Applied Mathematics Commons^™

Environmental Effects On Drosophila Brain Development And Learning, Xia Wang, Amei Amei, J. Steven De Belle, Stephen P. Roberts

Mathematical Sciences Faculty Research

Brain development and behavior are sensitive to a variety of environmental influences including social interactions and physicochemical stressors. Sensory input in situ is a mosaic of both enrichment and stress, yet little is known about how multiple environmental factors interact to affect brain anatomical structures, circuits and cognitive function. In this study, we addressed these issues by testing the individual and combined effects of sub-adult thermal stress, larval density and early-adult living spatial enrichment on brain anatomy and olfactory associative learning in adult Drosophila melanogaster. In response to heat stress, the mushroom bodies (MBs) were the most volumetrically impaired among …

Numerical Methods For Option Pricing Under The Two-Factor Models, Jiacheng Cai

UNLV Theses, Dissertations, Professional Papers, and Capstones

Pricing options under multi-factor models are challenging and important problems for financial applications. In particular, the closed form solutions are not available for the American options and some European options, and the correlations between factors increase the complexity and difficulty for the formulations and implements of the numerical methods.

In this dissertation, we first introduce a general transformation to decouple correlated stochastic processes governed by a system of stochastic differential equations. Then we apply the transformation to the popular two-factor models: the two-asset model, the stochastic volatility model, and the stochastic interest rate models. Based on our new formulations, we …

Diffusive Logistic Equations With Harvesting And Heterogeneity Under Strong Growth Rate, Saeed Shabani Rokn-E-Vafa, Hossein T. Tehrani

Mathematical Sciences Faculty Research

We consider the equation −Δu=au−b(x)u2−ch(x) in Ω,u=0 on ∂Ω, where Ω is a smooth bounded domain in RN, b(x) and h(x) are nonnegative functions, and there exists Ω0⊂⊂Ω such that {x:b(x)=0}=Ω¯¯¯0. We investigate the existence of positive solutions of this equation for c large under the strong growth rate assumption a≥λ1(Ω0), where λ1(Ω0) is the first eigenvalue of the −Δ in Ω0 with Dirichlet boundary condition. We show that if h≡0 in Ω∖Ω¯¯¯0, then our equation has a unique positive solution for all c large, provided that a is in a right neighborhood of λ1(Ω0). For this purpose, we prove …

Self-Correcting Kelly Strategies For Skeptical Traders, Aaron C. Brown

International Conference on Gambling & Risk Taking

The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In financial trading situations parameters are generally unknown and the mathematical assumptions underlying the Kelly proof are not met precisely. Moreover a risk manager typically must cooperate with a trader who may be skeptical about both the Kelly criterion specifically and the concept of mathematical optimization of bet size in general.

This presentation tackles the problem of designing a Kelly-based system for setting trade risk management parameters that is both self-correcting (the system delivers good results even if initial parameter are misestimated or parameters change) and …

Optimizing The Mix Of Games And Their Locations On The Casino Floor, Jason D. Fiege, Anastasia D. Baran

International Conference on Gambling & Risk Taking

We present a mathematical framework and computational approach that aims to optimize the mix and locations of slot machine types and denominations, plus other games to maximize the overall performance of the gaming floor. This problem belongs to a larger class of spatial resource optimization problems, concerned with optimizing the allocation and spatial distribution of finite resources, subject to various constraints. We introduce a powerful multi-objective evolutionary optimization and data-modelling platform, developed by the presenter since 2002, and show how this software can be used for casino floor optimization. We begin by extending a linear formulation of the casino floor …

Stationary And Time-Dependent Optimization Of The Casino Floor Slot Machine Mix, Anastasia D. Baran, Jason D. Fiege

International Conference on Gambling & Risk Taking

Modeling and optimizing the performance of a mix of slot machines on a gaming floor can be addressed at various levels of coarseness, and may or may not consider time-dependent trends. For example, a model might consider only time-averaged, aggregate data for all machines of a given type; time-dependent aggregate data; time-averaged data for individual machines; or fully time dependent data for individual machines. Fine-grained, time-dependent data for individual machines offers the most potential for detailed analysis and improvements to the casino floor performance, but also suffers the greatest amount of statistical noise. We present a theoretical analysis of single …

On The Scattering Of An Acoustic Plane Wave By A Soft Prolate Spheroid, Joseph Michael Borromeo

UNLV Theses, Dissertations, Professional Papers, and Capstones

This thesis solves the scattering problem in which an acoustic plane wave of propagation number K1 is scattered by a soft prolate spheroid. The interior field of the scatterer is characterized by a propagation number K2, while the field radiated by the scatterer is characterized by the propagation number K3. The three fields and their normal derivatives satisfy boundary conditions at the surface of the scatterer. These boundary conditions involve six complex parameters depending on the propagation numbers. The scattered wave also satisfies the Sommerfeld radiation condition at infinity. Through analytical methods, series representations are constructed for the interior field …

Mathematical Models Of Games Of Chance: Epistemological Taxonomy And Potential In Problem-Gambling Research, Catalin Barboianu

UNLV Gaming Research & Review Journal

Games of chance are developed in their physical consumer-ready form on the basis of mathematical models, which stand as the premises of their existence and represent their physical processes. There is a prevalence of statistical and probabilistic models in the interest of all parties involved in the study of gambling – researchers, game producers and operators, and players – while functional models are of interest more to math-inclined players than problem-gambling researchers. In this paper I present a structural analysis of the knowledge attached to mathematical models of games of chance and the act of mathematical modeling, arguing that such …

Situational Assessment Using Graph Comparison, Pavan Kumar Pallapunidi

UNLV Theses, Dissertations, Professional Papers, and Capstones

In strategic operations, the assessment of any given situation is very important and may trigger the development of a mission plan. The mission plan consists of various actions that should be executed in order to successfully mitigate the situation. For a new mission plan to be designed or implemented, the effect of the previous mission plan should be accessed. These mission plans use various sensors to collect the data which can be very large and aggregate them to obtain detailed information of the situation. In order to implement an effective mission plan the current situation has to be assessed effectively. …

A Regime Switching Model For The Term Structure Of Credit Risk Spreads, Seungmook Choi, Michael D. Marcozzi

Mathematical Sciences Faculty Research

We consider a rating-based model for the term structure of credit risk spreads wherein the credit worthiness of the issuer is represented as a finite-state continuous time Markov process. This approach entails a progressive drift in creditquality towards default. A model of the economy is presented featuring stochastic transition probabilities; credit instruments are valued via an ultraparabolic Hamilton-Jacobi system of equations discretized utilizing the method-of-lines finite difference method. Computations for a callable bond are presented demonstrating the efficiency of the method.

Empirical Studies On Interest Rate Derivatives, Xudong Sun

UNLV Theses, Dissertations, Professional Papers, and Capstones

Interest rate models are the building blocks of financial market and the interest rate derivatives market is the largest derivatives market in the world. In this dissertation, we shall focus on numerical pricing of interest rate derivatives, estimating model parameters by Kalman filter, and studying various models empirically. We shall propose a front-fixing finite element method to price the American put option under the quadratic term structure framework and compare it with a trinomial tree method and common finite element method. Numerical test results show the superiority of our front-fixing finite element method in the aspects of computing the option …

Mathematical Equations And System Identification Models For A Portable Pneumatic Bladder System Designed To Reduce Human Exposure To Whole Body Shock And Vibration, Ezzat Aziz Ayyad

UNLV Theses, Dissertations, Professional Papers, and Capstones

A mathematical representation is sought to model the behavior of a portable pneumatic foam bladder designed to mitigate the effects of human exposure to shock and whole body random vibration. Fluid Dynamics principles are used to derive the analytic differential equations used for the physical equations Model. Additionally, combination of Wiener and Hammerstein block oriented representation techniques have been selected to create system identification (SID) block oriented models. A number of algorithms have been iterated to obtain numerical solutions for the system of equations which was found to be coupled and non-linear, with no analytic closed form solution. The purpose …

Numerical Simulations Of Traffic Flow Models, Puneet Lakhanpal

UNLV Theses, Dissertations, Professional Papers, and Capstones

Traffic flow has been considered to be a continuum flow of a compressible liquid having a certain density profile and an associated velocity, depending upon density, position and time. Several one-equation and two-equation macroscopic continuum flow models have been developed which utilize the fluid dynamics continuity equation and help us find analytical solutions with simplified initial and boundary conditions. In this thesis, the one-equation Lighthill Witham and Richards (LWR) model combined with the Greenshield's model, is used for finding analytical and numerical solutions for four problems: Linear Advection, Red Traffic Light turning into Green, Stationary Shock and Shock Moving towards …

Comparison Of Mesh And Meshless Methods For Partial Differential Equations Of Galerkin Form, Wallace F. Atterberry

UNLV Theses, Dissertations, Professional Papers, and Capstones

There are two purposes of this research project. The first purpose is to compare two types of Galerkin methods: The finite element mesh method and moving least sqaures meshless Galerkin (EFG) method. The second purpose of this project is to determine if a hybrid between the mesh and meshless method is beneficial.

This manuscript will be divided into three main parts. The first part is chapter one which develops the finite element method. The second part (Chapter two) will be developing the meshless method. The last part will provide a method for combining the mesh and meshless methods for a …

A More General Diffusion Model For Lightning Radiative Transfer, Elliott Paul Saint-Pierre

UNLV Theses, Dissertations, Professional Papers, and Capstones

A more general diffusion model for lightning radiative transfer is presented. The development is based on the work published by Koshak et al (J. Geo. Phys. Res., vol. 99, (D7), 14361-371, (1994). In this thesis, the diffusion coefficient is allowed to vary as a function of the radial component of the cloud and cylindrical geometry is used. Different approximations in the analysis of the resulting radial equation are provided. The method of Frobenius permits the obtention of a complete solution. Possibilities and means for further development of this research are included.

Stability Aware Delaunay Refinement, Bishal Acharya

UNLV Theses, Dissertations, Professional Papers, and Capstones

Good quality meshes are extensively used for finding approximate solutions for partial differential equations for fluid flow in two dimensional surfaces. We present an overview of existing algorithms for refinement and generation of triangular meshes. We introduce the concept of node stability in the refinement of Delaunay triangulation. We present two algorithms for generating stable refinement of Delaunay triangulation. We also present an experimental investigation of a triangulation refinement algorithm based on the location of the center of gravity and the location of the center of circumcircle. The results show that the center of gravity based refinement is more effective …

A Gaming Application Of The Negative Hypergeometric Distribution, Steven Norman Jones

UNLV Theses, Dissertations, Professional Papers, and Capstones

The Negative Hypergeometric distribution represents waiting times when drawing from a finite sample without replacement. It is analogous to the negative binomial, which models the distribution of waiting times when drawing with replacement. Even though the Negative Hypergeometric has applications it is typically omitted from textbooks on probability and statistics and is not generally known. The main purpose of this thesis is to derive expressions for the mean and variance of a new application of the Negative Hypergeometric to gaming and gambling. Other applications are described as well.

Supersonic Turbine Cascade Studies Using Computational Fluid Dynamics And Water Table Experiments, Shelby E. Nelson

Honors College Theses

Design engineers use a variety of tools to perform calculations and to aid in the design process. For example, engineers designing gas turbines, specifically the aerodynamicists, use a combination of hand calculations, experimental data, and complex numerical codes to simulate air flow around each blade. Aerodynamicists designing gas turbines must predict the locations of the shocks to locate inefficiencies in the flow. In this thesis, three methods of calculating the shock angles are compared: analytical, experimental, and computational. Three different airfoil shapes are tested: a rectangular flat plate, a supersonic diamond, and a turbine airfoil. Cascade tests of the airfoil …

On High-Performance Parallel Decimal Fixed-Point Multiplier Designs, Ming Zhu

College of Engineering: Graduate Celebration Programs

Decimal computations are required in finance, and etc.

• Precise representation for decimals (E.g. 0.2, 0.7… )
• Performance Requirements (Software simulations are very slow)

Degree Constrained Triangulation, Roshan Gyawali

UNLV Theses, Dissertations, Professional Papers, and Capstones

Triangulation of simple polygons or sets of points in two dimensions is a widely investigated problem in computational geometry. Some researchers have considered variations of triangulation problems that include minimum weight triangulation, de-launay triangulation and triangulation refinement. In this thesis we consider a constrained version of the triangulation problem that asks for triangulating a given domain (polygon or point sites) so that the resulting triangulation has an increased number of even degree vertices. This problem is called Degree Constrained Triangulation (DCT). We propose four algorithms to solve DCT problems. We also present experimental results based on the implementation of the …

Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang

UNLV Theses, Dissertations, Professional Papers, and Capstones

Valuation of financial derivatives subject to liquidity risk remains an open problem in finance. This dissertation focuses on the valuation of European-style call option under limited market liquidity through the dynamic management of a portfolio of assets. We investigate liquidity from three perspectives: market breadth, depth, and immediacy. We present a general framework of valuation based on the optimal realization of a performance index relative to the set of all feasible portfolio trajectories. Numerical examples are then presented and analyzed that show option price increases as the market transitions from liquid to less liquid state. Furthermore, buying and selling activities, …

Periodic Solutions And Positive Solutions Of First And Second Order Logistic Type Odes With Harvesting, Cody Alan Palmer

UNLV Theses, Dissertations, Professional Papers, and Capstones

It was recently shown that the nonlinear logistic type ODE with periodic harvesting has a bifurcation on the periodic solutions with respect to the parameter ε:

u' = f (u) - ε h (t).

Namely, there exists an ε0 such that for 0 < ε < ε0 there are two periodic solutions, for ε = ε0 there is one periodic solution, and for ε >ε0 there are no periodic solutions, provided that....

In this paper we look at some numerical evidence regarding the behavior of this threshold for various types of harvesting terms, in particular we find evidence in the negative or a conjecture regarding the behavior of this threshold value.

Additionally, we look at analagous steady states for the reaction-diusion …

Estimation Of Performance Indices For The Planning Of Sustainable Transportation Systems, Pankaj Maheshwari, Alexander Paz, Pushkin Kachroo

Graduate Publications & Presentations

What is sustainable transportation system?

Fulfill the needs of current generations without compromising the ability of future generations

Utilize resources without compromising their health and productivity Leads to development that improves quality of life

Assimilate economic, ecological, social, and bio-physical components of resource ecosystems

Minimize the use of renewable and non-renewable resources, provide affordability and equity between generations

Boundary Element Method (Bem) And Method Of Fundamental Solutions (Mfs) For The Boundary Value Problems Of The 2-D Laplace's Equation, Ermes Anthony Salgado-Ibarra

UNLV Theses, Dissertations, Professional Papers, and Capstones

In this thesis we study the solution of the two dimensional Laplace equation by the boundary Element method (BEM) and the method of fundamental solutions (MFS). Both the BEM and MFS used to solve boundary value problems involving the Laplace equation 2-D settings. Both methods rely on the use of fundamental solution of the Laplace's equation (the solution of Laplace's equation in the distributional sense). We will contrast and compare the results we get using the BEM with results we get using the MFS.

A Comparison Of Spatio-Temporal Prediction Methods Of Cancer Incidence In The U.S, Michelle Hamlyn

UNLV Theses, Dissertations, Professional Papers, and Capstones

Cancer is the cause of one out of four deaths in the United States, and in 2009, researchers expected over 1.5 million new patients to be diagnosed with some form of cancer. People diagnosed with cancer, whether a common or rare type, need to undergo treatments, the amount and kind of which will depend on the severity of the cancer. So how do healthcare providers know how much funding is needed for treatment? What would better enable a pharmaceutical company to determine how much to allocate for research and development of drugs, the amount of each drug to manufacture, or …

Improved Algorithms For Ear-Clipping Triangulation, Bartosz Kajak

UNLV Theses, Dissertations, Professional Papers, and Capstones

We consider the problem of improving ear-slicing algorithm for triangulating a simple polygon. We propose two variations of ear-slicing technique for generating “good-quality” triangulation. The first approach is based on searching for the best triangle along the boundary. The second approach considers polygon partitioning on a pre-process before applying the ear-slicing. Experimental investigation reveals that both approaches yield better quality triangulation than the standard ear-slicing method.

A Statistical Model For Long-Term Forecasting Of Strong Sand Dust Storms, Siqi Tan

UNLV Theses, Dissertations, Professional Papers, and Capstones

Dust elevated into the atmosphere by dust storms has numerous environmental consequences. These include contributing to climate change; modifying local weather conditions; producing chemical and biological changes in the oceans; and affecting soil formation, surface water, groundwater quality, crop growth, and survival (Goudie and Middleton, 1992). Societal impacts include disruptions to air, road and rail traffic; interruption of radio services; the myriad effects of static-electricity generation; property damage; and health effects on humans and animals (Warner, 2004).

In this thesis, we extend the idea of empirical recurrence rate (ERR), developed by Ho (2008), to model the temporal trend of the …

Implementation Of Hidden Semi-Markov Models, Nagendra Abhinav Dasu

UNLV Theses, Dissertations, Professional Papers, and Capstones

One of the most frequently used concepts applied to a variety of engineering and scientific studies over the recent years is that of a Hidden Markov Model (HMM). The Hidden semi-Markov model (HsMM) is contrived in such a way that it does not make any premise of constant or geometric distributions of a state duration. In other words, it allows the stochastic process to be a semi-Markov chain. Each state can have a collection of observations and the duration of each state is a variable. This allows the HsMM to be used extensively over a range of applications. Some of …

Mathematical Modeling Of Metamaterials, Valjean Elizabeth Elander

UNLV Theses, Dissertations, Professional Papers, and Capstones

Metamaterials are artificially structured nano materials with negative refraction index. The successful construction of such metamaterials in 2000 triggered a great interest in study of metamaterials by researchers from different areas. The discovery of metamaterials opened a wide potential for applications in diverse areas such as cloaking, sub-wavelength imaging, solar cell design and antennas.

In this thesis, we investigate the most popular Drude metamaterial model. More specifically, we first present a brief overview of metamaterials and their potential applications, then we discuss the well-posedness of this model, and develop several numerical schemes to solve it. We implement our schemes using …

Unlv Enrollment Forecasting, Sabrina Beckman, Stefan Cline, Monika Neda

Festival of Communities: UG Symposium (Posters)

Our project investigates the future enrollment of undergraduates at UNLV in the entire university, the College of Science, and the Department of Mathematical Sciences. The method used for the forecast, is the well-known least-squares method, for which a mathematical description will be presented. Studies for the numerical error are pursued too. The study will include graphs that describe the past and future behavior for different parameter settings. Mathematical results obtained show that the university will continue to grow given the current trends of enrollment.