Applied Mathematics Commons^™

Tropical Algebra, Graph Theory, & Foreign Exchange Arbitrage, Bradley A. Mason

Senior Honors Projects, 2010-2019

We answer the question, given n currencies and k trades, how can a maximal arbitrage opportunity be found and what is its value? To answer this question, we use techniques from graph theory and employ a max-plus algebra (commonly known as tropical algebra). Further, we show how the tropical eigenvalue of a foreign exchange rate matrix relates to arbitrage among the currencies and can be found algorithmically. We finish by employing time series techniques to study the stability of maximal, high-currency arbitrage opportunities.

Comparison Of The Regulatory Dynamics Of Related Small Gene Regulatory Networks That Control The Response To Cold Shock In Saccharomyces Cerevisiae, Natalie Williams

Honors Thesis

The Dahlquist Lab investigates the global, transcriptional response of Sacchromyces cerevisiae, baker’s yeast, to the environmental stress of cold shock, using DNA microarrays for the wild type strain and strains deleted for a particular regulatory transcription factor. Gene regulatory networks (GRNs) consist of transcription factors (TF), genes, and the regulatory connections between them that control the resulting mRNA and protein expression levels. We use mathematical modeling to determine the dynamics of the GRN controlling the cold shock response to determine the relative influence of each transcription factor in the network. A family of GRNs has been derived from the …

Electrodynamical Modeling For Light Transport Simulation, Michael G. Saunders

Undergraduate Honors Theses

Modernity in the computer graphics community is characterized by a burgeoning interest in physically based rendering techniques. That is to say that mathematical reasoning from first principles is widely preferred to ad hoc, approximate reasoning in blind pursuit of photorealism. Thereby, the purpose of our research is to investigate the efficacy of explicit electrodynamical modeling by means of the generalized Jones vector given by Azzam [1] and the generalized Jones matrix given by Ortega-Quijano & Arce-Diego [2] in the context of stochastic light transport simulation for computer graphics. To augment the status quo path tracing framework with such a modeling …

Detecting Finite Flat Dimension Of Modules Via Iterates Of The Frobenius Endomorphism, Douglas J. Dailey, Srikanth B. Iyengar, Thomas Marley

Department of Mathematics: Faculty Publications

It is proved that a module M over a Noetherian ring R of positive characteristic p has finite flat dimension if there exists an integer t > 0 such that Tor R (M, fe R) = 0 for t < i< t + dim R and infinitely many e. This extends results of Herzog, who proved it when M is finitely generated. It is also proved that when R is a Cohen-Macaulay local ring, it suffices that the Tor vanishing holds for one e > logp e(R) is the multiplicity of R.

3-Manifold Perspective On Surface Homeomorphisms For Surfaces With Very Negative Euler Characteristic, Michael Harris

Graduate Theses and Dissertations

The goal of this paper is to show for a compact triangulated 3-manifold M with boundary which fibers over the circle that whenever F is a fiber with sufficiently negative Euler characteristic the monodromymaps an essential simple closed curve or an essential simple arc in F to be disjoint from its image (possibly after isotopy). This is shown by applying the theorem of Ichihara, Kobayashi, and Rieck in [10] to the double of M to get a pair of pants. We then find an equivariant pair of pants and use it to find an essential simple closed curve or an …

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 …

Shortest Path Problem On Single Valued Neutrosophic Graphs, Florentin Smarandache, Said Broumi, Mohamed Talea, Assia Bakali, Kishore Kumar

Branch Mathematics and Statistics Faculty and Staff Publications

A single valued neutrosophic graph is a generalized structure of fuzzy graph, intuitionistic fuzzy graph that gives more precision, flexibility and compatibility to a system when compared with systems that are designed using fuzzy graphs and intuitionistic fuzzy graphs. This paper addresses for the first time, the shortest path in an acyclic neutrosophic directed graph using ranking function. Here each edge length is assigned to single valued neutrosophic numbers instead of a real number. The neutrosophic number is able to represent the indeterminacy in the edge (arc) costs of neutrosophic graph. A proposed algorithm gives the shortest path and shortest …

Mathematical Modeling Of Financial Derivative Pricing, Kelly L. Cosgrove

Honors Scholar Theses

The binomial asset-pricing model is used to price financial derivative securities. This text will begin by going over the probability concepts necessary to understand this discrete-time model. It then develops the theory behind the binomial model and different properties that arise. It shows how to use the binomial model to predict future stock prices, and then uses this information to price derivative securities. It initially focuses on the European call option, but goes on to provide a pricing method for the American put option. However, many of the theorems developed are applicable to all derivative securities. The text wraps up …

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 …

Inventory Optimization Using A Simpy Simulation Model, Lauren Holden

Electronic Theses and Dissertations

Existing multi-echelon inventory optimization models and formulas were studied to get an understanding of how safety stock levels are determined. Because of the restrictive distribution assumptions of the existing safety stock formula, which are not necessarily realistic in practice, a method to analyze the performance of this formula in a more realistic setting was desired. A SimPy simulation model was designed and implemented for a simple two-stage supply chain as a way to test the performance of the safety stock formula. This implementation produced results which led to the conclusion that the safety stock formula tends to underestimate the level …

Quantifying The Structure Of Misfolded Proteins Using Graph Theory, Walter G. Witt

Electronic Theses and Dissertations

The structure of a protein molecule is highly correlated to its function. Some diseases such as cystic fibrosis are the result of a change in the structure of a protein so that this change interferes or inhibits its function. Often these changes in structure are caused by a misfolding of the protein molecule. To assist computational biologists, there is a database of proteins together with their misfolded versions, called decoys, that can be used to test the accuracy of protein structure prediction algorithms. In our work we use a nested graph model to quantify a selected set of proteins that …

Differentiating Between A Protein And Its Decoy Using Nested Graph Models And Weighted Graph Theoretical Invariants, Hannah E. Green

Electronic Theses and Dissertations

To determine the function of a protein, we must know its 3-dimensional structure, which can be difficult to ascertain. Currently, predictive models are used to determine the structure of a protein from its sequence, but these models do not always predict the correct structure. To this end we use a nested graph model along with weighted invariants to minimize the errors and improve the accuracy of a predictive model to determine if we have the correct structure for a protein.

Application Of Symplectic Integration On A Dynamical System, William Frazier

Electronic Theses and Dissertations

Molecular Dynamics (MD) is the numerical simulation of a large system of interacting molecules, and one of the key components of a MD simulation is the numerical estimation of the solutions to a system of nonlinear differential equations. Such systems are very sensitive to discretization and round-off error, and correspondingly, standard techniques such as Runge-Kutta methods can lead to poor results. However, MD systems are conservative, which means that we can use Hamiltonian mechanics and symplectic transformations (also known as canonical transformations) in analyzing and approximating solutions. This is standard in MD applications, leading to numerical techniques known as symplectic …

A Stochastic Model For Water-Vegetation Systems And The Effect Of Decreasing Precipitation On Semi-Arid Environments, Shannon A. Dixon

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Current climate change trends are affecting the magnitude and recurrence of extreme weather events. In particular, several semi-arid regions around the planet are confronting more intense and prolonged lack of precipitation, slowly transforming these regions into deserts. Many mathematical models have been developed for purposes of analyzing vegetation-water interactions, particularly in semi-arid landscapes. Most models are based on the average behavior of the system as a whole, and how it is influenced by external changes. These models may be termed "macro-scale" models. Other models have concerned themselves with the interactions between individuals, in this case the interactions between individual plants …

Initial{Boundary And Nonlocal Boundary Value Problems For Higher Order Nonlinear Hyperbolic Equations With Two Independent Variables, Raja Ben-Rabha

Theses and Dissertations

Boundary value problems in a characteristic rectangle for nonlinear hyperbolic equations of higher order are considered. The concept of strong well–posedness of a boundary value problem is introduced. For initial–boundary value problems there are established: (i) Necessary and sufficient conditions of strong well–posedness; (ii) Unimprovable sufficient conditions of local and global solvability; (iii) Effective sufficient conditions of solvability of two–point, multi–point, periodic and Dirichlet type problems; (iv) Sharp a priori estimates of solutions of ill–posed initial–boundary value problems; (v) Unimprovable conditions guaranteeing unique solvability of ill–posed initial–boundary value problems. For nonlocal boundary value problems there are established: (i) Necessary and …

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 …

Optimal Experimental Design To Characterize A Wave Source Using Dosimeter Measurements, Renee L. Gooding

Mathematics & Statistics ETDs

When modeling physical phenomena we want to solve the inverse problem by estimating the parameters that characterize the source model that we are interested in. In this thesis, we focus on the optimal placement of a finite number of individual sensors, called dosimeters, in two and three dimensions with a time dependent Gaussian wave source. Using a computational model along with experimental data, we design an iterative process to determine the optimal placement of an additional sensor such that the noise in the measurements has a minimal effect on the parameter estimation. First, we estimate the parameters that characterize the …

Deterministic And Probabilistic Methods For Seismic Source Inversion, Juan Pablo Madrigal Cianci

Mathematics & Statistics ETDs

The national Earthquake Information Center (NEIC) reports an occurrence of about 13,000 earthquakes every year, spanning different values on the Richter scale from very mild (2) to "giant earthquakes'' (8 and above). Being able to study these earthquakes provides useful information for a wide range of applications in geophysics. In the present work we study the characteristics of an earthquake by performing seismic source inversion; a mathematical problem that, given some recorded data, produces a set of parameters that when used as input in a mathematical model for the earthquake generates synthetic data that closely resembles the measured data. There …

Cancer Modeling: From Optimal Cell Renewal To Immunotherapy, Cesar L. Alvarado

Mathematics & Statistics ETDs

Cancer is a disease caused by mutations in normal cells. According to the National Cancer Institute, in 2016, an estimated 1.6 million people were diagnosed and approximately 0.5 million people died from the disease in the United States. There are many factors that shape cancer at the cellular and organismal level, including genetic, immunological, and environmental components. In this thesis, we show how mathematical modeling can be used to provide insight into some of the key mechanisms underlying cancer dynamics. First, we use mathematical modeling to investigate optimal homeostatic cell renewal in tissues such as the small intestine with an …

Time Lags Associated With Effects Of Oceanic Conditions On Seabird Breeding In The Salish Sea Region Of The Northern California Current System, Rashida S. Smith, Lynelle M. Weldon, James L. Hayward, Shandelle M. Henson

Faculty Publications

No abstract provided.

Correspondence Between Multiwavelet Shrinkage/Multiple Wavelet Frame Shrinkage And Nonlinear Diffusion, Hanan Ali Alkhidhr

Dissertations

There are numerous methodologies for signal and image denoising. Wavelet, wavelet frame shrinkage, and nonlinear diffusion are effective ways for signal and image denoising. Also, multiwavelet transforms and multiple wavelet frame transforms have been used for signal and image denoising. Multiwavelets have important property that they can possess the orthogonality, short support, good performance at the boundaries, and symmetry simultaneously. The advantage of multiwavelet transform for signal and image denoising was illustrated by Bui et al. in 1998. They showed that the evaluation of thresholding on a multiwavelet basis has produced good results. Further, Strela et al. have showed that …

Modeling Trait Evolutionary Processes With More Than One Gene, Huan Jiang

Mathematics & Statistics ETDs

Phylogenetic comparative methods have been used to test evolutionary signals through trait evolutionary processes. Traditionally, biologists use one phylogenetic tree as a tool to handle dependent data for the traits of interest and hence utilize one gene only. However, it is more informative if the evolutionary processes of a trait are presented by phylogenetic trees reconstructed by the DNA alignments from more than one gene. In this work, we explain and develop two methods involving modeling the trait evolutionary processes: (a) two gene trees via the Brownian motion (BM) model; and (b) two gene trees via the Ornstein-Uhlenbeck (OU) model. …

The Mathematical Theory Of Deformation Arrest In Large-Strain Dynamic Plasticity, Brendan A. Kullback

Mechanical Engineering ETDs

Ductile structural components subjected to explosive loadings exhibit a large range of behaviors. The response of beams, walls, and blast doors is estimated using two methods. The engineering level approaches are highly simplified and neglect much of the relevant physics while the use of finite element or shock-code simulation is expensive and not suited to rapid problem solving and parameter studies. In this dissertation, a medium fidelity reduced order modeling approach has been derived to capture the most relevant physics governing rupture of ductile bodies dynamically deforming in tension.

Solution of the inertially stretching jet is used to reveal the …

Shear Driven Micro-Fluidic Pump For Cardiovascular Applications, Nihad E. Daidzic

Aviation Department Publications

A valveless shear-driven micro-fluidic pump design (SDMFP) for hemodynamic applications is presented in this work. One of the possible medical and biomedical applications is in-vivo hemodynamic (human blood circulation) support/assist. One or more SDMFPs can be inserted/implanted into vascular lumens in a form of a stent/duct in series and/or in parallel (bypass duct) to support blood circulation in-vivo. A comprehensive review of various micro-pump designs up to about mid 2000’s is given in [1,2]. Many of micropump designs considered are not suitable for in-vivo or even in-vitro medical/biomedical applications.

Operating principles, design, and SDMFP features are given in [3]. A …

Semantic Description Of Activities In Videos, Fillipe Dias Moreira De Souza

USF Tampa Graduate Theses and Dissertations

Description of human activities in videos results not only in detection of actions and objects but also in identification of their active semantic relationships in the scene. Towards this broader goal, we present a combinatorial approach that assumes availability of algorithms for detecting and labeling objects and actions, albeit with some errors. Given these uncertain labels and detected objects, we link them into interpretative structures using domain knowledge encoded with concepts of Grenander’s general pattern theory. Here a semantic video description is built using basic units, termed generators, that represent labels of objects or actions. These generators have multiple out-bonds, …

Six Septembers: Mathematics For The Humanist, Patrick Juola, Stephen Ramsay

Zea E-Books Collection

Scholars of all stripes are turning their attention to materials that represent enormous opportunities for the future of humanistic inquiry. The purpose of this book is to impart the concepts that underlie the mathematics they are likely to encounter and to unfold the notation in a way that removes that particular barrier completely. This book is a primer for developing the skills to enable humanist scholars to address complicated technical material with confidence. This book, to put it plainly, is concerned with the things that the author of a technical article knows, but isn’t saying. Like any field, mathematics operates …

Rainbow Perfect Matchings And Hamilton Cycles In The Random Geometric Graph, Deepak C. Bal, Patrick Bennett, Xavier Pérez‐Giménez, Paweł Prałat

Department of Mathematics Faculty Scholarship and Creative Works

Given a graph on n vertices and an assignment of colours to the edges, a rainbow Hamilton cycle is a cycle of length n visiting each vertex once and with pairwise different colours on the edges. Similarly (for even n) a rainbow perfect matching is a collection of independent edges with pairwise different colours. In this note we show that if we randomly colour the edges of a random geometric graph with sufficiently many colours, then a.a.s. the graph contains a rainbow perfect matching (rainbow Hamilton cycle) if and only if the minimum degree is at least 1 (respectively, …

Superconvergence Of A Modified Weak Galerkin Approximation For Second Order Elliptic Problems By L^2 Projection Method, Betul Bogrek

Theses and Dissertations

In this dissertation, the general superconvergence result of a modified weak Galerkin finite element approximation for the second order elliptic problem by using L^2 projection method is introduced. The novel weak Galerkin finite element method, which was first proposed and analyzed by Wang J. and Ye X., uses the appropriately defined weak functions and discrete weak gradients on arbitrary shapes for higher order polynomial functions. The modified weak Galerkin finite element method was introduced by Wang X. & et al. It reduces the number of unknowns by modifying weak functions from the weak Galerkin finite element method. The superconvergence for …

Dynamics Of Multicultural Social Networks, Kristina B. Hilton

USF Tampa Graduate Theses and Dissertations

Historically human endeavors around the globe are in search of bilateral relationships. Knowledge and commerce has played a very significant role in increasing the ability for humans to connect for the betterment of the human species. As the means of communication improve, mutual benefits to the community as a whole also increase. Moreover, the benefits are filtered down to members of the overall community. Recent advancement in electronic communication technologies and in knowledge, in particular, physical, chemical, engineering and medical sciences and philosophies, have facilitated nearly instantaneous multi-cultural interactions. Local problems and solutions have become global. This has generated a …