Physical Sciences and Mathematics Commons^™

Developing An Optimal Model For Infant Home Visitation, Isaac Atuahene

Doctoral Dissertations

The United States, Great Britain, Denmark, Canada and many other countries have accepted home visitation (HV) as a promising strategy for interventions for infants after births and for their mothers. Prior HV studies have focused on theoretical foundations, evaluations of programs, cost/benefit analysis and cost estimation by using hospital/payer/insurance data to prove its effectiveness and high cost. As governments and private organizations continue to fund HVs, it is an opportune time to develop and formulate operations research (OR) models of HV coverage, quality and cost so they might be used in program implementation as done for adult home healthcare (HHC) …

Evaluating The Effects Of Standardized Patient Care Pathways On Clinical Outcomes, Anna V. Romanova

Doctoral Dissertations

The main focus of this study is to create a standardized approach to evaluating the impact of the patient care pathways across all major disease categories and key outcome measures in a hospital setting when randomized clinical trials are not feasible. Toward this goal I identify statistical methods, control factors, and adjustments that can correct for potential confounding in observational studies. I investigate the efficiency of existing bias correction methods under varying conditions of imbalanced samples through a Monte Carlo simulation. The simulation results are then utilized in a case study for one of the largest primary diagnosis areas, chronic …

Nanoscaled Cellulose And Its Carbonaceous Material: Application And Local Structure Investigation, Yujie Meng

Doctoral Dissertations

In this dissertation, cellulose nanocrystals three-dimensional morphology, size distribution, and the crystal structure were statistically and quantitatively investigated. Lognormal distribution was identified as the most likely for cellulose nanocrystals’ size distribution. Height and width dimensions were shown to decrease toward the ends from the midpoint of individual CNCs, implying a spindle-like shape. XRD analysis of crystallite size accompanied with TEM and AFM measurements revealed that the cross-sectional dimensions of individual switchgrass CNC were either rectangular or elliptical shape, with an approximately 3~5 nm [nanometer] lateral element length range. A sponge-like carbon aerogel from microfibril cellulose with high porosity, ultra-low density, …

Modelling Supercomputer Maintenance Interrupts: Maintenance Policy Recommendations, Jagadish Cherukuri

Masters Theses

A supercomputer is a repairable system with large number of compute nodes interconnected to work in harmony to achieve superior computational performance. Reliability of such a complex system depends on an effective maintenance strategy that involves both emergency and preventive maintenance. This thesis analyzes the maintenance records of four supercomputers operational at The National Institute of Computational Science located at Oak Ridge National Laboratory. We propose to use the generalized proportional intensities model (GPIM) to model the maintenance interrupts as it can capture both the reliability parameters and maintenance parameters and allows the inclusion of both emergency and preventive maintenance. …

Numerical Approximation Of Stochastic Differential Equations Driven By Levy Motion With Infinitely Many Jumps, Ernest Jum

Doctoral Dissertations

In this dissertation, we consider the problem of simulation of stochastic differential equations driven by pure jump Levy processes with infinite jump activity. Examples include, the class of stochastic differential equations driven by stable and tempered stable Levy processes, which are suited for modeling of a wide range of heavy tail phenomena. We replace the small jump part of the driving Levy process by a suitable Brownian motion, as proposed by Asmussen and Rosinski, which results in a jump-diffusion equation. We obtain L^p [the space of measurable functions with a finite p-norm], for p greater than or equal to …

Numerical Methods For Deterministic And Stochastic Phase Field Models Of Phase Transition And Related Geometric Flows, Yukun Li

Doctoral Dissertations

This dissertation consists of three integral parts with each part focusing on numerical approximations of several partial differential equations (PDEs). The goals of each part are to design, to analyze and to implement continuous or discontinuous Galerkin finite element methods for the underlying PDE problem.

Part One studies discontinuous Galerkin (DG) approximations of two phase field models, namely, the Allen-Cahn and Cahn-Hilliard equations, and their related curvature-driven geometric problems, namely, the mean curvature flow and the Hele-Shaw flow. We derive two discrete spectrum estimates, which play an important role in proving the sharper error estimates which only depend on a …

Monte Carlo Methods In Finance, Je Guk Kim

Doctoral Dissertations

Monte Carlo method has received significant consideration from the context of quantitative finance mainly due to its ease of implementation for complex problems in the field. Among topics of its application to finance, we address two topics: (1) optimal importance sampling for the Laplace transform of exponential Brownian functionals and (2) analysis on the convergence of quasi-regression method for pricing American option. In the first part of this dissertation, we present an asymptotically optimal importance sampling method for Monte Carlo simulation of the Laplace transform of exponential Brownian functionals via Large deviations principle and calculus of variations the closed form …