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Physical Sciences and Mathematics Commons

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Theses/Dissertations

Optimization

Applied Mathematics

2024

Articles 1 - 2 of 2

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 …


Modeling And Numerical Analysis Of The Cholesteric Landau-De Gennes Model, Andrew L. Hicks Apr 2024

Modeling And Numerical Analysis Of The Cholesteric Landau-De Gennes Model, Andrew L. Hicks

LSU Doctoral Dissertations

This thesis gives an analysis of modeling and numerical issues in the Landau-de Gennes (LdG) model of nematic liquid crystals (LCs) with cholesteric effects. We derive various time-step restrictions for a (weighted) $L^2$ gradient flow scheme to be energy decreasing. Furthermore, we prove a mesh size restriction, for finite element discretizations, that is critical to avoid spurious numerical artifacts in discrete minimizers that is not well-known in the LC literature, particularly when simulating cholesteric LCs that exhibit ``twist''. Furthermore, we perform a computational exploration of the model and present several numerical simulations in 3-D, on both slab geometries and spherical …