Applied Mathematics Commons^™

Modelling Locally Changing Variance Structured Time Series Data By Using Breakpoints Bootstrap Filtering, Rajan Lamichhane

Mathematics & Statistics Theses & Dissertations

Stochastic processes have applications in many areas such as oceanography and engineering. Special classes of such processes deal with time series of sparse data. Studies in such cases focus in the analysis, construction and prediction in parametric models. Here, we assume several non-linear time series with additive noise components, and the model fitting is proposed in two stages. The first stage identifies the density using all the clusters information, without specifying any prior knowledge of the underlying distribution function of the time series. The effect of covariates is controlled by fitting the linear regression model with serially correlated errors. In …

Optimal Control Modeling And Simulation, With Application To Cholera Dynamics, Chairat Modnak

Mathematics & Statistics Theses & Dissertations

The theory of optimal control, a modern extension of the calculus of variations. has found many applications in a wide range of scientific fields, particularly in epidemiology with respect to disease prevention and intervention. In this dissertation. we conduct optimal control modeling, simulation and analysis to cholera dynamics. Cholera is a severe intestinal infectious disease that remains a serious public health threat in developing countries. Transmission of cholera involves complex interactions between the human host, the pathogen, and the environment. The worldwide cholera outbreaks and their increasing severity, frequency and duration in recent years underscore the gap between the complex …

Perfectly Matched Layer Absorbing Boundary Conditions For The Discrete Velocity Boltzmann-Bgk Equation, Elena Craig

Mathematics & Statistics Theses & Dissertations

Perfectly Matched Layer (PML) absorbing boundary conditions were first proposed by Berenger in 1994 for the Maxwell's equations of electromagnetics. Since Hu first applied the method to Euler's equations in 1996, progress made in the application of PML to Computational Aeroacoustics (CAA) includes linearized Euler equations with non-uniform mean flow, non-linear Euler equations, flows with an arbitrary mean flow direction, and non-linear clavier-Stokes equations. Although Boltzmann-BGK methods have appeared in the literature and have been shown capable of simulating aeroacoustics phenomena, very little has been done to develop absorbing boundary conditions for these methods. The purpose of this work was …

A Least Squares Closure Approximation For Liquid Crystalline Polymers, Traci Ann Sievenpiper

Mathematics & Statistics Theses & Dissertations

An introduction to existing closure schemes for the Doi-Hess kinetic theory of liquid crystalline polymers is provided. A new closure scheme is devised based on a least squares fit of a linear combination of the Doi, Tsuji-Rey, Hinch-Leal I, and Hinch-Leal II closure schemes. The orientation tensor and rate-of-strain tensor are fit separately using data generated from the kinetic solution of the Smoluchowski equation. The known behavior of the kinetic solution and existing closure schemes at equilibrium is compared with that of the new closure scheme. The performance of the proposed closure scheme in simple shear flow for a variety …

An Extensible Mathematical Model Of Glucose Metabolism, Caleb L. Adams

Mathematics & Statistics Theses & Dissertations

The American Diabetes Association reports that diabetes is the fifth leading cause of death by disease in the United States. An estimated 23.6 million individuals, or seven percent of the population, have diabetes. Nearly one-third are unaware that they have the disease. The total of the direct and indirect medical costs associated with diabetes in 2007 was projected to be $174 billion, or approximately one out of every ten health care dollars.

One must understand the glucose regulatory system of the healthy body to understand diabetes. Blood glucose concentration returns to a constant level after eating and is maintained during …

A Solution Of The Heat Equation With The Discontinuous Galerkin Method Using A Multilivel Calculation Method That Utilizes A Multiresolution Wavelet Basis, Robert Gregory Brown

Mathematics & Statistics Theses & Dissertations

A numerical method to solve the parabolic problem is developed that utilizes the Discontinuous Galerkin Method for space and time discretization. A multilevel method is employed in the space variable. It is shown that use of this process yields the same level of accuracy as the standard Discontinuous Galerkin Method for the heat equation, but with cheaper computational cost. The results are demonstrated using a standard one-dimensional homogeneous heat problem.

Post-Processing Techniques And Wavelet Applications For Hammerstein Integral Equations, Khomsan Neamprem

Mathematics & Statistics Theses & Dissertations

This dissertation is focused on the varieties of numerical solutions of nonlinear Hammerstein integral equations. In the first part of this dissertation, several acceleration techniques for post-processed solutions of the Hammerstein equation are discussed. The post-processing techniques are implemented based on interpolation and extrapolation. In this connection, we generalize the results in [29] and [28] to nonlinear integral equations of the Hammerstein type. Post-processed collocation solutions are shown to exhibit better accuracy. Moreover, an extrapolation technique for the Galerkin solution of Hammerstein equation is also obtained. This result appears new even in the setting of the linear Fredholm equation.

In …

Mathematical Models And Stability Analysis Of Cholera Dynamics, Shu Liao

Mathematics & Statistics Theses & Dissertations

In this dissertation, we present a careful mathematical study of several epidemic cholera models, including the model of Codeco [11] in 2001, that of Hartley, Morris and Smith [22] in 2006, and that of Mukandavire, Liao, Wang and Gaff et al. [60] in 2010. We formally derive the basic reproduction number R0 for each model by computing the spectral radius of the next generation matrix. We focus our attention on the stability analysis at the disease-free equilibrium which determines the short-term epidemic behavior, and the endemic equilibrium which determines the long-term disease dynamics. Particularly, we incorporate the Volterra-Lyapunov matrix …

An Adaptive Method For Calculating Blow-Up Solutions, Charles F. Touron

Mathematics & Statistics Theses & Dissertations

Reactive-diffusive systems modeling physical phenomena in certain situations develop a singularity at a finite value of the independent variable referred to as "blow-up." The attempt to find the blow-up time analytically is most often impossible, thus requiring a numerical determination of the value. The numerical methods often use a priori knowledge of the blow-up solution such as monotonicity or self-similarity. For equations where such a priori knowledge is unavailable, ad hoc methods were constructed. The object of this research is to develop a simple and consistent approach to find numerically the blow-up solution without having a priori knowledge or resorting …

Three Methods For Solving The Low Energy Neutron Boltzmann Equation, Tony Charles Slaba

Mathematics & Statistics Theses & Dissertations

The solution to the neutron Boltzmann equation is separated into a straightahead component dominating at high energies and an isotropic component dominating at low energies. The high-energy solution is calculated using HZETRN-05, and the low-energy isotropic component is modeled by two non-coupled integro-differential equations describing both forward and backward neutron propagation. Three different solution methods are then used to solve the equations. The collocation method employs linear I3-splines to transform each equation into a system of ODES; the resulting system is then solved exactly and evaluated using numerical integration techniques. Wilson's method uses a perturbational approach in which a fundamental …

A Forward-Backward Fluence Model For The Low-Energy Neutron Boltzmann Equation, Gary Alan Feldman

Mathematics & Statistics Theses & Dissertations

In this research work, the neutron Boltzmann equation was separated into two coupled integro-differential equations describing forward and backward neutron fluence in selected materials. Linear B-splines were used to change the integro-differential equations into a coupled system of ordinary differential equations (O.D.E.'s). Difference approximations were then used to recast the O.D.E.'s into a coupled system of linear equations that were solved for forward and backward neutron fluences. Adding forward and backward fluences gave the total fluence at selected energies and depths in the material. Neutron fluences were computed in single material shields and in a shield followed by a target …

Error-Correcting Codes Associated With Generalized Hadamard Matrices Over Groups, Iem H. Heng

Mathematics & Statistics Theses & Dissertations

Classical Hadamard matrices are orthogonal matrices whose elements are ±1. It is well-known that error correcting codes having large minimum distance between codewords can be associated with these Hadamard matrices. Indeed, the success of early Mars deep-space probes was strongly dependent upon this communication technology.

The concept of Hadamard matrices with elements drawn from an Abelian group is a natural generalization of the concept. For the case in which the dimension of the matrix is q and the group consists of the p-th roots of unity, these generalized Hadamard matrices are called “Butson Hadamard Matrices BH(p, q)”, …

Mathematical Models Of Chemotherapy, John Carl Panetta

Mathematics & Statistics Theses & Dissertations

Several mathematical models are developed to describe the effects of chemotherapy on both cancerous and normal tissue. Each model is defined by either a single homogeneous equation or a system of heterogeneous equations which describe the states of the normal and/or cancer cells. Periodic terms are added to model the effects of the chemotherapy. What we obtain are regions, in parameter space (dose and period), of acceptable drug regimens.

The models take into account various aspects of chemotherapy. These include, interactions between the cancer and normal tissue, cell specific chemotherapeutic drug, the use of non-constant parameters to aid in modeling …

A Mathematical Model Of The Dynamics Of An Optically Pumped Codoped Solid State Laser System, Thomas G. Wangler

Mathematics & Statistics Theses & Dissertations

This is a study of a mathematical model for the dynamics of an optically pumped codoped solid state laser system. The model comprises five first order, nonlinear, coupled, ordinary differential equations which describe the temporal evolution of the dopant electron populations in the laser crystal as well as the photon density in the laser cavity. The analysis of the model is conducted in three parts.

First, a detailed explanation of the modeling process is given and the full set of rate equations is obtained. The model is then simplified and certain qualitative properties of the solution are obtained.

In the …

The Fokker-Planck And Related Equations In Theoretical Population Dynamics, George Derise

Mathematics & Statistics Theses & Dissertations

The population growth of a single species is modeled by a differential equation with initial condition(s) so that the number of organisms in the population is derived using some mechanism of growth, i.e. a growth rate function. However, such deterministic models are often highly unrealistic in population dynamics because population growth is basically a random event. There are a large number of chance factors influencing growth that might not be taken into account by deterministic models. The effect of other species (for example, in the chance meeting of a predator), population fluctuations due to weather changes that would alter food …

The Truncated Cauchy Distribution: Estimation Of Parameters And Application To Stock Returns, Paul G. Staneski

Mathematics & Statistics Theses & Dissertations

The problem addressed in this dissertation is the existence and estimation of the parameters of a truncated Cauchy distribution. It is known that when a number of distributions with infinite support are truncated to a finite interval that the maximum likelihood estimator of the scale parameter fails to exist with positive probability. In particular, necessary and sufficient conditions which give rise to instances of non-existence have been found for the exponential (Deemer and Votaw (1955)), gamma (Broeder (1955), Hegde and Dahiya (1989)), Weibull (Mittal and Dahiya (1989)) and normal distribution (Barndorff-Nielsen (1978), Mittal and Dahiya (1987), Hegde and Dahiya (1989)). …

Boundary Value Problems In Elasticity And Thermoelasticity, Stuart Davidson

Mathematics & Statistics Theses & Dissertations

In this dissertation the author solves a series of mixed boundary value problems arising from crack problems in elasticity and thermoelasticity. Using integral transform techniques and separation of variables appropriately, it is shown that the solutions can be found by solving a corresponding set of triple or dual integral equations in some instances, while in others the solutions of triple or dual series relations are required. These in turn reduce to various singular integral equations which are solved in closed form, in two cases, or by numerical methods. The stress intensity factors at the crack tips, the physical parameters of …

A Generalization Of Linear Multistep Methods, Leon Arriola

Mathematics & Statistics Theses & Dissertations

A generalization of the methods that are currently available to solve systems of ordinary differential equations is made. This generalization is made by constructing linear multistep methods from an arbitrary set of monotone interpolating and approximating functions. Local truncation error estimates as well as stability analysis is given. Specifically, the class of linear multistep methods of the Adams and BDF type are discussed.

Mathematical Models Of Prevascular Tumor Growth By Diffusion, Sophia A. Maggelakis

Mathematics & Statistics Theses & Dissertations

A study of several complementary mathematical models that describe the early, prevascular stages of solid tumor growth by diffusion under various simplifying assumptions is presented. The advantage of these models is that their degree of complexity is relatively low, which ensures fairly straightforward comparisons with experimental or clinical data (as it becomes available), yet they are mathematically sophisticated enough to capture the main biological phenomena of interest.

The tumor growth and cell proliferation rate are assumed to depend on the local concentrations of nutrients and inhibitory factors. The effects of geometry and spatially non-uniform inhibitor production and non-uniform nutrient consumption …

On Vector Sequence Transforms And Acceleration Techniques, Steven L. Hodge

Mathematics & Statistics Theses & Dissertations

This dissertation is devoted to the acceleration of convergence of vector sequences. This means to produce a replacement sequence from the original sequence with higher rate of convergence.

It is assumed that the sequence is generated from a linear matrix iteration x_i+ i = Gx_i + k where G is an n x n square matrix and x_I+1 , x_i,and k are n x 1 vectors. Acceleration of convergence is obtained when we are able to resolve approximations to low dimension invariant subspaces of G which contain large components of the error. When …

A Mathematical Model Of The Dynamics Of An Optically Pumped Four-Level Solid State Laser System, Lila Freeman Roberts

Mathematics & Statistics Theses & Dissertations

This is a study of a mathematical model of the dynamics of an optically pumped four-level solid state laser system. A general mathematical model that describes the spatial and temporal evolution of the electron populations in the laser rod as well as the development of the left and right traveling photon fluxes in the cavity is developed. The model consists of a coupled set of first order semilinear partial differential equations. While the model was developed for Titanium-doped sapphire lasers, it is applicable to three and four level lasers in general.

The analysis of the model is conducted in two …

On A Moving Boundary Problem Of Transitional Ballistics, Jen-Ing G. Hwang

Mathematics & Statistics Theses & Dissertations

A major problem which arises in computer simulation of the firing of a gun weapon is the development of numerical schemes which effectively account for the physics of projectile motion. The chief difficulty is that away from the projectile the calculation is ordinarily accomplished on a fixed numerical grid, whereas due to projectile movement some cells of the grid near the projectile undergo volume changes as the calculation proceeds. A local finite volume scheme is developed which accounts for the expansion or compression of cells fore-and-aft of the projectile. Through the process of numerical experiment, the effectiveness of the scheme …