Physical Sciences and Mathematics Commons^™

Optimal Ordering To Maximize Mev Arbitrage, Granton Michael White

Theses and Dissertations

The rise of cryptocurrencies has brought with it new math problems with new sets of constraints. The MEV problem entails solving for the ordering of pending trades that maximizes a block creator's profit. In decentralized finance, time is a big constraint, so an exhaustive search of all possible orderings is impossible. I propose a solution to the MEV problem that gives a near optimal result that can be solved in a reasonable amount of time. I layout the method and the formulas required for my solution. Additionally, I test my solution on synthesized data to show that it works as …

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 …

Development Of Software Tools For Efficient And Sustainable Process Development And Improvement, Jake P. Stengel

Theses and Dissertations

Infrastructure is a key component in the well-being of our society that leads to its growth, development, and productive operations. A well-built infrastructure allows the community to be more competitive and promotes economic advancement. In 2021, the ASCE (American Society of Civil Engineers) ranked the American infrastructure as substandard, with an overall grade of C-. The overall ranking suffers when key infrastructure categories are not maintained according to the needs of the population. Therefore, there is a need to consider alternative methods to improve our infrastructure and make it more sustainable to enhance the overall grade. One of the challenges …

Energy Planning Model Design For Forecasting The Final Energy Consumption Using Artificial Neural Networks, Haidy Eissa

Theses and Dissertations

“Energy Trilemma” has recently received an increasing concern among policy makers. The trilemma conceptual framework is based on three main dimensions: environmental sustainability, energy equity, and energy security. Energy security reflects a nation’s capability to meet current and future energy demand. Rational energy planning is thus a fundamental aspect to articulate energy policies. The energy system is huge and complex, accordingly in order to guarantee the availability of energy supply, it is necessary to implement strategies on the consumption side. Energy modeling is a tool that helps policy makers and researchers understand the fluctuations in the energy system. Over the …

Optimizing Critical Values And Combining Axes For Multi-Axial Neck Injury Criteria, Ethan J. Gaston

Theses and Dissertations

The Air Force employs ejection seats in its high-performance aircraft. While these systems are intended to ensure aircrew safety, the ejection process subjects the aircrew to potentially injurious forces. System validation includes evaluation of forces against a standard which is linked to the probability of injury. The Muti-Axial Neck Injury Criteria (MANIC) was developed to account for forces in all six degrees of freedom. Unfortunately, the MANIC is applied to each of the three linear input directions separately and applies different criterion values for each direction. These three separate criteria create a lack of clarity regarding acceptable neck loading, leading …

Optimizing A Bank Of Kalman Filters For Navigation Integrity, Luis E. Sepulveda

Theses and Dissertations

Alternative navigation is an area of research which employs a variety of sensor technologies to provide a navigation solution in Global Navigation Satellite System degraded or denied environments. The Autonomy and Navigation Technology Center at the Air Force Institute of Technology has recently developed the Autonomous and Resilient Management of All-source Sensors (ARMAS) navigation framework which utilizes an array of Kalman Filters to provide a navigation solution resilient to sensor failures. The Kalman Filter array size increases exponentially as system sensors and detectable faults are scaled up, which in turn increases the computational power required to run ARMAS in areal-world …

Applications Of Mathematical Optimization Methods To Digital Communications And Signal Processing, Spencer Giddens

Theses and Dissertations

Mathematical optimization is applicable to nearly every scientific discipline. This thesis specifically focuses on optimization applications to digital communications and signal processing. Within the digital communications framework, the channel encoder attempts to encode a message from a source (the sender) in such a way that the channel decoder can utilize the encoding to correct errors in the message caused by the transmission over the channel. Low-density parity-check (LDPC) codes are an especially popular code for this purpose. Following the channel encoder in the digital communications framework, the modulator converts the encoded message bits to a physical waveform, which is sent …

Characterizing Uncertainty In Correlated Response Variables For Pareto Front Optimization, Peter A. Calhoun

Theses and Dissertations

Current research provides a method to incorporate uncertainty into Pareto front optimization by simulating additional response surface model parameters according to a Multivariate Normal Distribution (MVN). This research shows that analogous to the univariate case, the MVN understates uncertainty, leading to overconfident conclusions when variance is not known and there are few observations (less than 25-30 per response). This research builds upon current methods using simulated response surface model parameters that are distributed according to an Multivariate t-Distribution (MVT), which can be shown to produce a more accurate inference when variance is not known. The MVT better addresses uncertainty in …

Optimizing The Environmental And Economic Sustainability Of Contingency Base Infrastructure, Jamie E. Filer

Theses and Dissertations

Contingency bases are often located in remote areas with limited access to established infrastructure grids. This isolation leads to standalone systems comprised of inefficient, resource-dependent infrastructure, which yields a significant logistical burden, creates negative environmental impacts, and increases costs. Planners can mitigate these negative impacts by selecting sustainable technologies. However, such alternatives often come at a higher procurement cost and mobilization requirement. Accordingly, this study aims to develop and implement a novel infrastructure sustainability assessment model capable of optimizing the tradeoffs between environmental and economic performance of infrastructure alternatives.

Two-On-One Pursuit With A Non-Zero Capture Radius, Patrick J. Wasz

Theses and Dissertations

In this paper, we revisit the "Two Cutters and Fugitive Ship" differential game that was addressed by Isaacs, but move away from point capture. We consider a two-on-one pursuit-evasion differential game with simple motion and pursuers endowed with circular capture sets of radius l > 0. The regions in the state space where only one pursuer effects the capture and the region in the state space where both pursuers cooperatively and isochronously capture the evader are characterized, thus solving the Game of Kind. Concerning the Game of Degree, the algorithm for the synthesis of the optimal state feedback strategies of the …

Cost-Effective Load Scheduling For Hybrid Renewable Energy Systems, Avinash Shashikala Rajendra

Theses and Dissertations

Hybrid renewable energy systems offer great promise for the future. However, some lingering concerns regarding stability and cost efficiency still exist. If a private party installs the system and maintains full control, the party may itself alleviate some of these problems by wisely optimizing the benefits offered by the system. One of the ways to do so is to develop a schedule for their load such that the cost incurred is minimized; this is done by maximally utilizing the renewable sources of energy before using the backup options of more conventional energy sources. Creating such a schedule involves considering several …

Network Analytics For The Mirna Regulome And Mirna-Disease Interactions, Joseph Jayakar Nalluri

Theses and Dissertations

miRNAs are non-coding RNAs of approx. 22 nucleotides in length that inhibit gene expression at the post-transcriptional level. By virtue of this gene regulation mechanism, miRNAs play a critical role in several biological processes and patho-physiological conditions, including cancers. miRNA behavior is a result of a multi-level complex interaction network involving miRNA-mRNA, TF-miRNA-gene, and miRNA-chemical interactions; hence the precise patterns through which a miRNA regulates a certain disease(s) are still elusive. Herein, I have developed an integrative genomics methods/pipeline to (i) build a miRNA regulomics and data analytics repository, (ii) create/model these interactions into networks and use optimization techniques, motif …

A Multi-Objective Approach To Tactical Maneuvering Within Real Time Strategy Games, Christopher D. Ball

Theses and Dissertations

The real time strategy (RTS) environment is a strong platform for simulating complex tactical problems. The overall research goal is to develop artificial intelligence (AI) RTS planning agents for military critical decision making education. These agents should have the ability to perform at an expert level as well as to assess a players critical decision-making ability or skill-level. The nature of the time sensitivity within the RTS environment creates very complex situations. Each situation must be analyzed and orders must be given to each tactical unit before the scenario on the battlefield changes and makes the decisions no longer relevant. …

Enabling Optimizations Through Demodularization, Blake Dennis Johnson

Theses and Dissertations

Programmers want to write modular programs to increase maintainability and create abstractions, but modularity hampers optimizations, especially when modules are compiled separately or written in different languages. In languages with syntactic extension capabilities, each module in a program can be written in a separate language, and the module system must ensure that the modules interoperate correctly. In Racket, the module system ensures this by separating module code into phases for runtime and compile-time and allowing phased imports and exports inside modules. We present an algorithm, called demodularization, that combines all executable code from a phased modular program into a single …

Optimal Control And Its Application To The Life-Cycle Savings Problem, Tracy A. Taylor

Theses and Dissertations

Throughout the course of this thesis, we give an introduction to optimal control theory and its necessary conditions, prove Pontryagin's Maximum Principle, and present the life-cycle saving under uncertain lifetime optimal control problem. We present a very involved sensitivity analysis that determines how a change in the initial wealth, discount factor, or relative risk aversion coefficient may affect the model the terminal depletion of wealth time, optimal consumption path, and optimal accumulation of wealth path. Through simulation of the life-cycle saving under uncertain lifetime model, we are not only able to present the model dynamics through time, but also to …

Warranty Period And Product Price Optimization For Remanufactured Products, Yuxi Liu

Theses and Dissertations

This study considers a remanufactured electrical product under a tiered warranty policy. Warranty is key in ensuring a good manufacturer—consumer relationship. Manufacturers hope to minimize warranty costs while consumers believe that good warranty promises better product quality and reliability. This Thesis presents an optimal warranty period from the perspective of a manufacturer to maximize the total expected profits, while ensuring sustained consumer relation. We use real data from a local company with a global supply chain to provide a numerical example.

An Optimization Method For Estimating Joint Parameters Of The Hip And Knee, Ben Tesch

Theses and Dissertations

Biomechanics, generally speaking, concerns the application of engineeringprinciples to the study of living things. This work is concerned withhuman movement analysis, a subfield of biomechanics, where the methodsof classical mechanics are applied to human movement. This field hascontributed to the general understanding of human movement, and itstechniques are used in the diagnosis and treatment of disease. Centralto the field is the process of measuring human movement. Since classicalmechanics deals with the motion of rigid bodies, and ideal measurementsystem would be able to accurately record the exact pose --- combinedposition and orientation --- of the bones. The techniques that reachthis ideal …

Bi- And Multi Level Game Theoretic Approaches In Mechanical Design, Ehsan Ghotbi

Theses and Dissertations

This dissertation presents a game theoretic approach to solve bi and multi-level optimization problems arising in mechanical design. Toward this end, Stackelberg (leader-follower), Nash, as well as cooperative game formulations are considered. To solve these problems numerically, a sensitivity based approach is developed in this dissertation. Although game theoretic methods have been used by several authors for solving multi-objective problems, numerical methods and the applications of extensive games to engineering design problems are very limited. This dissertation tries to fill this gap by developing the possible scenarios for multi-objective problems and develops new numerical approaches for solving them.

This dissertation …

Optimized Simulation Of Granular Materials, Seth R. Holladay

Theses and Dissertations

Visual effects for film and animation often require simulated granular materials, such as sand, wheat, or dirt, to meet a director's needs. Simulating granular materials can be time consuming, in both computation and labor, as these particulate materials have complex behavior and an enormous amount of small-scale detail. Furthermore, a single cubic meter of granular material, where each grain is a cubic millimeter, would contain a billion granules, and simulating all such interacting granules would take an impractical amount of time for productions. This calls for a simplified model for granular materials that retains high surface detail and granular behavior …

An Integrated Screening And Optimization Strategy, Nathaniel Jackson Rohbock

Theses and Dissertations

Within statistical methods, design of experiments (DOE) is well suited to make good inference from a minimal amount of data. Two types of designs within DOE are screening designs and optimization designs. Traditionally, these approaches have been necessarily separated by a gap between the objectives of each design and the methods available. Despite being so separated, in practice these designs are frequently connected by sequential experimentation. In fact, from the genesis of a project, the experimentor often knows that both designs will be necessary to accomplish his objectives. Due to advances in the understanding of experimental designs with complex aliasing …

Performance Evaluation Of Optimal Rate Allocation Models For Wireless Networks, Ryan Michael Padilla

Theses and Dissertations

Convex programming is used in wireless networks to optimize the sending or receiving rates of links or flows in a network. This kind of optimization problem is formulated into a rate allocation problem, where each node in the network will distributively solve the convex problem and all links or flows will converge to their optimal rate. The objective function and constraints of these problems are represented in a simplified model of contention, interference, and sending or receiving rates. The Partial Interference model is an optimal rate allocation model for use in wireless mesh networks that has been shown to be …

Modeling Wireless Networks For Rate Control, David C. Ripplinger

Theses and Dissertations

Congestion control algorithms for wireless networks are often designed based on a model of the wireless network and its corresponding network utility maximization (NUM) problem. The NUM problem is important to researchers and industry because the wireless medium is a scarce resource, and currently operating protocols such as 802.11 often result in extremely unfair allocation of data rates. The NUM approach offers a systematic framework to build rate control protocols that guarantee fair, optimal rates. However, classical models used with the NUM approach do not incorporate partial carrier sensing and interference, which can lead to significantly suboptimal performance when actually …

Characterization Of A Boron Carbide Heterojunction Neutron Detector, James E. Bevins

Theses and Dissertations

New methods for neutron detection have become an important area of research in support of national security objectives. In support of this effort, p-type B₅C on n-type Si heterojunction diodes have been built and tested. This research sought to optimize the boron carbide (BC) diode by coupling the nuclear physics modeling capability of GEANT4 and TRIM with the semiconductor device simulation tools. Through an iterative modeling process of controllable parameters, optimal device construction was determined such detection efficiency and charge collection were optimized. This allows an estimation of expected charge collection and efficiency given a set of operating …

Packing Virtual Machines Onto Servers, David Luke Wilcox

Theses and Dissertations

Data centers consume a significant amount of energy. This problem is aggravated by the fact that most servers and desktops are underutilized when powered on, and still consume a majority of the energy of a fully utilized computer even when idle This problem would be much worse were it not for the growing use of virtual machines. Virtual machines allow system administrators to more fully utilize hardware capabilities by putting more than one virtual system on the same physical server. Many times, virtual machines are placed onto physical servers inefficiently. To address this inefficiency, I developed a new family of …

A Case Study Of Network Design For Middle East Water Distribution, Rachel Bullene

Theses and Dissertations

The Middle Eastern region encompassing Israel, Jordan, and the Palestinian Territories (West Bank and Gaza) is an arid region with fast growing populations. Adequate and equitable access to water for all the people of the region is crucial to the future of Middle East peace. However, the current water distribution system not only fails to provide an adequate and equitable allocation of water, but also results adverse impacts on the environment. This project involves building a mathematical model to aid decision-makers in designing an optimal water distribution network. A new method for incorporating uncertainty in optimization that is based on …

Approximations With Improving Error Bounds For Makespan Minimization In Batch Manufacturing, Whitney Samuel Weyerman

Theses and Dissertations

Multipurpose batch manufacturing systems allow a suite of job types to be processed with a fixed set of machines. These types of systems are commonly found in chemical processing, as well as in computer systems and the service industry. In this thesis we consider the problem of sequencing jobs entering the manufacturing system in order to minimize makespan, or total time to complete processing of the jobs. We formulate this problem as a dynamic programming problem and illustrate the computational difficulty of solving this problem. We give a method for simulation of the system by representing each machine in the …

Optimization Of Control Source And Error Sensor Locations In Free Field Active Noise Control, Connor Raymond Duke

Theses and Dissertations

Previous work has shown that active noise control (ANC) can be applied to axial cooling fans. Optimization of the control source and error sensor placement is desired to maximize the attenuation using ANC. A genetic algorithm was developed to find the optimal placement of control sources for a given primary source. The optimal configuration of control sources around a single primary source was shown to be a linear arrangement of the sources. This holds true for both two-dimensional as well as three-dimensional configurations. The higher-order radiation of the linear arrangement has also been verified experimentally, but the improvement in the …

No Free Lunch, Bayesian Inference, And Utility: A Decision-Theoretic Approach To Optimization, Christopher Kenneth Monson

Theses and Dissertations

Existing approaches to continuous optimization are essentially mechanisms for deciding which locations should be sampled in order to obtain information about a target function's global optimum. These methods, while often effective in particular domains, generally base their decisions on heuristics developed in consideration of ill-defined desiderata rather than on explicitly defined goals or models of the available information that may be used to achieve them. The problem of numerical optimization is essentially one of deciding what information to gather, then using that information to infer the location of the global optimum. That being the case, it makes sense to model …

Doppler-Only Multistatic Radar, Dustin G. Mixon

Theses and Dissertations

In order to estimate the position and velocity of a target, most multistatic radar systems require multiple independent target measurements, such as angle-of-arrival, time-of-arrival, and Doppler information. Though inexpensive and reliable, Doppler-only systems have not been widely implemented due to the inherent nonlinear problem of determining a target’s position and velocity from their measurements. We solve this problem. In particular, we first establish the lack of observability in the Doppler-only bistatic system, thereby demonstrating the need for multiple transmitters and/or receivers. Next, for a multistatic system with a sufficient number of transmitter-receiver pairs, we invoke classical optimization techniques, such as …

Phase-Matching Optimization Of Laser High-Order Harmonics Generated In A Gas Cell, Julia Robin Miller Sutherland

Theses and Dissertations

Ten-millijoule, thirty-five femtosecond, 800 nm (~40 nm bandwidth) laser pulses are used to study high-order harmonic generation in helium- and neon-filled gas cells of various lengths. Harmonic orders in the range of 50 to 100 are investigated. A semi-infinite cell geometry produces brighter harmonics than cells of sub-centimeter length. In the semi-infinite geometry, the gas occupies the region from the focusing lens to a thin exit foil near the laser focus. Counter-propagating light is used to directly probe where the high harmonics are generated within the laser focus and to investigate phase matching. The phase matching under optimized harmonic generation …