Physical Sciences and Mathematics Commons^™

Stochastic And Copula Models For Credit Derivatives, Chao Meng

LSU Doctoral Dissertations

We prove results relating to the exit time of a stochastic process from a region in N-dimensional space. We compute certain stochastic integrals involving the exit time. Taking a Gaussian copula model for the hitting time behavior, we prove several results on the sensitivity of quantities connected with the hitting times to parameters of the model, as well as the large-N behavior. We discuss the relationship of these results to certain credit derivative instruments. Relevant simulations are presented.

A Century Of Land Use And Water Quality In Watersheds Of The Continental U.S., Whitney P. Broussard Iii

LSU Doctoral Dissertations

Human endeavors, particularly the agricultural and industrial activities of the last half century, now produce more biologically available nitrogen (N) than all other natural sources combined. The increased N availability can have consequences for the health of aquatic biota on the local, regional, and global scales. One manifestation of this problem is the formation of coastal hypoxic zones where terrestrial N loading creates eutrophic conditions in coastal waters. This dissertation examines a century of changes in land use and water quality to quantify the relationships between agricultural land use practices and riverine N yields in the Mississippi River Basin and …

Splitting Np-Complete Sets, Christian Glaßer, A. Pavan, Alan L. Selman, Liyu Zhang

Computer Science Faculty Publications

We show that a set is m-autoreducible if and only if it is m-mitotic. This solves a long-standing open question in a surprising way. As a consequence of this unconditional result and recent work by Glaßer et al., complete sets for all of the following complexity classes are m-mitotic: NP, coNP, ⊕P, PSPACE, and NEXP, as well as all levels of PH, MODPH, and the Boolean hierarchy over NP. In the cases of NP, PSPACE, NEXP, and PH, this at once answers several well-studied open questions. These results tell us that complete sets share a redundancy that was not known …

Evidence For Symplectic Symmetry In Ab Initio No-Core Shell Model Results, Tomas Dytrych

LSU Doctoral Dissertations

Advances in the construction of realistic internucleon interactions together with the advent of massively parallel computers have resulted in a successful utilization of the ab initio approaches to the investigation of properties of light nuclei. The no-core shell model is a prominent ab initio method that yields a good description of the low-lying states in few-nucleon systems as well as in more complex p-shell nuclei. Nevertheless, its applicability is limited by the rapid growth of the many-body basis with larger model spaces and increasing number of nucleons. To extend the scope of the ab initio no-core shell model to heavier …

Nonperturbative Dynamics Of Strong Interactions From Gauge/Gravity Duality, Hovhannes Roman Grigoryan

LSU Doctoral Dissertations

This thesis studies important dynamical observables of strong interactions such as form factors. It is known that Quantum Chromodynamics (QCD) is a theory which describes strong interactions. For large energies, one can apply perturbative techniques to solve some of the QCD problems. However, for low energies QCD enters into the nonperturbative regime, where different analytical or numerical tools have to be applied to solve problems of strong interactions. The holographic dual model of QCD is such an analytical tool that allows one to solve some nonperturbative QCD problems by translating them into a dual five-dimensional theory defined on some warped …

A Translation Mechanism For Recommendations, Pierpaolo Dondio, Luca Longo, Stephen Barrett

Conference papers

An important class of distributed Trust-based solutions is based on the information sharing. A basic requirement of such systems is the ability of participating agents to effectively communicate, receiving and sending messages that can be interpreted correctly. Unfortunately, in open systems it is not possible to postulate a common agreement about the representation of a rating, its semantic meaning and cognitive and computational mechanisms behind a trust-rating formation. Social scientists agree to consider unqualified trust values not transferable, but a more pragmatic approach would conclude that qualified trust judgments are worth being transferred as far as decisions taken considering others’ …

Chemical Analysis Of Polymer Blends Via Synchrotron X-Ray Tomography, Heath Alan Barnett

LSU Doctoral Dissertations

Material properties of industrial polymer blends are of great importance. X-ray tomography has been used to obtain spatial chemical information about various polymer blends. The spatial images are acquired with synchrotron X-ray tomography because of its rapidity, good spatial resolution, large field-of-view, and elemental sensitivity. The spatial absorption data acquired from X-ray tomography experiments is converted to spatial chemical information via a linear least squares fit of multi-spectral X-ray absorption data. A fiberglass-reinforced polymer blend with a new-generation flame retardant is studied with multi-energy synchrotron X-ray tomography to assess the blend homogeneity. Relative to other composite materials, this sample is …

Visual Language Representation For Use Case Evolution And Traceability, Coretta Willis Douglas

LSU Doctoral Dissertations

The primary goal of this research is to assist non-technical stakeholders involved in requirements engineering with a comprehensible method for managing changing requirements within a specific domain. An important part of managing evolving requirements over time is to maintain a temporal ordering of the changes and to support traceability of the modifications. This research defines a semi-formal syntactical and semantic definition of such a method using a visual language, RE/TRAC (Requirements Evolution with Traceability), and a supporting formal semantic notation RE/TRAC-SEM. RE/TRAC-SEM is an ontological specification employing a combination of models, including verbal definitions, set theory and a string language …

Gas-Phase Formation Of Environmentally Persistent Free Radicals From Thermal Degradation Of Catechol, Hydroquinone, Phenols And Tobacco, Julien Gnonlonfoun Adounkpe

LSU Doctoral Dissertations

Catechol, hydroquinone and Phenol are major constituents of the mainstream tobacco smoke. The toxicity of tobacco has been attributed to the ability of catechol and hydroquinone to undergo endogenous or exogenous redox cycling to form semiquinone type radicals responsible of Reactive Oxygen Species (ROS) formation. ROS such as hydroxyl radicals can cause severe oxidative stress on biological tissues and can provoke severe signaling pathways leading to cardiovascular and pulmonary dysfunctions and carcinogenesis. Given that semiquinone type radicals are organic radicals, characterized by their high instability and reactivity; it is somewhat surprising that they can live long enough mostly when associated …

Quasiclassical Description Of Bremsstrahlung Accompanying Α Decay Including Quadrupole Radiation, Ulrich D. Jentschura, A. I. Milstein, Ivan S. Terekhov, H. Boie, Heiko Scheit, Dirk Schwalm

Physics Faculty Research & Creative Works

We present a quasiclassical theory of α decay accompanied by bremsstrahlung with a special emphasis on the case of ²¹⁰Po, with the aim of finding a unified description that incorporates both the radiation during the tunneling through the Coulomb wall and the finite energy E_γ of the radiated photon up to E_γ~Q_α | √/η, where Q_α is the α-decay Q-value and η is the Sommerfeld parameter. The corrections with respect to previous quasiclassical investigations are found to be substantial, and excellent agreement with a full quantum mechanical treatment is achieved. Furthermore, we find that …

Dominance Of Virtual Delbrück Scattering For The Photon Emission By Nuclei In Relativistic Electron-Nucleus And Nucleus-Nucleus Collisions, Ilya F. Ginzburg, Ulrich D. Jentschura, Valery G. Serbo

Physics Faculty Research & Creative Works

We consider the contribution of virtual Delbrück scattering to the photon emission by nuclei in the collision of two ultra-relativistic nuclei Z₁ Z₂ → Z₁ Z₂ γ and electron-nucleus collisions e Z → e Z γ, in the photon energy range m ≪ E_γ ≪ m γ, where m is the electron mass and γ is the Lorentz factor of the colliding nucleus. The discussed process has no infrared divergence. The total cross section is 50 barn for the Pb-Pb collisions at the LHC collider. The spectral distribution obtained is considerably larger than for ordinary …

Reparameterization Invariance Of Nrqed Self-Energy Corrections And Improved Theory For Excited D States In Hydrogenlike Systems, Benedikt J. Wundt, Ulrich D. Jentschura

Physics Faculty Research & Creative Works

Canonically, the quantum electrodynamic radiative corrections in bound systems have been evaluated in photon energy regularization, i.e., using a noncovariant overlapping parameter that separates the high-energy relativistic scales of the virtual quanta from the nonrelativistic domain. Here, we calculate the higher-order corrections to the one-photon self-energy calculation with three different overlapping parameters (photon energy, photon mass and dimensional regularization) and demonstrate the reparameterization invariance of nonrelativistic quantum electrodynamics (NRQED) using this particular example. We also present new techniques for the calculation of the low-energy part of this correction, which lead to results for the Lamb shift of highly excited states …

Accurate Retrieval Of Structural Information From Laser-Induced Photoelectron And High-Order Harmonic Spectra By Few-Cycle Laser Pulses, Toru Morishita, Anh-Thu Le, Zhangjin Chen, C. D. Lin

Physics Faculty Research & Creative Works

By analyzing accurate theoretical results from solving the time-dependent Schrödinger equation of atoms in few-cycle laser pulses, we established the general conclusion that laser-generated high-energy electron momentum spectra and high-order harmonic spectra can be used to extract accurate differential elastic scattering and photo-recombination cross sections of the target ion with free electrons, respectively. Since both electron scattering and photoionization (the inverse of photo-recombination) are the conventional means for interrogating the structure of atoms and molecules, this result implies that existing few-cycle infrared lasers can be implemented for ultrafast imaging of transient molecules with temporal resolution of a few femtoseconds.

Higher-Order Contributions Observed In Three-Dimensional (E,2e) Cross-Section Measurements At 1-Kev Impact Energy, M. Dürr, C. Dimopoulou, B. Najjari, A. Dorn, K. Bartschat, I. Bray, D. V. Fursa, Zhangjin Chen, Don H. Madison, J. Ullrich

Physics Faculty Research & Creative Works

We present experimental and theoretical fully differential cross sections for single ionization by fast, 1-keV (v=8.6 a.u.) electron impact. The cross sections were measured using a momentum imaging technique for electrons and ions (reaction microscope), which covers a large fraction of the emission angles for emitted low-energy electrons (EeV) and a wide range of scattering angles. Therefore comprehensive data sets are obtained for ionizing collisions at small relative momentum and energy transfer from the projectile to the target system. The experimental data are compared with predictions from several state-of-the-art theoretical calculations. At this high impact energy the calculated cross section …

Projectile Angular-Differential Cross Sections For Transfer And Transfer Excitation In Proton Collisions With Helium, M. Zapukhlyak, T. Kirchner, Ahmad Hasan, B. Tooke, Michael Schulz

Physics Faculty Research & Creative Works

Projectile angular-differential cross sections for single-transfer and transfer excitation have been calculated with the two-center extension of the nonperturbative basis generator method for 5-200 keV proton-helium collisions. The calculations are based on the independent electron model, and the eikonal approximation has been used to extract angular-differential cross sections from impact-parameter-dependent transition amplitudes. The present results are compared with experimental and previous theoretical data where available. In particular, we consider the ratio of transfer excitation to single capture versus double excitation to single excitation at intermediate energies. An experimentally observed structure in this ratio at a scattering angle about 0.5 mrad …

X-Ray Lithography Of Metal And Semiconductor Nanoparticles, Nicholas Leventis, Suchi Guha, Massimo F. Bertino, Raghuveer Reddy Gadipalli, Brian R. Heckman, John Katsoudas, Ralu Divan, Lane A. Martin, Derrick C. Mancini

Physics Faculty Research & Creative Works

In the last few years, a considerable amount of research has focused on the three-dimensional fabrication of contacts and electronic devices. Most techniques, however, are essentially based on photoreduction, and are limited to noble- and semi-noble metals. We present here a general method that allows patterning of porous matrices in 3D with metal, but also with semiconductor nanoparticles which is of potential relevance for microfabrication applications. In our method, the pore-filling solvent of a sol-gel material is exchanged with a solution of precursors. The precursors are photodissociated and nanoparticles are formed when the monoliths are irradiated. In a series of …

Case Analysis Of Information Security Risk Perceptions, Alexis Guillot

Theses : Honours

The scientific rationality used by experts towards risk evaluation is expressed as the product of its likelihood of occurrence with its consequences or impacts (ENISA, 2006a). This directly opposes the subjective nature of risk perception, often appearing as inconsistent if not completely irrational (Byrne, 2003). Risk perception theories are a pathway to explain the subjective nature of risk and a deeper insight into the human's cognitive system. Those theories may help to explain why people see, act and plan for risks in the way that they do, the weaknesses that exist in the human decision mechanisms and their impact on …

Hydrogeochemical Processes As Environmental Indicators In Drip Water: Study Of The Cueva Del Agua (Southern Spain), Angel Fernandez-Cortes, Jose Maria Calaforra, Francisco Sánchez-Martos

International Journal of Speleology

Karst caves exhibit a wide range of hydrological and hydrochemical responses to infiltration events, due to their physical heterogeneity in space and dynamic variability over time, and due to non-Gaussian inputs (rain) and outputs (discharge). This paper reviews different approaches of studying seepage water in caves, in order to understand the infiltration regimen in the non-saturated zone of karst areas. As an illustration, we describe a four-year study of the active carbonate-water system in the Cueva del Agua (Granada, southern Spain) that automatically logs the discharge from a stalactite. The results indicate that: (1) the drip water regime is not …

Selecting U.S. Senators By The Original Method: Intersecting Mathematics And Social Studies, Bonnie H. Litwiller, David R. Duncan

Faculty Work

Mathematics teachers are concerned with incorporating connections with other academic areas in their mathematics curriculum. Social science provides a rich source of data which can be collected, organized, and interpreted by mathematics students. These data become of particular interest to many students if they involve political questions and processes.

Creating Preservation-Ready Web Resources, Joan A. Smith, Michael L. Nelson

Computer Science Faculty Publications

There are innumerable departmental, community, and personal web sites worthy of long-term preservation but proportionally fewer archivists available to properly prepare and process such sites. We propose a simple model for such everyday web sites which takes advantage of the web server itself to help prepare the site's resources for preservation. This is accomplished by having metadata utilities analyze the resource at the time of dissemination. The web server responds to the archiving repository crawler by sending both the resource and the just-in-time generated metadata as a straight-forward XML-formatted response. We call this complex object (resource + metadata) a CRATE. …

Emergent Behavior In Massively-Deployed Sensor Networks, Ekaterina Shurkova, Ruzana Ishak, Stephan Olariu, Shaharuddin Salleh

Computer Science Faculty Publications

The phenomenal advances in MEMS and nanotechnology make it feasible to build small devices, referred to as sensors that are able to sense, compute and communicate over small distances. The massive deployment of these small devices raises the fascinating question of whether or not the sensors, as a collectivity, will display emergent behavior, just as living organisms do. In this work we report on a recent effort intended to observe emerging behavior of large groups of sensor nodes, like living cells demonstrate. Imagine a massive deployment of sensors that can be in two states "red" and "blue". At deployment time …

Efficient Corona Training Protocols For Sensor Networks, Alan A. Bertossi, Stephan Olariu, Cristina M. Pinotti

Computer Science Faculty Publications

Phenomenal advances in nano-technology and packaging have made it possible to develop miniaturized low-power devices that integrate sensing, special-purpose computing, and wireless communications capabilities. It is expected that these small devices, referred to as sensors, will be mass-produced and deployed, making their production cost negligible. Due to their small form factor and modest non-renewable energy budget, individual sensors are not expected to be GPS-enabled. Moreover, in most applications, exact geographic location is not necessary, and all that the individual sensors need is a coarse-grain location awareness. The task of acquiring such a coarse-grain location awareness is referred to as training. …

An Exploration Of The Perceptions Domestic Groundwater Users Hold In Relation To Perth's Groundwater Resources, Beverley Drayton-Witty

Theses : Honours

Australia's water resources over the next few decades, and most likely beyond, will be under increasing pressures as populations enlarge and as the amount of water per person becomes more limited from a decline in rainfall across much of the continent. Perth is considered lucky among most Australian cities when it comes to water resources, in that we have an extensive groundwater network that is readily accessible both for both private (wells and bores) and public (scheme water) supplies. However, this resource has also seen substantial declines over the last few decades resulting from declining rainfall and increased use. Although …

Risk Classification And Ratemaking In Insurance, Erin Conrad

Honors Program Theses

Actuaries in insurance companies strive to put a price tag on future risk. They use a variety of analyses and models to accurately price insurance products. Models discussed in this paper include the pure premium method, the loss ratio method, the minimum bias procedure, and generalized linear models. Each of these pricing mechanisms are used to determine accurate and actuarially sound rates for insurance products. Competition in the industry forces companies to find more refined ways to predict the future costs of a risk. Classification systems allow companies to include a variety of rating variables so that each risk is …

A Fundamental Region On Two Copies Of The Hyperbolic Plane, Alyssa Jesse Soenksen

Honors Program Theses

Hyperbolic geometry is a beautiful, non-Euclidean space that hosts spectacular patterns and infinite designs. To learn about this space, this paper will focus on how linear fractional transformations act on this space and the patterns that reveal themselves. To expand on this, I will construct a fundamental domain under these mappings and explore the coding of closed geodesics on the fundamental domain, which requires an understanding of continued fractions. My research will then be applied to two copies of the hyperbolic plane. My goal is to understand fundamental regions in this space and eventually the geodesics.

This paper is intended …

Debian Clusters For Education And Research: The Missing Manual, Kristina Wanous

Honors Program Theses

Debian Clusters for Education and Research: The Missing Manual [4], or just "Debian Clusters" for short, meets the needs of this growing group of people. The Debian Clusters project is an online resource for anyone wishing to set up a cluster, particularly for those using Debian as the operating system. It features detailed step-by-step tutorials for every part of cluster setup and administration. In order to be accessible to people new to clusters, the walkthroughs assume no previous knowledge of clustering or networking and explain the principles and vocabulary behind the steps, yet are complex and detailed enough to be …

Fundamental Stock Market Analysis Tool, Rakshith Varadaraju

Honors Program Theses

There are many sources for stock market information and an investor can tap into the television or online media to sync up with current market news. Popular sources are news channels such as CNBC or CNN who spend the better part of the day evaluating the stock market. The internet is filled with a wealth of data ranging from historical to current market information. Added to this information are countless websites that make predictions on what stocks should be bought or sold. The challenge with all of this information is to figure out which sources are actually valid and can …

Application Of Blast-Based Techniques For Musical Information Retrieval, Fedor Aleksandrovich Korsakov

Honors Program Theses

Content retrieval in musical collections has been dependent on textual metadata (e.g. ID3 tags) which can present problems when the title of a piece is forgotten, misspelled, or when the search revolves around the similarity of sound. Content-based MIR (musical information retrieval) could offer an alternative. BLAST (basic local alignment search tool), an algorithm widely used in bioinformatics to search for sequences of aminoacids within longer sequences, seeks similarities and homologies, which makes it interesting for MIR, because musical information can be expected to be imprecise, and because homologies can allow to draw connections between musical pieces. Increased availability of …

The Crab Nebula's Dynamical Age As Measured From Its Northern Filamentary Jet, G. C. Rudie, R. A. Fesen, T. Yamada

Dartmouth Scholarship

We present a deep [O III] 4959,5007 image of the northern filamentary jet in the Crab Nebula taken with the 8.2m Subaru telescope. Using this image and an image taken with the KPNO 4m in 1988 (Fesen & Staker 1993), we have computed proper motions for 35 locations in the jet. The results suggest that when compared to the main body of the remnant, the jet experienced less outward acceleration from the central pulsar's rapidly expanding synchrotron nebula. The jet's apparent expansion rate yields an undecelerated explosion date for the Crab Nebula of 1055 plus or minus 24 C.E., a …

The Origin Of The Bemaraha Tsingy (Madagascar), Márton Veress, Dénes Lóczy, Zoltán Zentai, Gábor Tóth, Roland Schläffer

International Journal of Speleology

On Madagascar the most representative occurrences of tsingy are at Ankarana and Bemaraha. The tsingy are built up of giant grikes developed along cracks as well as karren features of much smaller size which cover the surfaces between grikes. We investigated the Bemaraha tsingy of Madagascar (surveyed profiles, measured grike directions, etc.) in order to reconstruct their development. The observations indicate that the majority of grikes of the tsingy are created from caves formed under the karst water table and subsequently opened up to the surface. The predominant processes may have been downward progressing dissolution or the collapse of cave …