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Full-Text Articles in Physical Sciences and Mathematics

Optimal Ordering To Maximize Mev Arbitrage, Granton Michael White Jun 2023

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 …


Applications Of Mathematical Optimization Methods To Digital Communications And Signal Processing, Spencer Giddens Jul 2020

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 …


Enabling Optimizations Through Demodularization, Blake Dennis Johnson Mar 2016

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 …


Optimized Simulation Of Granular Materials, Seth R. Holladay Feb 2013

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 Jul 2012

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 Apr 2012

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 Jul 2011

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 …


Packing Virtual Machines Onto Servers, David Luke Wilcox Oct 2010

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 …


Approximations With Improving Error Bounds For Makespan Minimization In Batch Manufacturing, Whitney Samuel Weyerman Mar 2008

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 Aug 2007

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 Apr 2006

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 …


Phase-Matching Optimization Of Laser High-Order Harmonics Generated In A Gas Cell, Julia Robin Miller Sutherland Jul 2005

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 …