Applied Mathematics Commons^™

An Exponential Formula For Random Variables Generated By Multiple Brownian Motions, Maximilian Lawrence Baroi

CGU Theses & Dissertations

The frozen operator has been used to develop Dyson-series like representations for random variables generated by classical Brownian motion, Lévy processes and fractional Brownian with Hurst index greater than 1/2.The relationship between the conditional expectation of a random variable (or fractional conditional expectation in the case of fractional Brownian motion)and that variable's Dyson-series like representation is the exponential formula. These results had not yet been extended to either fractional Brownian motion with Hurst index less than 1/2, or d-dimensional Brownian motion. The former is still out of reach, but we hope our review of stochastic integration for fractional Brownian motion …

Drop In The Bucket?, John Adam

Mathematics & Statistics Faculty Publications

No abstract provided.

A C0 Finite Element Method For The Biharmonic Problem In A Polygonal Domain, Charuka Dilhara Wickramasinghe

Wayne State University Dissertations

This dissertation studies the biharmonic equation with Dirichlet boundary conditions in a polygonal domain. The biharmonic problem appears in various real-world applications, for example in plate problems, human face recognition, radar imaging, and hydrodynamics problems. There are three classical approaches to discretizing the biharmonic equation in the literature: conforming finite element methods, nonconforming finite element methods, and mixed finite element methods. We propose a mixed finite element method that effectively decouples the fourth-order problem into a system of one steady-state Stokes equation and one Poisson equation. As a generalization to the above-decoupled formulation, we propose another decoupled formulation using a …

A Literature Review On Combining Heuristics And Exact Algorithms In Combinatorial Optimization, Hesamoddin Tahami, Hengameh Fakhravar

Engineering Management & Systems Engineering Faculty Publications

There are several approaches for solving hard optimization problems. Mathematical programming techniques such as (integer) linear programming-based methods and metaheuristic approaches are two extremely effective streams for combinatorial problems. Different research streams, more or less in isolation from one another, created these two. Only several years ago, many scholars noticed the advantages and enormous potential of building hybrids of combining mathematical programming methodologies and metaheuristics. In reality, many problems can be solved much better by exploiting synergies between these approaches than by “pure” classical algorithms. The key question is how to integrate mathematical programming methods and metaheuristics to achieve such …

Methods Of Anomaly Detection: An Applied Framework And Application To Health Economics, Nathaniel Eric Islip

EWU Masters Thesis Collection

No abstract provided.

Empirical Comparison Of Machine Learning Methods For Wind Power Predictions, Sidny M. Stewart

EWU Masters Thesis Collection

No abstract provided.

Stroke Clustering And Fitting In Vector Art, Khandokar Shakib

Senior Independent Study Theses

Vectorization of art involves turning free-hand drawings into vector graphics that can be further scaled and manipulated. In this paper, we explore the concept of vectorization of line drawings and study multiple approaches that attempt to achieve this in the most accurate way possible. We utilize a software called StrokeStrip to discuss the different mathematics behind the parameterization and fitting involved in the drawings.

On Implementing And Testing The Rsa Algorithm, Kien Trung Le

Senior Independent Study Theses

In this work, we give a comprehensive introduction to the RSA cryptosystem, implement it in Java, and compare it empirically to three other RSA implementations. We start by giving an overview of the field of cryptography, from its primitives to the composite constructs used in the field. Then, the paper presents a basic version of the RSA algorithm. With this information in mind, we discuss several problems with this basic conception of RSA, including its speed and some potential attacks that have been attempted. Then, we discuss possible improvements that can make RSA runs faster and more secure. On the …

Decoding Cyclic Codes Via Gröbner Bases, Eduardo Sosa

Honors Theses

In this paper, we analyze the decoding of cyclic codes. First, we introduce linear and cyclic codes, standard decoding processes, and some standard theorems in coding theory. Then, we will introduce Gr¨obner Bases, and describe their connection to the decoding of cyclic codes. Finally, we go in-depth into how we decode cyclic codes using the key equation, and how a breakthrough by A. Brinton Cooper on decoding BCH codes using Gr¨obner Bases gave rise to the search for a polynomial-time algorithm that could someday decode any cyclic code. We discuss the different approaches taken toward developing such an algorithm and …

Representation Theory And Its Applications In Physics, Jakub Bystrický

Honors Theses

Representation theory is a branch of mathematics that allows us to represent elements of a group as elements of a general linear group of a chosen vector space by means of a homomorphism. The group elements are mapped to linear operators and we can study the group using linear algebra. This ability is especially useful in physics where much of the theories are captured by linear algebra structures. This thesis reviews key concepts in representation theory of both finite and infinite groups. In the case of finite groups we discuss equivalence, orthogonality, characters, and group algebras. We discuss the importance …

Informative G-Prior For Linear Models, Yu-Fang Chien

Graduate Research Theses & Dissertations

Zellner's objective g-prior has been widely used in linear regression models due to its simple interpretation and computational tractability in evaluating marginal likelihoods. However, the g-prior further allows portioning the prior variability explained by the linear predictor versus that of pure noise. Here, a novel, yet remarkably simple g-prior speci_cation is proposed when a subject-matter expert has information on the marginal distribution of the response yi. The approach is extended for use in mixed models with some surprising, but intuitive results. Also, this formulation of g-prior is compared with other approaches via simulation studies.

Dynamic Nonlinear Gaussian Model For Inferring A Graph Structure On Time Series, Abhinuv Uppal

CMC Senior Theses

In many applications of graph analytics, the optimal graph construction is not always straightforward. I propose a novel algorithm to dynamically infer a graph structure on multiple time series by first imposing a state evolution equation on the graph and deriving the necessary equations to convert it into a maximum likelihood optimization problem. The state evolution equation guarantees that edge weights contain predictive power by construction. After running experiments on simulated data, it appears the required optimization is likely non-convex and does not generally produce results significantly better than randomly tweaking parameters, so it is not feasible to use in …

Analyzing Marriage Statistics As Recorded In The Journal Of The American Statistical Association From 1889 To 2012, Annalee Soohoo

CMC Senior Theses

The United States has been tracking American marriage statistics since its founding. According to the United States Census Bureau, “marital status and marital history data help federal agencies understand marriage trends, forecast future needs of programs that have spousal benefits, and measure the effects of policies and programs that focus on the well-being of families, including tax policies and financial assistance programs.”[1] With such a wide scope of applications, it is understandable why marriage statistics are so highly studied and well-documented.

This thesis will analyze American marriage patterns over the past 100 years as documented in the Journal of …

Containing Compounding Container Congestion, Curtis Salinger

CMC Senior Theses

The Covid-19 pandemic caused major disruptions throughout the container shipping supply chain. Professor Dongping Song of Liverpool University wrote a paper discussing the logistical vulnerabilities in the supply chain, including the issue of congestion in ports. This paper examines the Port of Los Angeles from 2018-2021 as it relates to Song’s paper to see how its operations were impacted during the Covid-19 timeframe. It is found that labor shortages, chassis shortages, and change in trade behavior each contributed to the congestion. Unfortunately, the implemented policies were insufficient to bolster the port against sustained challenges and congestion continues to worsen.

Optimizing Pension Outcomes Using Target Volatility Investment Concept, Zefeng Bai

2022

The target volatility strategy is a very popular investment concept in financial marketplace. For my dissertation, I focus on studying the target volatility investment concept in application to pension accumulation as well as decumulation stages. Additionally, I extend a basic target volatility strategy by introducing trading boundaries to its asset allocation mechanism. My dissertation study follows a three-paper format.

In paper one, we propose a new pension strategy that aims at improving the protection of a long-term pension plan in volatile market conditions. Over a hypothetical twenty-year pension scheme, we show that our newly proposed strategy, which attaches a target …

Efficient Numerical Optimization For Parallel Dynamic Optimal Power Flow Simulation Using Network Geometry, Rylee Sundermann

Electronic Theses and Dissertations

In this work, we present a parallel method for accelerating the multi-period dynamic optimal power flow (DOPF). Our approach involves a distributed-memory parallelization of DOPF time-steps, use of a newly developed parallel primal-dual interior point method, and an iterative Krylov subspace linear solver with a block-Jacobi preconditioning scheme. The parallel primal-dual interior point method has been implemented and distributed in the open-source PETSc library and is currently available. We present the formulation of the DOPF problem, the developed primal dual interior point method solver, the parallel implementation, and results on various multi-core machines. We demonstrate the effectiveness our proposed block-Jacobi …

Correlation Does Not Imply Correlation: A Thesis On Causal Influence And Simpson’S Paradox, Emily Naitoh

Scripps Senior Theses

In our data-driven world, it has become commonplace to attempt to find
causal relationships. One of the themes of this thesis is to show methods of
determining causation. The second theme follows a saying in mathematics,
"correlation does not imply causation". We will also discuss situations where
correlation does not even imply correlation itself. These cases are described
by Simpson’s paradox in an exploration of different areas of mathematics
and computer coding.

Examining Bias Against Women In Professional Settings Through Bifurcation Theory, Lauren Cashdan

CMC Senior Theses

When it comes to women in professional hierarchies, it is important to recognize the lack of representation at the higher levels. By modeling these situations we hope to draw attention to the issues currently plaguing professional atmospheres. In a paper by Clifton et. al. (2019), they model the fraction of women at any level in a professional hierarchy using the parameters of hiring gender bias and internal homophily on behalf of the applicant. This thesis will focus on a key theory in Clifton et. al.’s analysis and explain its role in the model, specifically bifrucation analysis. In order to analyze …

Data Driven Bayesian Network To Predict Critical Alarm, Joseph Mietkiewicz, Anders Madsen

Articles

Modern industrial plants rely on alarm systems to ensure their safe and effective functioning. Alarms give the operator knowledge about the current state of the industrial plants. Trip alarms indicating a trip event indicate the shutdown of systems. Trip events in power plants can be costly and critical for the running of the operation.This paper demonstrates how trips events based on an alarm log from an offshore gas production can be reliably predicted using a Bayesian network. If a trip event is reliably predicted and the main cause of it is identified, it will allow the operator to prevent it. …

Colonial Markets, Consumers, And Trade: A Comparative Analysis Of Historic Ceramics From The Bluefields Bay Area, Westmoreland, Jamaica, Lacy Risner

Murray State Theses and Dissertations

The ceramic assemblages from a British colonial settlement in Bluefields Bay, Jamaica, provide a unique window into the market availability, exchange routes, and consumption patterns of the eighteenth century. This study compares the historic ceramics collected from two sites in Bluefields Bay to one another and to other intra-island (Jamaica), intraregional (Lesser Antilles), and international (North America) colonial and postcolonial sites to reveal patterns of individual and global ceramic consumption and distribution in the emergent capitalist networks and markets of the colonial era. Integrating small British colonial sites into the networks of other more extensive studies focusing primarily on plantations …

Structure-Dependent Characterizations Of Multistationarity In Mass-Action Reaction Networks, Galyna Voitiuk

Graduate Theses, Dissertations, and Problem Reports (ETD)

This project explores a topic in Chemical Reaction Network Theory. We analyze networks with one dimensional stoichiometric subspace using mass-action kinetics. For these types of networks, we study how the capacity for multiple positive equilibria and multiple positive nondegenerate equilibria can be determined using Euclidian embedded graphs. Our work adds to the catalog of the class of reaction networks with one-dimensional stoichiometric subspace answering in the affirmative a conjecture posed by Joshi and Shiu: Conjecture 0.1 (Question 6.1 [26]). A reaction network with one-dimensional stoichiometric subspace and more than one source complex has the capacity for multistationarity if and only …

Covid-19 Collaborative Modelling For Policy Response In The Philippines, Malaysia And Vietnam, Angus Hughes, Romain Ragonnet, Pavithra Jayasundara, Hoang-Anh Ngo, Elvira P. De Lara-Tuprio, Ma. Regina Justina Estuar, Timothy Robin Y. Teng, Law Kian Boon, Kalaiarasu M. Peariasamy, Zhuo-Lin Chong, Izzuna Mudla M. Ghazali, Greg J. Fox, Thu-Anh Nguyen, Linh-Vi Le, Milinda Abayawardana B. Eng, David Shipman, Emma S. Mcbryde, Michael T. Meehan, Jamie M. Caldwell, James M. Trauer

Mathematics Faculty Publications

Mathematical models that capture COVID-19 dynamics have supported public health responses and policy development since the beginning of the pandemic, yet there is limited discourse to describe features of an optimal modelling platform to support policy decisions or how modellers and policy makers have engaged with each other. Here, we outline how we used a modelling software platform to support public health decision making for the COVID-19 response in the Western Pacific Region (WPR) countries of the Philippines, Malaysia and Viet Nam. This perspective describes an approach to support evidence-based public health decisions and policy, which may help inform other …

Online Algorithms With Advice For The 𝒌-Search Problem, Jhoirene B. Clemente, Henry N. Adorna, Proceso L. Fernandez Jr

Department of Information Systems & Computer Science Faculty Publications

In the online search problem, a seller seeks to find the maximum price from a sequence of prices p1, p2,…, pn that is revealed in a piece-wise manner. The bound for all prices is well known in advance with m ≤ pί ≤ M. In the online k-search problem, the seller seeks to find the k maximum out of the n prices. In this paper, we present a tight bound of [Formula Presented] on the advice complexity of optimal online algorithms for online k-search. We also provide online algorithms with advice that use less than the required number of bits …

New Techniques In Celestial Mechanics, Ali Abdulrasool Abdulhussein

Graduate Theses, Dissertations, and Problem Reports (ETD)

It is shown that for the classical system of the N body problem ( Newtonian Motion), if the motion of the N particles starts from a planar initial motion at t=t_{0}, then the motion of the N particles continues to be planar for every t\in[t_{0},t_{1}], assuming that no collisions occur between the N particles. Same argument is shown about the linear motion, namely, for the classical system of the N body problem, if the motion of the N particles starts from a linear initial motion at t=t_{0}, then the motion of the N particles continues to be linear for every …

Inverse Boundary Value Problems For Polyharmonic Operators With Non-Smooth Coefficients, Landon Gauthier

Theses and Dissertations--Mathematics

We consider inverse boundary problems for polyharmonic operators and in particular, the problem of recovering the coefficients of terms up to order one. The main interest of our result is that it further relaxes the regularity required to establish uniqueness. The proof relies on an averaging technique introduced by Haberman and Tataru for the study of an inverse boundary value problem for a second order operator.

An Integrated Computational Pipeline To Construct Patient-Specific Cancer Models, Daniel Plaugher

Theses and Dissertations--Mathematics

Precision oncology largely involves tumor genomics to guide therapy protocols. Yet, it is well known that many commonly mutated genes cannot be easily targeted. Even when genes can be targeted, resistance to therapy is quite common. A rising field with promising results is that of mathematical biology, where in silico models are often used for the discovery of general principles and novel hypotheses that can guide the development of new treatments. A major goal is that eventually in silico models will accurately predict clinically relevant endpoints and find optimal control interventions to stop (or reverse) disease progression. Thus, it is …

Determining Power System Fault Location Using Neural Network Approach, Edward O. Ojini

Theses and Dissertations--Electrical and Computer Engineering

Fault location remains an extremely pivotal feature of the electric power grid as it ensures efficient operation of the grid and prevents large downtimes during fault occurrences. This will ultimately enhance and increase the reliability of the system. Since the invention of the electric grid, many approaches to fault location have been studied and documented. These approaches are still effective and are implemented in present times, and as the power grid becomes even more broadened with new forms of energy generation, transmission, and distribution technologies, continued study on these methods is necessary. This thesis will focus on adopting the artificial …

Estimating The Statistics Of Operational Loss Through The Analyzation Of A Time Series, Maurice L. Brown

Theses and Dissertations

In the world of finance, appropriately understanding risk is key to success or failure because it is a fundamental driver for institutional behavior. Here we focus on risk as it relates to the operations of financial institutions, namely operational risk. Quantifying operational risk begins with data in the form of a time series of realized losses, which can occur for a number of reasons, can vary over different time intervals, and can pose a challenge that is exacerbated by having to account for both frequency and severity of losses. We introduce a stochastic point process model for the frequency distribution …

Computational Framework Of Magnetized Mgo–Ni/Water-Based Stagnation Nanoflow Past An Elastic Stretching Surface: Application In Solar Energy Coatings, M, M. Bhatti, O. A. Bég, Sara Abdelsalam

Basic Science Engineering

In this article, motivated by novel nanofluid solar energy coating systems, a mathematical model of hybrid magnesium oxide (MgO) and nickel (Ni) nanofluid magnetohydrodynamic (MHD) stagnation point flow impinging on a porous elastic stretching surface in a porous medium is developed. The hybrid nanofluid is electrically conducted, and a magnetic Reynolds number is sufficiently large enough to invoke an induced magnetic field. A Darcy model is adopted for the isotropic, homogenous porous medium. The boundary conditions account for the impacts of the velocity slip and thermal slip. Heat generation (source)/absorption (sink) and also viscous dissipation effects are included. The mathematical …

Towards Simulation Of Complex Ocean Flows: Analysis And Algorithm For Computation Of Coupled Partial Differential Equations, Wenbin Dong

Dissertations and Theses

The hybrid CFD models which usually consist of 2 sub-models, develop our capability to simulate many emerging problems with multiphysics and multiscale flows, especially for the coastal ocean flows interacted with local phenomena of interest. For most cases, the sub-models are connected with direct interpolation which is easy and workable. It becomes urgently needed to investigate the inner mechanism of such model integration as this simple method does not work well if the two sub-models are different in governing equations, numerical methods, and computational grids. Also, it can not treat complex flow structures as well as the balance in mass …