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Full-Text Articles in Physical Sciences and Mathematics

Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger May 2024

Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger

Master's Theses

In this work, we study the use of modern portfolio theory in a cost-risk analysis of the Electric Reliability Council of Texas (ERCOT). Based upon the risk-return concepts of modern portfolio theory, we develop an n-asset minimization problem to create a risk-cost frontier of portfolios of technologies within the ERCOT electricity region. The levelized cost of electricity for each technology in the region is a step in evaluating the expected cost of the portfolio, and the historical data of cost factors estimate the variance of cost for each technology. In addition, there are several constraints in our minimization problem to …


Abm Simulation Model Of A Pandemic For Optimizing Vaccination Strategy, Gibeom Park Aug 2022

Abm Simulation Model Of A Pandemic For Optimizing Vaccination Strategy, Gibeom Park

Theses and Dissertations

This study presents a process-oriented hybrid model for individuals' immune responses and interactions involving vaccination to describe the trend of contagious disease and estimate the future societal cost. The model considers "recovery" as a non-absorbing state and incorporates various infection stage states including two symptomatic states. To model contagiousness to be consistent with the current pandemic and include that the spread of a disease depends on the mobility of people, we developed an Agent-Based Simulator that fitted to the particular model used in this study and can test various what-if scenarios. We improved the simulator considerably by appying data structures …


Paper Structure Formation Simulation, Tyler R. Seekins May 2019

Paper Structure Formation Simulation, Tyler R. Seekins

Electronic Theses and Dissertations

On the surface, paper appears simple, but closer inspection yields a rich collection of chaotic dynamics and random variables. Predictive simulation of paper product properties is desirable for screening candidate experiments and optimizing recipes but existing models are inadequate for practical use. We present a novel structure simulation and generation system designed to narrow the gap between mathematical model and practical prediction. Realistic inputs to the system are preserved as randomly distributed variables. Rapid fiber placement (~1 second/fiber) is achieved with probabilistic approximation of chaotic fluid dynamics and minimization of potential energy to determine flexible fiber conformations. Resulting digital packed …


Inference In Networking Systems With Designed Measurements, Chang Liu Mar 2017

Inference In Networking Systems With Designed Measurements, Chang Liu

Doctoral Dissertations

Networking systems consist of network infrastructures and the end-hosts have been essential in supporting our daily communication, delivering huge amount of content and large number of services, and providing large scale distributed computing. To monitor and optimize the performance of such networking systems, or to provide flexible functionalities for the applications running on top of them, it is important to know the internal metrics of the networking systems such as link loss rates or path delays. The internal metrics are often not directly available due to the scale and complexity of the networking systems. This motivates the techniques of inference …