Physical Sciences and Mathematics Commons^™

A Brief Treatise On Bayesian Inverse Regression., Debashis Chatterjee Dr.

Doctoral Theses

Inverse problems, where in a broad sense the task is to learn from the noisy response about some unknown function, usually represented as the argument of some known functional form, has received wide attention in the general scientific disciplines. However, apart from the class of traditional inverse problems, there exists another class of inverse problems, which qualify as more authentic class of inverse problems, but unfortunately did not receive as much attention.In a nutshell, the other class of inverse problems can be described as the problem of predicting the covariates corresponding to given responses and the rest of the data. …

Some Nonparametric Hybrid Predictive Models : Asymptotic Properties And Applications., Tanujit Chakraborty Dr.

Doctoral Theses

Prediction problems like classification, regression, and time series forecasting have always attracted both the statisticians and computer scientists worldwide to take up the challenges of data science and implementation of complicated models using modern computing facilities. But most traditional statistical and machine learning models assume the available data to be well-behaved in terms of the presence of a full set of essential features, equal size of classes, and stationary data structures in all data instances, etc. Practical data sets from the domain of business analytics, process and quality control, software reliability, and macroeconomics, to name a few, suffer from various …

Compound Sums, Their Distributions, And Actuarial Pricing, Ang Li

Electronic Thesis and Dissertation Repository

Compound risk models are widely used in insurance companies to mathematically describe their aggregate amount of losses during certain time period. However, evaluation of the distribution of compound random variables and the computation of the relevant risk measures are non-trivial. Therefore, the main purpose of this thesis is to study the bounds and simulation methods for both univariate and multivariate compound distributions. The premium setting principles related to dependent multivariate compound distributions are studied. .

In the first part of this thesis, we consider the upper and lower bounds of the tail of bivariate compound distributions. Our results extend those …

Transmission Data Rate Control Based Mechanism For Congestion Control In Vehicular Ad Hoc Networks (Vanet), Srihari Jayachandran

Electronic Theses and Dissertations

Vehicular Ad Hoc Networks (VANET) supporting Vehicle-to-Vehicle (V2V) and Vehicle-to-Infrastructure (v2I) communication can increase the efficiency and safety of the road transportation systems. VANET typically uses wireless communication technology and in scenarios with high vehicle densities, the communication channel faces congestion, negatively impacting the reliability of the safety applications. To prevent this, the European Telecommunication Standards Institute (ETSI) has proposed the Decentralized Congestion Control (DCC) methodology to effectively control the channel load, by controlling various message transmission parameters like message rate, data rate, and transmission power. Currently, most research works focus on the transmission power to control congestion, while the …

Applying Deep Learning To The Ice Cream Vendor Problem: An Extension Of The Newsvendor Problem, Gaffar Solihu

Electronic Theses and Dissertations

The Newsvendor problem is a classical supply chain problem used to develop strategies for inventory optimization. The goal of the newsvendor problem is to predict the optimal order quantity of a product to meet an uncertain demand in the future, given that the demand distribution itself is known. The Ice Cream Vendor Problem extends the classical newsvendor problem to an uncertain demand with unknown distribution, albeit a distribution that is known to depend on exogenous features. The goal is thus to estimate the order quantity that minimizes the total cost when demand does not follow any known statistical distribution. The …

The Food Truck Problem, Supply Chains And Extensions Of The Newsvendor Problem, Dennis Quayesam

Electronic Theses and Dissertations

Inventory control is important to ensuring sufficient quantities of items are available tomeet demands of customers. The Newsvendor problem is a model used in Operations Research to determine optimal inventory levels for fulfilling future demands. Our study extends the newsvendor problem to a food truck problem. We used simulation to show that the food truck does not reduce to a newsvendor problem if demand depends on exogenous factors such temperature, time etc. We formulate the food truck problem as a multi-product multi-period linear program and found the dual for a single item. We use Discrete Event Simulation to solve the …

On The Estimation Of Heston-Nandi Garch Using Returns And/Or Options: A Simulation-Based Approach, Xize Ye

Electronic Thesis and Dissertation Repository

In this thesis, the Heston-Nandi GARCH(1,1) (henceforth, HN-GARCH) option pricing model is fitted via 4 maximum likelihood-based estimation and calibration approaches using simulated returns and/or options. The purpose is to examine the benefits of the joint estimation using both returns and options over the fundamental returns-only estimation on GARCH models. From our empirical studies, with the additional option sample, we can improve the efficiency of the estimates for HN-GARCH parameters. Nonetheless, the improvements for the risk premium factor, both from empirical standard errors, and sample RMSEs, are insignificant. In addition, option prices are simulated with a pre-defined noise structure and …

Physically Based Rendering Techniques To Visualize Thin-Film Smoothed Particle Hydrodynamics Fluid Simulations, Aditya H. Prasad

Dartmouth College Undergraduate Theses

This thesis introduces a methodology and workflow I developed to visualize smoothed hydrodynamic particle based simulations for the research paper ’Thin-Film Smoothed Particle Hydrodynamics Fluid’ (2021), that I co-authored. I introduce a physically based rendering model which allows point cloud simulation data representing thin film fluids and bubbles to be rendered in a photorealistic manner. This includes simulating the optic phenomenon of thin-film interference and rendering the resulting iridescent patterns. The key to the model lies in the implementation of a physically based surface shader that accounts for the interference of infinitely many internally reflected rays in its bidirectional surface …

Modeling Covid-19 Spread Using An Agent-Based Network, Stephen Yh Hung

Master's Theses

Beginning in 2019 and quickly spreading internationally, the Coronavirus disease Covid-19 became the first pandemic that many people have witnessed firsthand along with the severe disruption to their daily lives. A key field of research for Covid-19 that is studied by epidemiologists, biologists, and computer scientists alike is modeling the spread of Covid-19 in order to better predict future outbreaks of the pandemic and evaluate potential strategies to reduce infections, hospitalizations, and deaths.

This thesis proposes a method of modeling Covid-19 spread and interventions for local environments based on different levels of perspective. The goal for this thesis is to …

Incorporating Demographic Structure And Variable Interaction Types Into Community Assembly Models, Akhil Reddy Alasandagutti, Nayan Chawla

Honors Theses

Theoretical studies of ecological food webs have allowed ecologists to remove the constraints of specific location and timescales from their study of ecological communities; food webs are generally complex and thus empirical study is difficult. Further, this theoretical approach allows ecologists to compare ecological processes and outcomes across any possible food web structures. However, these simulated communities are only as useful as the model from which they were constructed. Modifying existing considerations in these models, and generating new ones, are the jobs of theoretical ecologists that seek to achieve the shared goal of a majority of simulations: representation of real …

A Simulation Framework For Traffic Safety With Connected Vehicles And V2x Technologies, Md Abu Sayed

Theses and Dissertations

With the advancement in automobile technologies, existing research shows that connected vehicle (CV) technologies can provide better traffic safety through Surrogate Safety Measure (SSM). CV technologies involves two network systems: traffic network and wireless communication network. We found that the research in the wireless communication network for CV did not interact properly with the research in SSM in transportation network, and vice versa. Though various SSM has been proposed in previous studies, a few of them have been tested in simulation software in limited extent. On the other hand, A large body of researchers proposed various communication architecture for CV …

Observational Studies In Group Testing And Potential Applications., Alexander Christopher Noll

Electronic Theses and Dissertations

The use of group testing to identify individuals with targeted outcomes in a population can greatly improve the efficiency, speed, and cost effectiveness of testing a population for an outcome, or at least for identifying the prevalence of an outcome in a population. The implementation of causal inference techniques can provide the basis for an observational study that would allow an investigator to gather estimates for treatment effectiveness if group testing was conducted on the population in a certain way. This thesis examines a simulation of the above outlined principles in order to demonstrate a potential application for determining treatment …

Statistical And Variational Modeling And Analysis Of Passive Integrated Photonic Devices, Norbert Dinyi Agbodo

Legacy Theses & Dissertations (2009 - 2024)

The success of Si as a platform for photonic devices and the associated availabilityof wafer-scale, ultra-high resolution lithography for Si CMOS has helped lead to the rapid advance of Si-based integrated photonics manufacturing over the past decade. This evolution is nearing the point of integration of Si-based photonics together with Si-CMOS for compact, high speed, high bandwidth, and cost-effective devices. However, due to the sensitive nature of passive and active photonic devices, variations inherent in wafer-based fabrication processes can lead to unacceptable levels of performance variation both within a give die and across a given wafer. Fully understanding the role …

Snore: An Intuitive Algorithm For Accurately Simulating N-Body Orbits, Connor L. Nance

Honors College Theses

We present SnOrE (Simple n-body Orbital Engine), a Python package which aims to simulate n-body orbital systems while simultaneously overcoming early educational barriers of computational astrodynamics for undergraduate physics students. SnOrE exploits rudimentary syntax and commonly-understood Python libraries to accurately simulate orbits of systems, given initial position and momentum conditions of each body in the system. As the n-body problem is as of yet unsolvable theoretically for n ≥ 3, having a numerical perspective on complicated orbits is of great importance to potentially understanding the processes of star and planet formation. Especially significant examples of this research …

Optomechanical Quantum Entanglement, Kahlil Y. Dixon

LSU Doctoral Dissertations

As classical technology approaches its limits, exploration of quantum technologies is critical. Quantum optics will be the basis of various cutting-edge research and applications in quantum technology. In particular, quantum optics quite efficacious when applied to quantum networks and the quantum internet. Quantum Optomechanics, a subfield of quantum optics, contains some novel methods for entanglement generation. These entanglement production methods exploit the noise re-encoding process, which is most often associated with creating unwanted phase noise in optical circuits. Using the adapted two-photon formalism and experimental results, we simulate (in an experimentally viable parameter space) optomechanical entanglement generation experiments. These simulations …

The Wargaming Commodity Course Of Action Automated Analysis Method, William T. Deberry

Theses and Dissertations

This research presents the Wargaming Commodity Course of Action Automated Analysis Method (WCCAAM), a novel approach to assist wargame commanders in developing and analyzing courses of action (COAs) through semi-automation of the Military Decision Making Process (MDMP). MDMP is a seven-step iterative method that commanders and mission partners follow to build an operational course of action to achieve strategic objectives. MDMP requires time, resources, and coordination – all competing items the commander weighs to make the optimal decision. WCCAAM receives the MDMP's Mission Analysis phase as input, converts the wargame into a directed graph, processes a multi-commodity flow algorithm on …

Physics Engine On The Gpu With Opengl Compute Shaders, Quan Huy Minh Bui

Master's Theses

Any kind of graphics simulation can be thought of like a fancy flipbook. This notion is, of course, nothing new. For instance, in a game, the central computing unit (CPU) needs to process frame by frame, figuring out what is happening, and then finally issues draw calls to the graphics processing unit (GPU) to render the frame and display it onto the monitor. Traditionally, the CPU has to process a lot of things: from the creation of the window environment for the processed frames to be displayed, handling game logic, processing artificial intelligence (AI) for non-player characters (NPC), to the …

Equations Of State For Warm Dense Carbon From Quantum Espresso, Derek J. Schauss

Theses and Dissertations

Warm dense plasma is the matter that exists, roughly, in the range of 10,000 to 10,000,000 Kelvin and has solid-like densities, typically between 0.1 and 10 grams per centimeter. Warm dense fluids like hydrogen, helium, and carbon are believed to make up the interiors of many planets, white dwarfs, and other stars in our universe. The existence of warm dense matter (WDM) on Earth, however, is very rare, as it can only be created with high-energy sources like a nuclear explosion. In such an event, theoretical and computational models that accurately predict the response of certain materials are thus very …

Implementation Strategies For Modeling And Simulation In Military Organizations, Cody Lynn Taylor

Walden Dissertations and Doctoral Studies

Some IT project managers working for U.S. military organizations are struggling to implement modern modeling and simulation (M&S) technology. Implementation strategies are needed to help IT practitioners deliver meaningful simulations and models that ultimately help senior leaders make logical and science-based decisions. Grounded in the extended technology acceptance model, the purpose of this qualitative multiple-case study was to explore strategies some IT project managers supporting U.S. military organizations use to implement modern M&S technology. The participants included 10 civil servants who successfully implemented modeling and simulation technology for military organizations located in the United States eastern region. Data was collected …

Simulating Systematic Errors In Exoplanetary Transits For The James Webb Space Telescope, David C. Wright Iii

Honors Undergraduate Theses

The James Webb Space Telescope (JWST) is a next-generation space telescope that will be capable of making transformative observations of planetary transits. As its launch date grows ever closer, it becomes imperative that astronomers have access to accurate simulations of JWST observations in order to best plan observations and devise data analysis pipelines. Unfortunately, available simulation tools do not provide the most accurate or realistic simulations, including noise and systematic errors. In this thesis, I present an open-source time-domain simulator of planetary transits that is capable of accurately modeling these effects in observations made by JWST.

Reveal Wind Loading Of Tornadoes And Hurricanes On Civil Structures Towards Hazard-Resistant Design, Ryan Honerkamp

Doctoral Dissertations

"Extreme winds impacting civil structures lead to death and destruction in all regions of the world. Specifically, tornadoes and hurricanes impact communities with severe devastation. On average, 1200 tornadoes occur in the United States every year. Tornadoes occur predominantly in the Central and Southeastern United States, accounting for an annual $1 billion in economic losses, 1500 injuries, and 90 deaths. The Joplin, MO Tornado in 2011 killed 161 people, injured more than 1000, destroyed more than 8000 structures, and caused $2.8 billion of property loss. Hurricanes occur predominantly on the United States East coast regions and along the coast of …

The Simulation Extrapolation Method With Differential Measurement Error, Dominic Partipilo

Graduate Research Theses & Dissertations

Most of statistical theory operates under the assumption that the true values of covariates have been measured correctly, but it is not always possible to obtain the true values of these covariates. A common issue, specifically in regression models, is that predictors are misclassified or measured with systematic measurement error. There have been many methods developed for handling measurement error, specifically in the case where measurement error is nondifferential, where the measurement error can be treated as independent from the covariates. The frequentist method known as simulation extrapolation (SIMEX) is one of these methods that specifically handles the case for …