Applied Mathematics Commons^™

Probabilistic Analysis Of Revenues In Online Games, Nishchal Sapkota

Honors Theses

Online games are captivating and engage users across the world. Some game formats maintain a pseudo-currency to give incentive to the players to play the game in search of rewards as set by the game provider. We model a multi-stage online game and predict how much revenue game providers obtain per game. We compare the revenues generated from different tournament formats to find the one with the maximum per-game revenue for the provider. We have also found the limiting value of the revenue as the game provider increases the number of stages.

Our methods are based on concepts of the …

The Long Time Behavior Of The Predator-Prey Model With Holling Type Iii, Regen S. Mcgee

Honors Theses

In this paper, the classical Lotka-Volterra model is expanded based on functional response of Holling type III to analyze a dynamical predator-prey relationship with hunting cooperation (a) and the Allee effect among predators. The stability of equilibrium solutions was first analyzed by deriving a Jacobian matrix from partial derivatives of our model. Newly derived eigenvalues are then used to determine the stability. The viability of the model is then demonstrated by using MATLAB. The numerical results show a clear Allee effect and a variety of possible phenomena related to stability when carrying capacity (k) is varied. Two different types of …

Automatic Numerical Methods For Enhancement Of Blurred Text-Images Via Optimization And Nonlinear Diffusion, Aaditya Kharel

Honors Theses

In this paper, we propose an automatic numerical method for solving a nonlinear partialdifferential- equation (PDE) based image-processing model. The Perona-Malik diffusion equation (PME) accounts for both forward and backward diffusion regimes so as to perform simultaneous denoising and deblurring depending on the value of the gradient. One of the limitations of this equation is that a large value of the gradient for backward diffusion can lead to singularity formation or staircasing. Guidotti-Kim-Lambers (GKL) came up with a bound for backward diffusion to prevent staircasing, where the backward diffusion is only limited to a specific range beyond which backward diffusion …

Twisted Central Configurations Of The Eight-Body Problem, Gokul Bhusal

Honors Theses

The N-body problem qualifies as the problem of the twenty-first century because of its fundamental importance and difficulty to solve [1]. A number of great mathematicians and physicists have tried but failed to come up with the general solution of the problem. Due to the complexity of the problem, even a partial result will help us in the understanding of the N-body problem. Central configurations play a ‘central’ role in the understanding of the N-body problem. The well known Euler and Lagrangian solutions are both generated from three-body central configurations. The existence and classifications of central configurations have attracted number …

Multi-Point Flux Approximations Via The O-Method, Christen Leggett

Master's Theses

When an oil refining company is drilling for oil, much of the oil gets left behind after the first drilling. Enhanced oil recovery techniques can be used to recover more of that oil, but these methods are quite expensive. When a company is deciding if it is worth their time and money to use enhanced oil recovery methods, simulations can be used to model oil flow, showing the behavior and location of the oil. While methods do exist to model this flow, these methods are often very slow and inaccurate due to a large domain and wide variance in coefficients. …

Krylov Subspace Spectral Methods With Non-Homogenous Boundary Conditions, Abbie Hendley

Master's Theses

For this thesis, Krylov Subspace Spectral (KSS) methods, developed by Dr. James Lambers, will be used to solve a one-dimensional, heat equation with non-homogenous boundary conditions. While current methods such as Finite Difference are able to carry out these computations efficiently, their accuracy and scalability can be improved. We will solve the heat equation in one-dimension with two cases to observe the behaviors of the errors using KSS methods. The first case will implement KSS methods with trigonometric initial conditions, then another case where the initial conditions are polynomial functions. We will also look at both the time-independent and time-dependent …

Scalable Time-Stepping For Navier-Stokes Through High-Frequency Analysis Of Block Arnoldi Iteration, Brianna Bingham

Dissertations

Existing time-stepping methods for PDEs such as Navier-Stokes equations are not as efficient or scalable as they need to be for high-resolution simulation due to stiffness. The failure of existing time-stepping methods to adapt to changes in technology presents a dilemma that is becoming even more problematic over time. By rethinking approaches to time-stepping, dramatic gains in efficiency of simulation methods can be achieved. Krylov subspace spectral (KSS) methods have proven to be effective for solving time-dependent, variable-coefficient PDEs. The objective of this research is to continue the development of KSS methods to provide numerical solution methods that are far …

Enhancement Of Krylov Subspace Spectral Methods Through The Use Of The Residual, Haley Dozier

Dissertations

Depending on the type of equation, finding the solution of a time-dependent partial differential equation can be quite challenging. Although modern time-stepping methods for solving these equations have become more accurate for a small number of grid points, in a lot of cases the scalability of those methods leaves much to be desired. That is, unless the timestep is chosen to be sufficiently small, the computed solutions might exhibit unreasonable behavior with large input sizes. Therefore, to improve accuracy as the number of grid points increases, the time-steps must be chosen to be even smaller to reach a reasonable solution. …

Comparative Error Analysis Of The Black-Scholes Equation, Chuan Chen

Honors Theses

Finance is a rapidly growing area in our banking world today. With this ever-increasing development come more complex derivative products than simple buy-and-sell trades. Financial derivatives such as futures and options have been developed stemming from the traditional stock, bond, currency, and commodity markets. Consequently, the need for more sophisticated mathematical modeling is also rising. The Black-Scholes equation is a partial differential equation that determines the price of a financial option under the Black-Scholes model. The idea behind the equation is that there is a perfect and risk-free way for one to hedge the options by buying and selling the …

Adaptive Meshfree Methods For Partial Differential Equations, Jaeyoun Oh

Dissertations

There are many types of adaptive methods that have been developed with different algorithm schemes and definitions for solving Partial Differential Equations (PDE). Adaptive methods have been developed in mesh-based methods, and in recent years, they have been extended by using meshfree methods, such as the Radial Basis Function (RBF) collocation method and the Method of Fundamental Solutions (MFS). The purpose of this dissertation is to introduce an adaptive algorithm with a residual type of error estimator which has not been found in the literature for the adaptive MFS. Some modifications have been made in developing the algorithm schemes depending …

Rapid Generation Of Jacobi Matrices For Measures Modified By Rational Factors, Amber Sumner

Dissertations

Orthogonal polynomials are important throughout the fields of numerical analysis and numerical linear algebra. The Jacobi matrix J for a family of n orthogonal polynomials is an n x n tridiagonal symmetric matrix constructed from the recursion coefficients for the three-term recurrence satisfied by the family. Every family of polynomials orthogonal with respect to a measure on a real interval [a,b] satisfies such a recurrence. Given a measure that is modified by multiplying by a rational weight function r(t), an important problem is to compute the modified Jacobi matrix Jmod corresponding to the new measure from knowledge of J. There …

Automatic Construction Of Scalable Time-Stepping Methods For Stiff Pdes, Vivian Ashley Montiforte

Master's Theses

Krylov Subspace Spectral (KSS) Methods have been demonstrated to be highly scalable time-stepping methods for stiff nonlinear PDEs. However, ensuring this scalability requires analytic computation of frequency-dependent quadrature nodes from the coefficients of the spatial differential operator. This thesis describes how this process can be automated for various classes of differential operators to facilitate public-domain software implementation.

Radial Basis Function Differential Quadrature Method For The Numerical Solution Of Partial Differential Equations, Daniel Watson

Dissertations

In the numerical solution of partial differential equations (PDEs), there is a need for solving large scale problems. The Radial Basis Function Differential Quadrature (RBFDQ) method and local RBF-DQ method are applied for the solutions of boundary value problems in annular domains governed by the Poisson equation, inhomogeneous biharmonic equation, and the inhomogeneous Cauchy-Navier equations of elasticity. By choosing the collocation points properly, linear systems can be obtained so that the coefficient matrices have block circulant structures. The resulting systems can be efficiently solved using matrix decomposition algorithms (MDAs) and fast Fourier transforms (FFTs). For the local RBFDQ method, the …

Eignefunctions For Partial Differential Equations On Two-Dimensional Domains With Piecewise Constant Coefficients, Abdullah Muheel Momit Aurko

Master's Theses

In this thesis, we develop a highly accurate and efficient algorithm for computing the solution of a partial differential equation defined on a two-dimensional domain with discontinuous coefficients. An example of such a problem is for modeling the diffusion of heat energy in two space dimensions, in the case where the spatial domain represents a medium consisting of two different but homogeneous materials, with periodic boundary conditions.

Since diffusivity changes based on the material, it will be represented using a piecewise constant function, and this results in the formation of a complicated mathematical model. Such a model is impossible to …

Numerical Solution Of Partial Differential Equations Using Polynomial Particular Solutions, Thir R. Dangal

Dissertations

Polynomial particular solutions have been obtained for certain types of partial differential operators without convection terms. In this dissertation, a closed-form particular solution for more general partial differential operators with constant coefficients has been derived for polynomial basis functions. The newly derived particular solutions are further coupled with the method of particular solutions (MPS) for numerically solving a large class of elliptic partial differential equations. In contrast to the use of Chebyshev polynomial basis functions, the proposed approach is more flexible in selecting the collocation points inside the domain. Polynomial basis functions are well-known for yielding ill-conditioned systems when their …

Solution Of Pdes For First-Order Photobleaching Kinetics Using Krylov Subspace Spectral Methods, Somayyeh Sheikholeslami

Dissertations

We solve the first order reaction-diffusion equations which describe binding-diffusion kinetics using a photobleaching scanning profile of a confocal laser scanning microscope approximated by a Gaussian laser profile. We show how to solve these equations with prebleach steady-state initial conditions using a time-domain method known as a Krylov Subspace Spectral (KSS) method. KSS methods are explicit methods for solving time- dependent variable-coefficient partial differential equations (PDEs). KSS methods are advantageous compared to other methods because of their stability and their superior scalability. These advantages are obtained by applying Gaussian quadrature rules in the spectral domain developed by Golub and Meurant. …

Solving The Yang-Baxter Matrix Equation, Mallory O. Jennings

Honors Theses

The Yang-Baxter equation is one that has been widely used and studied in areas such as statistical mechanics, braid groups, knot theory, and quantum mechanics. While many sets of solutions have been found for this equation, it is still an open problem. In this project, I solve the Yang-Baxter matrix equation that is similar in format to the Yang-Baxter equation. I try to solve the corresponding Yang-Baxter matrix equation, ������=������, where X is an unknown ������ matrix, and ��=[0����0] or [0−��−��0], by using the Jordan canonical form to find infinitely many solutions.

Efficient Denoising And Sharpening Of Color Images Through Numerical Solution Of Nonlinear Diffusion Equations, Linh T. Duong

Honors Theses

The purpose of this project is to enhance color images through denoising and sharpening, two important branches of image processing, by mathematically modeling the images. Modifications are made to two existing nonlinear diffusion image processing models to adapt them to color images. This is done by treating the red, green, and blue (RGB) channels of color images independently, contrary to the conventional idea that the channels should not be treated independently. A new numerical method is needed to solve our models for high resolution images since current methods are impractical. To produce an efficient method, the solution is represented as …

Krylov Subspace Spectral Methods For Pdes In Polar And Cylindrical Geometries, Megan Richardson

Dissertations

As a result of stiff systems of ODEs, difficulties arise when using time stepping methods for PDEs. Krylov subspace spectral (KSS) methods get around the difficulties caused by stiffness by computing each component of the solution independently. In this dissertation, we extend the KSS method to a circular domain using polar coordinates. In addition to using these coordinates, we will approximate the solution using Legendre polynomials instead of Fourier basis functions. We will also compare KSS methods on a time-independent PDE to other iterative methods. Then we will shift our focus to three families of orthogonal polynomials on the interval …

Modern Fair-Weather And Storm Sediment Transport Around Ship Island, Mississippi: Implications For Coastal Habitats And Restoration Efforts, Eve Rettew Eisemann

Master's Theses

The Mississippi – Alabama barrier island chain is experiencing accelerated sea level rise, decreased sediment supply, and frequent hurricane impacts. These three factors drive unprecedented rates of morphology change and ecosystem reduction. All islands in the chain have experienced land loss on the order of hectares per year since records began in the 1840s. In 1969, Hurricane Camille impacted as a Category 5, breaching Ship Island, and significantly reduced viable seagrass habitat. Hurricane Katrina impacted as a Category 3 in 2005, further widening Camille Cut. To better understand the sustainability of these important islands and the ecosystems they support, sediment …

Fast Method Of Particular Solutions For Solving Partial Differential Equations, Anup Raja Lamichhane

Dissertations

Method of particular solutions (MPS) has been implemented in many science and engineering problems but obtaining the closed-form particular solutions, the selection of the good shape parameter for various radial basis functions (RBFs) and simulation of the large-scale problems are some of the challenges which need to overcome. In this dissertation, we have used several techniques to overcome such challenges.

The closed-form particular solutions for the Matérn and Gaussian RBFs were not known yet. With the help of the symbolic computational tools, we have derived the closed-form particular solutions of the Matérn and Gaussian RBFs for the Laplace and biharmonic …

Krylov Subspace Spectral Method With Multigrid For A Time-Dependent, Variable-Coefficient Partial Differential Equation, Haley Renee Dozier

Master's Theses

Krylov Subspace Spectral (KSS) methods are traditionally used to solve time-dependent, variable-coefficient PDEs. They are high-order accurate, component-wise methods that are efficient with variable input sizes.

This thesis will demonstrate how one can make KSS methods even more efficient by using a Multigrid-like approach for low-frequency components. The essential ingredients of Multigrid, such as restriction, residual correction, and prolongation, are adapted to the timedependent case. Then a comparison of KSS, KSS with Multigrid, KSS-EPI and standard Krylov projection methods will be demonstrated.

Solution Of Nonlinear Time-Dependent Pde Through Componentwise Approximation Of Matrix Functions, Alexandru Cibotarica

Dissertations

Exponential propagation iterative (EPI) methods provide an efficient approach to the solution of large stiff systems of ODE, compared to standard integrators. However, the bulk of the computational effort in these methods is due to products of matrix functions and vectors, which can become very costly at high resolution due to an increase in the number of Krylov projection steps needed to maintain accuracy. In this dissertation, it is proposed to modify EPI methods by using Krylov subspace spectral (KSS) methods, instead of standard Krylov projection methods, to compute products of matrix functions and vectors. This improvement allowed the benefits …

On The Selection Of A Good Shape Parameter For Rbf Approximation And Its Application For Solving Pdes, Lei-Hsin Kuo

Dissertations

Meshless methods utilizing Radial Basis Functions~(RBFs) are a numerical method that require no mesh connections within the computational domain. They are useful for solving numerous real-world engineering problems. Over the past decades, after the 1970s, several RBFs have been developed and successfully applied to recover unknown functions and to solve Partial Differential Equations (PDEs).
However, some RBFs, such as Multiquadratic (MQ), Gaussian (GA), and Matern functions, contain a free variable, the shape parameter, c. Because c exerts a strong influence on the accuracy of numerical solutions, much effort has been devoted to developing methods for determining shape parameters which provide …

Time Integration Methods Of Fundamental Solutions And Approximate Fundamental Solutions For Nonlinear Elliptic Partial Differential Equations, Corey Leon Jones

Dissertations

A time-dependent method is coupled with the Method of Approximate Particular Solutions (MAPS) of Delta-shaped basis functions, the Method of Fundamental Solutions (MFS), and the Method of Approximate Fundamental Solutions (MAFS) to solve a second order nonlinear elliptic partial differential equation (PDE) on regular and irregular shaped domains. The nonlinear PDE boundary value problem is first transformed into a time-dependent quasilinear problem by introducing a fictitious time. Forward Euler integration is then used to ultimately convert the problem into a sequence of time-dependent linear nonhomogeneous modified Helmholtz boundary value problems on which the superposition principle is applied to split the …

Approximation Of The Scattering Amplitude Using Nonsymmetric Saddle Point Matrices, Amber Sumner Robertson

Master's Theses

In this thesis we look at iterative methods for solving the primal (Ax = b) and dual (A^T y = g) systems of linear equations to approximate the scattering amplitude defined by g^Tx =y^Tb. We use a conjugate gradient-like iteration for a unsymmetric saddle point matrix that is contructed so as to have a real positive spectrum. We find that this method is more consistent than known methods for computing the scattering amplitude such as GLSQR or QMR. Then, we use techniques from "matrices, moments, and quadrature" to compute the scattering amplitude …

Development And Applications Of The Expanded Equivalent Fluid Method, Bharath Kumar Kandula

Dissertations

Ocean acoustics is the study of sound in the oceans. Electromagnetic waves attenuate rapidly in the water medium. Sound is the best means to transmit information underwater. Computational numerical simulations play an important role in ocean acoustics. Simulations of acoustic propagation in the oceans are challenging due to the complexities involved in the ocean environment. Different methods have been developed to simulate underwater sound propagation. The Parabolic-Equation (PE) method is the best choice in several ocean acoustic problems. In shallow water acoustic experiments, sound loses some of its energy when it interacts with the bottom. An equivalent fluid technique was …

Multi-Sensory Emotion Recognition With Speech And Facial Expression, Qingmei Yao

Dissertations

Emotion plays an important role in human beings’ daily lives. Understanding emotions and recognizing how to react to others’ feelings are fundamental to engaging in successful social interactions. Currently, emotion recognition is not only significant in human beings’ daily lives, but also a hot topic in academic research, as new techniques such as emotion recognition from speech context inspires us as to how emotions are related to the content we are uttering.

The demand and importance of emotion recognition have highly increased in many applications in recent years, such as video games, human computer interaction, cognitive computing, and affective computing. …

Gene Regulatory Network Reconstruction Using Dynamic Bayesian Networks, Haoni Li

Dissertations

High-content technologies such as DNA microarrays can provide a system-scale overview of how genes interact with each other in a network context. Various mathematical methods and computational approaches have been proposed to reconstruct GRNs, including Boolean networks, information theory, differential equations and Bayesian networks. GRN reconstruction faces huge intrinsic challenges on both experimental and theoretical fronts, because the inputs and outputs of the molecular processes are unclear and the underlying principles are unknown or too complex.

In this work, we focused on improving the accuracy and speed of GRN reconstruction with Dynamic Bayesian based method. A commonly used structure-learning algorithm …

Error Estimation Techniques To Refine Overlapping Aerial Image Mosaic Processes Via Detected Parameters, William Glenn Bond

Dissertations

In this paper, I propose to demonstrate a means of error estimation preprocessing in the assembly of overlapping aerial image mosaics. The mosaic program automatically assembles several hundred aerial images from a data set by aligning them, via image registration using a pattern search method, onto a GIS grid.

The method presented first locates the images from a data set that it predicts will not align well via the mosaic process, then it uses a correlation function, optimized by a modified Hooke and Jeeves algorithm, to provide a more optimal transformation function input to the mosaic program. Using this improved …