Applied Mathematics Commons^™

On Central Branch/Reinsurance Risk Networks: Exact Results And Heuristics, Florin Avram, Sooie-Hoe Loke

Mathematics Faculty Scholarship

Modeling the interactions between a reinsurer and several insurers, or between a central management branch (CB) and several subsidiary business branches, or between a coalition and its members, are fascinating problems, which suggest many interesting questions. Beyond two dimensions, one cannot expect exact answers. Occasionally, reductions to one dimension or heuristic simplifications yield explicit approximations, which may be useful for getting qualitative insights. In this paper, we study two such problems: the ruin problem for a two-dimensional CB network under a new mathematical model, and the problem of valuation of two-dimensional CB networks by optimal dividends. A common thread between …

Clark Measures And A Theorem Of Ritt, Isabelle Chalendar, Pamela Gorkin, Jonathan R. Partington, William T. Ross

Department of Math & Statistics Faculty Publications

We determine when a finite Blaschke product B can be written, in a non-trivial way, as a composition of two finite Blaschke products (Ritt's problem) in terms of the Clark measure for B. Our tools involve the numerical range of compressed shift operators and the geometry of certain polygons circumscribing the numerical range of the relevant operator. As a consequence of our results, we can determine, in terms of Clark measures, when two finite Blaschke products commute.

Highly Symmetric Multiple Bi-Frames For Curve And Surface Multiresolution Processing, Khulud Ziadi

Dissertations

Wavelets and wavelet frames are important and useful mathematical tools in numerous applications, such as signal and image processing, and numerical analysis. Recently, the theory of wavelet frames plays an essential role in signal processing, image processing, sampling theory, and harmonic analysis. However, multiwavelets and multiple frames are more flexible and have more freedom in their construction which can provide more desired properties than the scalar case, such as short compact support, orthogonality, high approximation order, and symmetry. These properties are useful in several applications, such as curve and surface noise-removing as studied in this dissertation. Thus, the study of …

Second Order Fully Discrete Energy Stable Methods On Staggered Grids For Hydrodynamic Phase Field Models Of Binary Viscous Fluids, Yuezheng Gong, Jia Zhao, Qi Wang

Mathematics and Statistics Faculty Publications

We present second order, fully discrete, energy stable methods on spatially staggered grids for a hydrodynamic phase field model of binary viscous fluid mixtures in a confined geometry subject to both physical and periodic boundary conditions. We apply the energy quadratization strategy to develop a linear-implicit scheme. We then extend it to a decoupled, linear scheme by introducing an intermediate velocity term so that the phase variable, velocity field, and pressure can be solved sequentially. The two new, fully discrete linear schemes are then shown to be unconditionally energy stable, and the linear systems resulting from the schemes are proved …

Iterative Methods To Solve Systems Of Nonlinear Algebraic Equations, Md Shafiful Alam

Masters Theses & Specialist Projects

Iterative methods have been a very important area of study in numerical analysis since the inception of computational science. Their use ranges from solving algebraic equations to systems of differential equations and many more. In this thesis, we discuss several iterative methods, however our main focus is Newton's method. We present a detailed study of Newton's method, its order of convergence and the asymptotic error constant when solving problems of various types as well as analyze several pitfalls, which can affect convergence. We also pose some necessary and sufficient conditions on the function f for higher order of convergence. Different …

Score Test And Likelihood Ratio Test For Zero-Inflated Binomial Distribution And Geometric Distribution, Xiaogang Dai

Masters Theses & Specialist Projects

The main purpose of this thesis is to compare the performance of the score test and the likelihood ratio test by computing type I errors and type II errors when the tests are applied to the geometric distribution and inflated binomial distribution. We first derive test statistics of the score test and the likelihood ratio test for both distributions. We then use the software package R to perform a simulation to study the behavior of the two tests. We derive the R codes to calculate the two types of error for each distribution. We create lots of samples to approximate …

Runs Of Identical Outcomes In A Sequence Of Bernoulli Trials, Matthew Riggle

Masters Theses & Specialist Projects

The Bernoulli distribution is a basic, well-studied distribution in probability. In this thesis, we will consider repeated Bernoulli trials in order to study runs of identical outcomes. More formally, for t ∈ N, we let Xt ∼ Bernoulli(p), where p is the probability of success, q = 1 − p is the probability of failure, and all Xt are independent. Then Xt gives the outcome of the tth trial, which is 1 for success or 0 for failure. For n, m ∈ N, we define Tn to be the number of trials needed to first observe n …

Controllability And Observability Of The Discrete Fractional Linear State-Space Model, Duc M. Nguyen

Masters Theses & Specialist Projects

This thesis aims to investigate the controllability and observability of the discrete fractional linear time-invariant state-space model. First, we will establish key concepts and properties which are the tools necessary for our task. In the third chapter, we will discuss the discrete state-space model and set up the criteria for these two properties. Then, in the fourth chapter, we will attempt to apply these criteria to the discrete fractional model. The general flow of our objectives is as follows: we start with the first-order linear difference equation, move on to the discrete system, then the fractional difference equation, and finally …

A Mathematical Analysis Of The Game Of Chess, John C. White

Selected Honors Theses

This paper analyzes chess through the lens of mathematics. Chess is a complex yet easy to understand game. Can mathematics be used to perfect a player’s skills? The work of Ernst Zermelo shows that one player should be able to force a win or force a draw. The work of Shannon and Hardy demonstrates the complexities of the game. Combinatorics, probability, and some chess puzzles are used to better understand the game. A computer program is used to test a hypothesis regarding chess strategy. Through the use of this program, we see that it is detrimental to be the first …

Mathematics In Contemporary Society - Chapter 13 (Spring 2018), Patrick J. Wallach

Open Educational Resources

Mathematics in Contemporary Society is the textbook that corresponds to MA-321, the course of the same name. The course is designed to provide students with mathematical ideas and methods found in the social sciences, the arts, and in business. Topics will include fundamentals of statistics, scatterplots, graphics in the media, problem solving strategies, dimensional analysis, mathematics in music and art, and mathematical modeling. EXCEL is used to explore real world applications.

Mathematics In Contemporary Society - Chapter 12 (Spring 2018), Patrick J. Wallach

Open Educational Resources

Mathematics in Contemporary Society is the textbook that corresponds to MA-321, the course of the same name. The course is designed to provide students with mathematical ideas and methods found in the social sciences, the arts, and in business. Topics will include fundamentals of statistics, scatterplots, graphics in the media, problem solving strategies, dimensional analysis, mathematics in music and art, and mathematical modeling. EXCEL is used to explore real world applications.

Rotordynamic Analysis Of Theoretical Models And Experimental Systems, Cameron R. Naugle

Master's Theses

This thesis is intended to provide fundamental information for the construction and

analysis of rotordynamic theoretical models, and their comparison the experimental

systems. Finite Element Method (FEM) is used to construct models using Timoshenko

beam elements with viscous and hysteretic internal damping. Eigenvalues

and eigenvectors of state space equations are used to perform stability analysis, produce

critical speed maps, and visualize mode shapes. Frequency domain analysis

of theoretical models is used to provide Bode diagrams and in experimental data

full spectrum cascade plots. Experimental and theoretical model analyses are used

to optimize the control algorithm for an Active Magnetic Bearing …

Near-Optimal Control Of Switched Systems With Continuous-Time Dynamics Using Approximate Dynamic Programming, Tohid Sardarmehni

Mechanical Engineering Research Theses and Dissertations

Optimal control is a control method which provides inputs that minimize a performance index subject to state or input constraints [58]. The existing solutions for finding the exact optimal control solution such as Pontryagin’s minimum principle and dynamic programming suffer from curse of dimensionality in high order dynamical systems. One remedy for this problem is finding near optimal solution instead of the exact optimal solution to avoid curse of dimensionality [31]. A method for finding the approximate optimal solution is through Approximate Dynamic Programming (ADP) methods which are discussed in the subsequent chapters.

In this dissertation, optimal switching in switched …

Calculus For Business And Economics, Samuel Cartwright, Bhavana Burell, Patcharin Marion, Jianmin Zhu

Mathematics Grants Collections

This Grants Collection for Calculus for Business and Economics was created under a Round Six ALG Textbook Transformation Grant.

Affordable Learning Georgia Grants Collections are intended to provide faculty with the frameworks to quickly implement or revise the same materials as a Textbook Transformation Grants team, along with the aims and lessons learned from project teams during the implementation process.

Documents are in .pdf format, with a separate .docx (Word) version available for download. Each collection contains the following materials:

• Linked Syllabus
• Initial Proposal
• Final Report

Simulations And Queueing Theory: The Effects Of Randomly Bypassing Security, Emily Ortmann

Masters Theses & Doctoral Dissertations

We discuss queueing theory in the setting of airport security and customs. By developing queueing simulations based on mathematical models, we explore a variety of questions related to optimal queue design with respect to efficiency, feasibility, priority, and other prescribed/variable constraints.

Simulations And Queueing Theory: The Effects Of Priority And Vip Thresholds, Laura Schuck

Masters Theses & Doctoral Dissertations

Everyone has experienced waiting in lines, whether it is at the airport, the grocery store, or somewhere in-between. By developing queueing simulations based on mathematical models of airport security and customs, we explore a variety of questions related to optimal queue design with respect to efficiency, feasibility, priority, and other prescribed/variable constraints.

Swelling As A Stabilizing Mechanism During Ion Bombardment Of Thin Films: An Analytical And Numerical Study, Jennifer M. Swenson

Mathematics Theses and Dissertations

Irradiation of semiconductor surfaces often leads to the spontaneous formation of rippled structures at certain irradiation angles. However, at high enough energies, these structures are observed to vanish for all angles, despite the absence of any identified, universally-stabilizing physical mechanisms in operation. Here, we examine the effect on pattern formation of radiation-induced swelling, which has been excluded from prior treatments of stress in irradiated films. After developing a suitable continuum model, we perform a linear stability analysis to determine its effect on stability. Under appropriate simplifying assumptions, we find swelling indeed to be stabilizing at wavenumbers typical of experimental observations. …

Lozenge Tilings Of A Halved Hexagon With An Array Of Triangles Removed From The Boundary, Tri Lai

Department of Mathematics: Faculty Publications

Proctor's work on staircase plane partitions yields an enumeration of lozenge tilings of a halved hexagon on the triangular lattice. Rohatgi recently extended this tiling enumeration to a halved hexagon with a triangle removed from the boundary. In this paper, we prove a generalization of the results of Proctor and Rohatgi by enumerating lozenge tilings of a halved hexagon in which an array of an arbitrary number of adjacent triangles has been removed from the boundary.

Pricing Asian Options: Volatility Forecasting As A Source Of Downside Risk, Adam T. Diehl

Undergraduate Economic Review

Asian options are a class of derivative securities whose payoffs average movements in the underlying asset as a means of hedging exposure to unexpected market behavior. We find that despite their volatility smoothing properties, the price of an Asian option is sensitive to the choice of volatility model employed to price them from market data. We estimate the errors induced by two common schemes of forecasting volatility and their potential impact upon trading.

General Stochastic Integral And Itô Formula With Application To Stochastic Differential Equations And Mathematical Finance, Jiayu Zhai

LSU Doctoral Dissertations

A general stochastic integration theory for adapted and instantly independent stochastic processes arises when we consider anticipative stochastic differential equations. In Part I of this thesis, we conduct a deeper research on the general stochastic integral introduced by W. Ayed and H.-H. Kuo in 2008. We provide a rigorous mathematical framework for the integral in Chapter 2, and prove that the integral is well-defined. Then a general Itô formula is given. In Chapter 3, we present an intrinsic property, near-martingale property, of the general stochastic integral, and Doob-Meyer's decomposition for near-submartigales. We apply the new stochastic integration theory to several …

Radial Basis Function Generated Finite Differences For The Nonlinear Schrodinger Equation, Justin Ng

Theses and Dissertations

Solutions to the one-dimensional and two-dimensional nonlinear Schrodinger (NLS) equation are obtained numerically using methods based on radial basis functions (RBFs). Periodic boundary conditions are enforced with a non-periodic initial condition over varying domain sizes. The spatial structure of the solutions is represented using RBFs while several explicit and implicit iterative methods for solving ordinary differential equations (ODEs) are used in temporal discretization for the approximate solutions to the NLS equation. Splitting schemes, integration factors and hyperviscosity are used to stabilize the time-stepping schemes and are compared with one another in terms of computational efficiency and accuracy. This thesis shows …

An Analysis Of The Estimate At Complete For Department Of Defense Contracts, Deborah B. Kim

Theses and Dissertations

When contractors provide timely and reliable information on the status of a contract, both contractors and government program offices can provide an accurate estimate of a contract’s completion costs. This research shows that the cumulative cost performance indices provided by contractors and program offices are high and less accurate than those of previous years and/or that a significant amount of ACWP is being documented in the final portion of a contract. The high performance indices resulted in EACs that were low-balled during the majority of a contract’s life which shows a need to improve the use of EVM metrics for …

Improving Annual Fixed Wing Maintenance Cost Estimates Through Cost Estimating Relationships, Kirsten Bunecke

Theses and Dissertations

The Air Force executes its mission primarily through the use of fixed-wing aircrafts. Maintaining these aircrafts represents approximately one-third of annual Operating and Support costs; which in turn, make up the majority of Life Cycle Costs. The current approach to estimating aircraft maintenance costs does not take into consideration programmatic data available in the Air Force Total Ownership Cost (AFTOC) database. The four maintenance cost subcategories researched in this thesis are Consumable Materials and Repair Parts, Depot Level Repairables (DLRs), Depot Maintenance, and Contractor Logistic Support. Each of these cost categories must first be standardized to be able to compare …

Analysis Of Temperature And Humidity Effects On Horizontal Photovoltaic Panels, Corey J. Booker

Theses and Dissertations

The United States Air Force seeks to address power grid vulnerability and bolster energy resilience through the use of renewable energy sources. Air Force Institute of Technology engineers designed and manufactured control systems to monitor power production from the most widely-used silicon-based solar cells at 38 testing locations around the globe spanning the majority of climate types. Researchers conducted multivariate regression analysis to establish a statistical relationship between photovoltaic power output, ambient temperature, and humidity pertaining to monocrystalline and polycrystalline photovoltaic panels. Formulated models first characterized power output globally, then by specific climate type with general inaccuracy. Location-specific models are …

Analysis Of A Medical Center's Cardiac Risk Screening Protocol Using Propensity Score Matching, Jake E. Johnson

Theses and Dissertations

Researchers at the University of Maryland Medical Center in Baltimore have developed a cardiac risk stratification protocol in the hopes of reducing the time-from arrival-to-first-operation for geriatric orthopedic patients. They collected observational data for two years prior to and following the October 2014 implementation of the new screening protocol. Therefore, advanced analytical techniques are required to isolate the treatment effect of the new screening protocol. Propensity score matching (PSM) is used to handle the observational data in order to reduce the bias attributable to the confounding covariates. In addition to PSM, various regression techniques are used to help the researchers …

Lightning Prediction Using Artificial Neural Networks And Electric Field Mill Data, Daniel E. Hill

Theses and Dissertations

Electric Field Mills (EFMs) located in the region surrounding Cape Canaveral record the electrification of the atmosphere near them. Research studying how these sensors could improve lightning warnings has had mixed results. This paper used a Convolutional Recurrent Neural Network (CRNN) and data from 30 EFMs from May-July of 2012-2016. The mean was calculated for every 60 second period and 30 minutes of this summarized data was used to create a lightning prediction with a warning period of 15 minutes. This method achieved a True Positive Rate (TPR) of 77.6%, a False Positive Rate (FPR) of 8.3%, a False Discovery …

Modeling Multimodal Failure Effects Of Complex Systems Using Polyweibull Distribution, Daniel A. Timme

Theses and Dissertations

The Department of Defense (DoD) enlists multiple complex systems across each of their departments. Between the aging systems going through an overhaul and emerging new systems, quality assurance to complete the mission and secure the nation‘s objectives is an absolute necessity. The U.S. Air Force‘s increased interest in Remotely Piloted Aircraft (RPA) and the Space Warfighting domain are current examples of complex systems that must maintain high reliability and sustainability in order to complete missions moving forward. DoD systems continue to grow in complexity with an increasing number of components and parts in more complex arrangements. Bathtub-shaped hazard functions arise …

Lie Sphere Geometry And Dupin Hypersurfaces, Thomas E. Cecil

Mathematics and Computer Science Department Faculty Scholarship

These notes were originally written for a short course held at the Institute of Mathematics and Statistics, University of São Paulo, S.P. Brazil, January 9–20, 2012. The notes are based on the author’s book [17], Lie Sphere Geometry With Applications to Submanifolds, Second Edition, published in 2008, and many passages are taken directly from that book. The notes have been updated from their original version to include some recent developments in the field.

A hypersurface Mⁿ⁻¹ in Euclidean space Rⁿ is proper Dupin if the number of distinct principal curvatures is constant on M^{n−1 …}

Spacetime Numerical Techniques For The Wave And Schrödinger Equations, Paulina Ester Sepùlveda Salas

Dissertations and Theses

The most common tool for solving spacetime problems using finite elements is based on semidiscretization: discretizing in space by a finite element method and then advancing in time by a numerical scheme. Contrary to this standard procedure, in this dissertation we consider formulations where time is another coordinate of the domain. Therefore, spacetime problems can be studied as boundary value problems, where initial conditions are considered as part of the spacetime boundary conditions.

When seeking solutions to these problems, it is natural to ask what are the correct spaces of functions to choose, to obtain wellposedness. This motivates the study …

Real Solution Of Dae And Pdae System, Zahra Mohammadi, Greg Reid

Western Research Forum

General systems of differential equations don't have restrictions on the number or type of equations. For example, they can be over or under-determined, and also contain algebraic constraints (e.g. algebraic equations such as in Differential-Algebraic equations (DAE) and Partial differential algebraic equations (PDAE). Increasingly such general systems arise from mathematical modeling of engineering and science problems such as in multibody mechanics, electrical circuit design, optimal control, chemical kinetics and chemical control systems. In most applications, only real solutions are of interest, rather than complex-valued solutions. Much progress has been made in exact differential elimination methods, which enable characterization of all …