Physical Sciences and Mathematics Commons^™

Survivor Bond Models For Securitizing Longevity Risk, Priscilla Mansah Codjoe

Doctoral Dissertations

"Longevity risk is the risk that a reference population’s mortality rates deviate from what is projected from prior life tables. This is due to discoveries in biological sciences, improved public health measures, and nutrition, which have dramatically increased life expectancy. Longevity risk raises life insurers’ liability, increasing product costs and reserves. Securitization through longevity derivatives is a way of dealing with this risk.

To enhance the pricing of life contingent products, we present an additive type mortality model in the style of the Lee-Carter. This model incorporates policyholder covariates. By using counting processes and martingale machinery, we obtain close form …

Secured Information Dissemination And Misbehavior Detection In Vanets, Ayan Roy

Doctoral Dissertations

"In a connected vehicle environment, the vehicles in a region can form a distributed network (Vehicular Ad-hoc Network or VANETs) where they can share traffic-related information such as congestion or no-congestion with other vehicles within its proximity, or with a centralized entity via. the roadside units (RSUs). However, false or fabricated information injected by an attacker (or a malicious vehicle) within the network can disrupt the decision-making process of surrounding vehicles or any traffic-monitoring system. Since in VANETs the size of the distributed network constituting the vehicles can be small, it is not difficult for an attacker to propagate an …

Maximising Social Welfare In Selfish Multi-Modal Routing Using Strategic Information Design For Quantal Response Travelers, Sainath Sanga

Masters Theses

"Traditional selfish routing literature quantifies inefficiency in transportation systems with single-attribute costs using price-of-anarchy (PoA), and provides various technical approaches (e.g. marginal cost pricing) to improve PoA of the overall network. Unfortunately, practical transportation systems have dynamic, multi-attribute costs and the state-of-the-art technical approaches proposed in the literature are infeasible for practical deployment. In this paper, we offer a paradigm shift to selfish routing via characterizing idiosyncratic, multiattribute costs at boundedly-rational travelers, as well as improving network efficiency using strategic information design. Specifically, we model the interaction between the system and travelers as a Stackelberg game, where travelers adopt multi-attribute …

Social Media Analytics With Applications In Disaster Management And Covid-19 Events, Md Yasin Kabir

Doctoral Dissertations

"Social media such as Twitter offers a tremendous amount of data throughout an event or a disastrous situation. Leveraging social media data during a disaster is beneficial for effective and efficient disaster management. Information extraction, trend identification, and determining public reactions might help in the future disaster or even avert such an event. However, during a disaster situation, a robust system is required that can be deployed faster and process relevant information with satisfactory performance in real-time. This work outlines the research contributions toward developing such an effective system for disaster management, where it is paramount to develop automated machine-enabled …

Using Coherence And Interference To Study The Few Body Dynamics In Simple Atomic Collisions Systems, Sujan Bastola

Doctoral Dissertations

"Atomic Collision experiments are best suited to sensitively test the few-body dynamics of simple systems. The few-body dynamics, in turn, can be sensitively affected by interference effects. However, an important requirement to observe interference effects in atomic scattering experiments is that the incoming projectile beam must be coherent. The coherence properties of the incoming projectile can be controlled by the geometry of the collimating slit placed before the target. We performed a kinematically complete experiment where a 75 keV proton beam is crossed with a molecular hydrogen beam to study the dissociative capture process. The motivation for this project was …

Hydroclimate Variability In Central America During The Holocene Inferred From Lacustrine Sediments In Lake Izabal, Eastern Guatemala, Edward Fernando Duarte

Doctoral Dissertations

"Holocene hydroclimate reconstructions have contributed to our understanding of the mechanisms controlling precipitation in Central America. Recent hydroclimate proxy records from the region, however, have revealed considerable spatiotemporal complexity in precipitation variability. This complexity is hypothesized to result from the interaction between multiple oceanic-atmospheric processes that converge in the region. This project analyzed three sediment cores from Lake Izabal, eastern lowland Guatemala, with the goal of understanding changes in precipitation, lake productivity, and lake water chemistry during the Holocene. Our proxy results indicate that precipitation in the region increased from the early to the middle Holocene, when Lake Izabal became …

Semiparametric Estimation With Clustered Right Censored Data Via Multivariate Gaussian Random Fields, Fathima Zahra Sainul Abdeen

Doctoral Dissertations

Consider a fixed number of clustered areas identified by their geographical coordinate that are monitored for the occurrences of an event such as pandemic, epidemic, migration to name a few. Data collected on units at all areas include time varying covariates and other environmental factors that may affect event occurrences. The event times in every area can be independent. They can also be correlated with correlation between two units induced by an unobservable frailty. In both cases, the collected data is considered pairwise to account for spatial correlation between all pair of areas. The pairwise right censored data is probit-transformed …

Creation Of A Neural Network For The American Sign Language To Russian Translation App, John T. Simmons

Capstone Projects

1. A large population of people utilize American Sign Language for their primary method of communication.
2. No commercially available product is available for these people for when they need to communicate with speakers of a foreign language.
3. We must investigate methods to make communication between these two parties easier and more accessible.
4. By using a neural network to classify images of American Sign Language letters, we can build a service to make translation of American Sign Language into foreign languages possible.

Mantle Flow And Transition Zone Discontinuities Beneath The Carribean Plate: Constraints From Shear Wave Splitting And Receiver Function Analyses, Tu Xue

Doctoral Dissertations

"Azimuthal anisotropy quantified by teleseismic SKS, SKKS, PKS (“XKS”) and local S wave splitting parameters is used to investigate lithospheric deformation and asthenospheric flow beneath the boundary zone of the North American and Caribbean plates and adjacent areas. A total of 4915 XKS and 1202 pairs of local S wave splitting parameters were obtained at 24 broad band seismic stations. The XKS observations can be divided into two groups based on the spatial distribution of the resulting fast polarization orientations. Those observed on the Caribbean Plate are mostly WNW-ESE which are roughly trench-parallel. In contrast, the fast orientations observed on …

The Kanarra Fold-Thrust System -- The Leading Edge Of The Sevier Fold-Thrust Belt, Southwest Utah, William Joseph Michael Chandonia

Doctoral Dissertations

“The Jurassic to Eocene Sevier fold-thrust belt is the subject of continued scientific curiosity in tectonics, stratigraphy, and industry. Understanding its development in southwest Utah is hindered in part due to the multiple origins proposed for the Kanarra anticline, a major leading edge structure -- a drag fold along the Hurricane fault, Laramide monocline, Sevier fault propagation fold, or a combination of these -- which have confused its tectonic significance and regional context. This confusion results from the structural complexity of its exposed eastern limb, as well as displacement and burial of its crest and western limb beneath Neogene sediments …

Representation Learning On Heterogeneous Spatiotemporal Networks, Dakshak Keerthi Chandra

Doctoral Dissertations

“The problem of learning latent representations of heterogeneous networks with spatial and temporal attributes has been gaining traction in recent years, given its myriad of real-world applications. Most systems with applications in the field of transportation, urban economics, medical information, online e-commerce, etc., handle big data that can be structured into Spatiotemporal Heterogeneous Networks (SHNs), thereby making efficient analysis of these networks extremely vital. In recent years, representation learning models have proven to be quite efficient in capturing effective lower-dimensional representations of data. But, capturing efficient representations of SHNs continues to pose a challenge for the following reasons: (i) Spatiotemporal …

Advances And Applications In High-Dimensional Heuristic Optimization, Samuel Alexander Vanfossan

Doctoral Dissertations

“Applicable to most real-world decision scenarios, multiobjective optimization is an area of multicriteria decision-making that seeks to simultaneously optimize two or more conflicting objectives. In contrast to single-objective scenarios, nontrivial multiobjective optimization problems are characterized by a set of Pareto optimal solutions wherein no solution unanimously optimizes all objectives. Evolutionary algorithms have emerged as a standard approach to determine a set of these Pareto optimal solutions, from which a decision-maker can select a vetted alternative. While easy to implement and having demonstrated great efficacy, these evolutionary approaches have been criticized for their runtime complexity when dealing with many alternatives or …

Numerical Investigations Of 2-D Magnetic Nozzles On Pulsed Plasma Plumes, Joshua Daniel Burch

Masters Theses

"This research presents studies of a novel type of magnetic nozzle that allows for three-dimensional (3-D) steering of a plasma plume. Numerical simulations were performed using Tech-X's USim® software to quantify the nozzle's capabilities. A2-D planar magnetic nozzle was applied to plumes of a nominal pulsed inductive plasma (PIP) source with discharge parameters similar to those of Missouri S&T's Missouri Plasmoid Experiment (MPX). Argon and xenon plumes were considered. Simulations were verified and validated through a mesh convergence study as well as comparison with available experimental data. Periodicity was achieved over the simulation run time and phase angle samples were …

Secure And Efficient Information Management In Delay(Disruption) Tolerant Network, Shudip Datta

Doctoral Dissertations

"In environments like international military coalitions on the battlefield or multi-party relief work in a disaster zone, multiple teams are deployed to serve different mission goals by the command-and-control center (CC). They may need to survey damages and send information to the CC for situational awareness and also transfer messages to each other for mission purposes. However, due to the damaged network infrastructure in the emergency, nodes need to relay messages using the store and forward paradigm, also called Delay-tolerant Networks (DTNs). In DTN, the limited bandwidth, energy, and contacts among the nodes, and their interdependency impose several challenges such …

Persistent Stealthy Attacks And Their Detection In Large Distributed Cyber-Physical Systems, Simon Bech Thougaard

Doctoral Dissertations

"Cyber-Physical Systems (CPS) are increasingly targeted by attackers using a wide and evolving array of methods. When these systems are distributed, every node represents a potential vulnerability, and secure system design must take this into account. Distributed CPSs also have the potential to better detect and handle attacks, by leveraging redundancies of physical measurements between adjacent nodes. The main purpose of this research is to determine the conditions that render a distributed CPS more resistant to attacks, and the conditions that render it more vulnerable. The work is centered around two separate applications: The Smart Grid and Autonomous Drone Swarms. …

Design And Synthesis Of Purine Based Neuroprotectors And Novel Synthetic Methods For The Trifluoromethylation Of Aldehyde Hydrazones, Puspa Aryal

Doctoral Dissertations

"Purine-derived compounds are widely investigated as cyclin-dependent kinase inhibitors that have broad applications in the design of pharmaceuticals for treating diseases, such as diabetes, atherosclerosis, and cancers. Towards the goal of effective AGE-inhibitors, and neuroprotector compounds we have synthesized a series of novel purine-based triazoles and investigated their neuroprotective effects, using SHSY-3Y human neuroblastoma cell line. Through these studies, we have identified purine-based neuroprotector compounds that favorably modulate oxidative stress induced by the Fenton reaction-generated reactive oxygen species (ROS).

The C(sp²−H)-trifluoromethylation of hydrazones would give access to the αtrifluoromethylated hydrazones that can serve as intermediates in the synthesis …

Application Of Machine Learning In Geophysics: Ranking Teleseismic Shear Wave Splitting Measurements And Classifying Different Types Of Earthquakes, Yanwei Zhang

Doctoral Dissertations

"During the past decades, applications of Machine Learning have been explosively developed to solve various academic and industrial problems, and over-human performance has been shown in diverse areas. In geophysical research, Machine Learning, especially Convolutional Neural Network (CNN), has been applied in numerous studies and demonstrated considerable potential. In this study, we applied CNN to solve two geophysical problems, ranking teleseismic shear splitting (SWS) measurements and classifying different types of earthquakes.

For ranking teleseismic SWS measurements, we utilized a CNN-based method to automatically select reliable SWS measurements. The CNN was trained by human-verified teleseismic SWS measurements and tested using synthetic …

Depositional Conditions, Stratigraphic Evolution, And Allo- And Autogenic Controls Of Lower Permian Non-Marine Carbonate Rocks, Lucaogou Low-Order Cycle, Bogda Mountains, Nw China, Yiran Lu

Doctoral Dissertations

"The overall objective of this study is to interpret the depositional conditions of lacustrine carbonate deposits of the lower Permian Lucaogou low-order cycle in the greater Turpan-Junggar continental rift basin, NW China. The depositional environments of ten carbonate lithofacies in the Tarlong-Taodonggou half graben and the Zhaobishan section were interpreted. Allo- and autogenic factors were identified. They controlled characteristics and distribution pattern of carbonate deposits in regional and local scale, respectively. Allogenic factors include the amount and direction of regional siliciclastic input, basin geometry, cyclic humidity/aridity oscillation, temperature, and regional tectonics. Autogenic factors include local siliciclastic input, local topography, local …

Deep Learning-Based Surrogate Models For Post-Earthquake Damage Assessment, Xinzhe Yuan

Doctoral Dissertations

"Seismic damage assessment is a critical step to enhance community resilience in the wake of an earthquake. This study aims to develop deep learning-based surrogate models for widely used fragility curves to achieve more accurate and rapid assessment in practice. These surrogate models are based on artificial neural networks trained from the labelled ground motions whose resulting damage classes on targeted structures are determined by nonlinear time history analyses. The development of various surrogate models is progressed in four phases. In Phase I, the multilayer perceptron (MLP) is used to develop multivariate seismic classifiers with up to 50 hand-crafted intensity …

Particle Swarm Optimization For Critical Experiment Design, Cole Michael Kostelac

Masters Theses

“Critical experiments are used by nuclear data evaluators and criticality safety engineers to validate nuclear data and computational methods. Many of these experiments are designed to maximize the sensitivity to a certain nuclide-reaction pair in an energy range of interest. Traditionally, a parameter sweep is conducted over a set of experimental variables to find a configuration that is critical and maximally sensitive. As additional variables are added, the total number of configurations increases exponentially and quickly becomes prohibitively computationally expensive to calculate, especially using Monte Carlo methods.

This work presents the development of a particle swarm optimization algorithm to design …

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.

Pressure Relief Wells: Analysis Of Subsurface Heterogeneity To Evaluate Relief Well Locations For Mississippi River Levees, Emma Marie Young

Masters Theses

“When designing pressure relief well systems, it is imperative to understand what major geomorphology and heterogenies features are present, such as buried oxbow lakes, especially when the feature is parallel to the source, such as the Mississippi River. When present, there is a notable greater increase in head pressures, especially on the landward tow of the levee. This can cause erosional features that originally thought of to have been protected from by installing pressure relief wells. When comparing the effective hydraulic conductivities of horizontal clay layers and vertical clay layers spanning the length of the model, little to no noticeable …

Using Lake Sediment Chemistry In The Exploration For Nickel Laterite Deposits In Tropical Regions, Gabriela Yvonne Ramirez

Masters Theses

"Developing reliable geochemical indicators to guide the search for ore deposits is a long-standing goal. This particularly applies to tropical regions that are often heavily vegetated which hampers boots-on-the ground exploration efforts. Here we present the preliminary results of a study that investigates the usefulness of lake sediment chemistry in the exploration for nickel laterite ore deposits in tropical regions using Lake Izabal, Guatemala, as a case study. Lake Izabal’s catchment area contains Ni laterite deposits along its northern shore, whereas no Ni-laterite discoveries have been made in the south except for a Ni mine in the southern region that …

Theoretical And Experimental Application Of Neural Networks In Spaceflight Control Systems, Pavel Galchenko

Doctoral Dissertations

“Spaceflight systems can enable advanced mission concepts that can help expand our understanding of the universe. To achieve the objectives of these missions, spaceflight systems typically leverage guidance and control systems to maintain some desired path and/or orientation of their scientific instrumentation. A deep understanding of the natural dynamics of the environment in which these spaceflight systems operate is required to design control systems capable of achieving the desired scientific objectives. However, mitigating strategies are critically important when these dynamics are unknown or poorly understood and/or modelled. This research introduces two neural network methodologies to control the translation and rotation …

Synthesis And Process Optimization Of Colloidal Unimolecular Polymer, Cup, Particle Formation, And Its Interfacial Surface Tension Behavior, Ashish Zore

Doctoral Dissertations

"Colloidal Unimolecular Polymer (CUP) particles are 3-9 nm size single-chain polymer nanoparticles that are made from amphiphilic acrylic co-polymers using the process of water reduction. The formation of CUP particles was driven by the polymer-polymer interactions being greater than polymer-solvent interactions as well as the charge-charge repulsion due to the increasing dielectric of the medium. CUPs provide a surfactant or additive-free nanoparticle system that was useful for studying the interfacial behavior of pure aqueous nanoparticles using a maximum bubble pressure tensiometer. The equilibrium surface tension shows a dependence on concentration and the charge density of the CUP particle. The equilibrium …

Data-Driven Modeling And Simulations Of Seismic Waves, Yixuan Wu

Doctoral Dissertations

"In recent decades, nonlocal models have been proved to be very effective in the study of complex processes and multiscale phenomena arising in many fields, such as quantum mechanics, geophysics, and cardiac electrophysiology. The fractional Laplacian(−Δ)^𝛼/2 can be reviewed as nonlocal generalization of the classical Laplacian which has been widely used for the description of memory and hereditary properties of various material and process. However, the nonlocality property of fractional Laplacian introduces challenges in mathematical analysis and computation. Compared to the classical Laplacian, existing numerical methods for the fractional Laplacian still remain limited. The objectives of this research are …

Laterally Heterogeneous Seismic Anisotropy Investigated By Shear Wave Splitting Analyses, Yan Jia

Doctoral Dissertations

"Numerous geophysical studies suggest that seismic anisotropy is a nearly ubiquitous property of the Earth’s crust and upper mantle. In this study, we utilize the shear wave splitting technique to investigate the piercing-point-dependent azimuthal anisotropy beneath the northeastern edge of the Sichuan Basin in central China, and the spatial and temporal variations of anisotropy near the 2019 M7.1 Ridgecrest earthquake in California, respectively. A clear back azimuthal dependence of the splitting parameters and the lack of a 90° or 180° periodicity of azimuthal variation in the observed fast orientations provide strong evidence for the existence of piercing-point-dependent anisotropy beneath the …

Continuous And Discrete Models For Optimal Harvesting In Fisheries, Nagham Abbas Al Qubbanchee

Masters Theses

"This work focuses on the logistic growth model, where the Gordon-Schaefer model is considered in continuous time. We view the Gordon-Schaefer model as a bioeconomic equation involved in the fishing business, considering biological rates, carrying capacity, and total marginal costs and revenues. In [25], the authors illustrate the analytical solution of the Schaefer model using the integration by parts method and two theorems. The theorems have many assumptions with many different strategies. Due to the nature of the problem, the optimal control system involves many equations and functions, such as the second root of the equation. We concentrate on Theorem …

Lithofacies Characterization Of Marine Shelf Shale And Implicaitons On Depositional Conditions And Processes On The Continental Shelf — A Case Study Of The Upper-Cretaceous Tuscaloosa Marine Shale In Louisiana And Mississippi, U.S.A., Efren Mendez Jr

Masters Theses

"The Upper Cretaceous Tuscaloosa Marine Shale (TMS) is an unconventional shale reservoir deposited on the continental shelf of the northern Gulf of Mexico Basin. Previous studies have focused on sequence stratigraphy, thermal modeling, and well-log correlations. However, a limited understanding of the stratigraphic heterogeneity of the TMS is yet to be studied. This study aims to characterize the stratigraphic heterogeneity of the TMS using core, petrographic, and well-log analyses to better understand the depositional conditions and processes that occur on the continental shelf. The TMS has been classified into four lithofacies of very fine sands – coarse silts (LF1), medium-fine …

Adsorption Of Arsenic Onto River Sediments, Leticia Augusta Dos Santos Ferreira

Masters Theses

“Previous studies have noted the relationship between shallow groundwater rich in sodium (Na) and bicarbonate (HCO₃) and elevated levels of dissolved arsenic. However, most experimental work on arsenic adsorption in the presence of HCO₃ and differing Na/Ca ratios has proven difficult to extrapolate to natural systems because of differences in tested mineral compositions and component concentrations. In this study, I performed a series of adsorption experiments using river sediments to evaluate the influence of HCO₃ and monovalent/divalent cations on the extent of arsenic adsorption onto natural sediment in groundwater.

Batch adsorption (kinetics, equilibrium, and metal loading) …