dynamic pricing may be found to be useful.

This thesis contributes to the study of retail gasoline markets in three main ways, each in its own paper. The first paper tests various economic models to confirm earlier results about pricing behavior in retail gasoline …

Three Essays On Structural Models, Xinghua Zhou

Electronic Thesis and Dissertation Repository

My thesis includes three papers on contingent claims valuation of corporate securities using structural models of credit risk. Our study focuses on structural models and their applications in estimating damages in security class actions, option pricing and warrant pricing. Securities class actions typically involve some misrepresentation by a firm that overstates its true value. In securities class actions econometric models are used to assess damages to shareholders. However, studies on measuring damages for debt-holders are limited. My first paper uses a modified Merton framework to measure the impact of misrepresentation on the value of other components (e.g., debt, warrants) of …

Modelling Walleye Population And Its Cannibalism Effect, Quan Zhou

Electronic Thesis and Dissertation Repository

Walleye is a very common recreational fish in Canada with a strong cannibalism tendency, such that walleyes with larger sizes will consume their smaller counterparts when food sources are limited or a surplus of adults is present. Cannibalism may be a factor promoting population oscillation. As fish reach a certain age or biological stage (i.e. biological maturity), the number of fish achieving that stage is known as fish recruitment. The objective of this thesis is to model the walleye population with its recruitment and cannibalism effect. A matrix population model has been introduced to characterize the walleye population into three …

On Honey Bee Colony Dynamics And Disease Transmission, Matthew I. Betti

Electronic Thesis and Dissertation Repository

The work herein falls under the umbrella of mathematical modeling of disease transmission. The majority of this document focuses on the extent to which infection undermines the strength of a honey bee colony. These studies extend from simple mass-action ordinary differential equations models, to continuous age-structured partial differential equation models and finally a detailed agent-based model which accounts for vector transmission of infection between bees as well as a host of other influences and stressors on honey bee colony dynamics. These models offer a series of predictions relevant to the fate of honey bee colonies in the presence of disease …

Computation Of Real Radical Ideals By Semidefinite Programming And Iterative Methods, Fei Wang

Electronic Thesis and Dissertation Repository

Systems of polynomial equations with approximate real coefficients arise frequently as models in applications in science and engineering. In the case of a system with finitely many real solutions (the $0$ dimensional case), an equivalent system generates the so-called real radical ideal of the system. In this case the equivalent real radical system has only real (i.e., no non-real) roots and no multiple roots. Such systems have obvious advantages in applications, including not having to deal with a potentially large number of non-physical complex roots, or with the ill-conditioning associated with roots with multiplicity. There is a corresponding, but more …

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 …

Dynamics Of Discs In A Nematic Liquid Crystal, Alena Antipova

Electronic Thesis and Dissertation Repository

In this thesis, a new way of simulating a two-way coupling between a liquid crystal and an immersed object is proposed. It can be used for objects of various geometries and can be expanded to be used for an object of any geometry. Additionally, a simple yet effective model was suggested for calculations of transmitted light through a nematic liquid crystal sample. This model allowed us to clarify the behavior of a ferromagnetic disc in a nematic liquid crystal observed in experiments and incorrectly interpreted at that time.

Our simulations have demonstrated the following: in the absence of external forces …

Modelling The Impact Of Climate Change On The Polar Bear Population In Western Hudson Bay, Nicole Bastow

Electronic Thesis and Dissertation Repository

The aim of this thesis is to model the impact of climate change on polar bear populations. The first model is a discrete matrix model with time-dependent parameters, which are influenced by temperature increases. Sensitivity analysis is done on the model. Numerical simulations predict there exist several scenarios that result in polar bear extinction. When the impact of climate warming is low the population is predicted to die out in 300 years and for higher levels of impact the population can be extinct within 6. The second model is a system of continuous delay differential equations with time-dependent parameters, also …

Studies Of Contingent Capital Bonds, Jingya Li

Electronic Thesis and Dissertation Repository

A contingent capital bond (CCB) is a subordinated security that converts to common shares when a predetermined trigger is breached. The 2008 financial crisis and the Basel III motivate the issuance of CCBs, aiming to mitigate the too-big-to-fail problem in financial distress and to resolve financial institutions by bailing in with the firm’s own capital rather than a bailing out using the taxpayers’ money.

Within the structural modelling framework, we consider the pricing of CCBs with an affine geometric Brownian motion by assuming that coupon payments have impact on the asset value dynamics. We extend the capital structure into four …

Algorithms To Compute Characteristic Classes, Martin Helmer

Electronic Thesis and Dissertation Repository

In this thesis we develop several new algorithms to compute characteristics classes in a variety of settings. In addition to algorithms for the computation of the Euler characteristic, a classical topological invariant, we also give algorithms to compute the Segre class and Chern-Schwartz-MacPherson (CSM) class. These invariants can in turn be used to compute other common invariants such as the Chern-Fulton class (or the Chern class in smooth cases).

We begin with subschemes of a projective space over an algebraically closed field of characteristic zero. In this setting we give effective algorithms to compute the CSM class, Segre class and …

Extensions Of The Cross-Entropy Method With Applications To Diffusion Processes And Portfolio Losses, Alexandre Scott

Electronic Thesis and Dissertation Repository

Rare event simulation is a crucial part of simulations. In financial mathematics, the study of rare events appear naturally when we consider risk measures such as the conditional value at risk. This thesis is composed of three related papers treating the rare event simulations subject: the first paper addresses rare event simulations using for diffusion processes, the second paper addresses rare event simulations for the normal and the Student t-copula model while the last paper addresses rare event simulations for a portfolio model where there is a correlation structure between the loss-given-default and the probability of default.

Options Pricing And Hedging In A Regime-Switching Volatility Model, Melissa A. Mielkie

Electronic Thesis and Dissertation Repository

Both deterministic and stochastic volatility models have been used to price and hedge options. Observation of real market data suggests that volatility, while stochastic, is well modelled as alternating between two states. Under this two-state regime-switching framework, we derive coupled pricing partial differential equations (PDEs) with the inclusion of a state-dependent market price of volatility risk (MPVR) term.

Since there is no closed-form solution for this pricing problem, we apply and compare two approaches to solving the coupled PDEs, assuming constant Poisson intensities. First we solve the problem using numerical solution techniques, through the application of the Crank-Nicolson numerical scheme. …

Optimizing The Analysis Of Electroencephalographic Data By Dynamic Graphs, Mehrsasadat Golestaneh

Electronic Thesis and Dissertation Repository

The brain’s underlying functional connectivity has been recently studied using tools offered by graph theory and network theory. Although the primary research focus in this area has so far been mostly on static graphs, the complex and dynamic nature of the brain’s underlying mechanism has initiated the usage of dynamic graphs, providing groundwork for time sensi- tive and finer investigations. Studying the topological reconfiguration of these dynamic graphs is done by exploiting a pool of graph metrics, which describe the network’s characteristics at different scales. However, considering the vast amount of data generated by neuroimaging tools, heavy computation load and …

A Molecular Simulation Study On Micelle Fragmentation And Wetting In Nano-Confined Channels, Mona Habibi

Electronic Thesis and Dissertation Repository

We performed coarse-grained molecular-dynamics (MD) simulations to study the structural and dynamical properties of surfactant micelles in equilibrium and under Poiseuille-like flow in a nano-confined geometry. We used the MARTINI force-field to model the interactions between water molecules, counter-ions, and sodium dodecyl sulfate (SDS) surfactants. SDS surfactant was chosen as the standard model because of its potential application in drug delivery systems. First, we focused on the self-assembly of SDS in equilibrium. To form stable spherical mi- celles, we ran simulations in the isothermal-isobaric ensemble (NPT) on a system of free SDS surfactants, counter-ions and water molecules. We studied the …