Applied Mathematics Commons^™

Development And Validation Of Reentry Simulation Using Matlab, Robert E. Jameson Jr.

Theses and Dissertations

This research effort develops a program using MATLAB to solve the equations of motion for atmospheric reentry and analyzes the validity of the program for use as a tool to expeditiously predict reentry profiles. The reentry vehicle is modeled as a point mass with constant aerodynamic properties as defined by the user. The equations of motion for reentry are based on the two-body problem. The atmosphere is modeled as a single layer exponentially decreasing in density. The MATLAB program has the ability to derive the initial trajectory conditions from the position and velocity relative to the rotating surface of the …

Interval - Mtype Oscillation Criteria For Half - Linear Pde With Damping, Robert Marik

Applications and Applied Mathematics: An International Journal (AAM)

Using the Riccati substitution we derive new sufficient conditions which ensure that the half-linear partial differential equation with p-Laplacian and damping in the form of Equation (E) in the paper is oscillatory. These criteria, called interval criteria in theory of ODE's, allow to eliminate “bad parts” of the potential function c(x) from our considerations. Some of the results are new even in the case when (E) becomes linear ordinary differential equation.

A Discrete Time Counterpart Of The Black-Scholes Bond Replication Portfolio, Andrzej Korzeniowski

Applications and Applied Mathematics: An International Journal (AAM)

We construct a discrete time self-financing portfolio comprised of call options short and stock shares long which is riskless and grows at a fixed rate of return. It is also shown that when shorting periods tend to zero then so devised portfolio turns into the Black-Scholes bond replication. Unlike in standard approach the analysis presented here requires neither Ito Calculus nor solving the Heat Equation for option pricing.

Analysis Of An Sirs Age-Structured Epidemic Model With Vaccination And Vertical Transmission Of Disease, Mohammed El-Doma

Applications and Applied Mathematics: An International Journal (AAM)

An SIRS age-structured epidemic model for a vertically as well as horizontally transmitted disease under vaccination is investigated when the fertility, mortality and removal rates depend on age and the force of infection of proportionate mixing assumption type, and vaccination wanes over time. We prove the existence and uniqueness of solution to the model equations, and show that solutions of the model equations depend continuously on the initial age-distributions. Furthermore, we determine the steady states and obtain an explicitly computable threshold condition, in terms of the demographic and epidemiological parameters of the model; we then study the stability of the …

Remarks On The Stability Of Some Size-Structured Population Models I: Changes In Vital Rates Due To Population Only, Mohammed El-Doma

Applications and Applied Mathematics: An International Journal (AAM)

We consider a size-structured population model that has been studied in Calsina et al. (2003). We propose a different approach that provides direct stability results, and we correct a stability result given therein. In addition, we obtain global stability results that have not been given in Calsina et al. (2003).

Posterior Simulation In The Generalized Linear Model With Semiparmetric Random Effects, Subharup Guha

Harvard University Biostatistics Working Paper Series

Generalized linear mixed models with semiparametric random effects are useful in a wide variety of Bayesian applications. When the random effects arise from a mixture of Dirichlet process (MDP) model, normal base measures and Gibbs sampling procedures based on the Pólya urn scheme are often used to simulate posterior draws. These algorithms are applicable in the conjugate case when (for a normal base measure) the likelihood is normal. In the non-conjugate case, the algorithms proposed by MacEachern and Müller (1998) and Neal (2000) are often applied to generate posterior samples. Some common problems associated with simulation algorithms for non-conjugate MDP …

Variational Analysis In Nonsmooth Optimization And Discrete Optimal Control, Boris S. Mordukhovich

Mathematics Research Reports

The paper is devoted to applications of modern methods of variational· analysis to constrained optimization and control problems generally formulated in infinite-dimensional spaces. The main attention is paid to the study of problems with nonsmooth structures, which require the usage of advanced tools of generalized differentiation. In this way we derive new necessary optimality conditions in optimization problems with functional and. operator constraints and then apply them to optimal control problems governed by discrete-time inclusions in infinite dimensions. The principal difference between finite-dimensional and infinite-dimensional frameworks of optimization and control consists of the "lack of compactness" in infinite dimensions, which …

On 4-Regular Planar Hamiltonian Graphs, David High

Masters Theses & Specialist Projects

In order to research knots with large crossing numbers, one would like to be able to select a random knot from the set of all knots with n crossings with as close to uniform probability as possible. The underlying graph of a knot diagram can be viewed as a 4-regular planar graph. The existence of a Hamiltonian cycle in such a graph is necessary in order to use the graph to compute an upper bound on rope length for a given knot. The algorithm to generate such graphs is discussed and an exact count of the number of graphs is …

Dynamics Of A Two Serotype Disease With Antibody Dependent Enhancement, Amy Fiorillo

Theses, Dissertations and Culminating Projects

The dengue virus is a serious infectious disease that can be found in many regions of Southeast Asia. There exist four serotypes of the virus. Recovery from one serotype produces a natural immunity from that serotype. However, it also creates complexes with a second infection and will increase viral production. This process is know as antibody dependent enhancement (ADE). As a result, it is very difficult to vaccinate against the disease. An optimal vaccination would have to cover all four serotypes at once. To understand the dynamics of the disease, we will study a mathematical model for two coexisting serotypes …

Traveling Wavetrains In The Complex Cubic-Quintic Ginzburg-Laundau Equation, S.C. Mancas, S. Roy Choudhury

Publications

In this paper we use a traveling wave reduction or a so–called spatial approximation to comprehensively investigate the periodic solutions of the complex cubic–quintic Ginzburg–Landau equation. The primary tools used here are Hopf bifurcation theory and perturbation theory. Explicit results are obtained for the post–bifurcation periodic orbits and their stability. Generalized and degenerate Hopf bifurcations are also briefly considered to track the emergence of global structure such as homoclinic orbits.

A Remark On Conservative Diffeomorphisms, Jairo Bochi, Bassam R. Fayad, Enrique Pujals

Publications and Research

Abstract:

We show that a stably ergodic diffeomorphism can be C¹ approximated by a diffeomorphism having stably non-zero Lyapunov exponents.

Résumé:

On montre qu'un difféomorphisme stablement ergodique peut être C¹ approché par un difféomorphisme ayant des exposants de Lyapunov stablement non-nuls.

Variational Analysis Of Evolution Inclusions, Boris S. Mordukhovich

Mathematics Research Reports

The paper is devoted to optimization problems of the Bolza and Mayer types for evolution systems governed by nonconvex Lipschitzian differential inclusions in Banach spaces under endpoint constraints described by finitely many equalities and inequalities. with generally nonsmooth functions. We develop a variational analysis of such roblems mainly based on their discrete approximations and the usage of advanced tools of generalized differentiation satisfying comprehensive calculus rules in the framework of Asplund (and hence any reflexive Banach) spaces. In this way we establish extended results on stability of discrete approximations (with the strong W^1,2-convergence of optimal solutions under consistent perturbations of …

Wavelet Deconvolution In A Periodic Setting Using Cross-Validation, Leming Qu, Partha S. Routh, Kyungduk Ko

Mathematics Faculty Publications and Presentations

The wavelet deconvolution method WaveD using band-limited wavelets offers both theoretical and computational advantages over traditional compactly supported wavelets. The translation-invariant WaveD with a fast algorithm improves further. The twofold cross-validation method for choosing the threshold parameter and the finest resolution level in WaveD is introduced. The algorithm’s performance is compared with the fixed constant tuning and the default tuning in WaveD.

A Numerical Method For Obtaining An Optimal Temperature Distribution In A Three-Dimensional Triple-Layered Skin Structure Embedded With Multi-Level Blood Vessels, Xingui Tang

Doctoral Dissertations

The research related to hyperthermia has stimulated a lot of interest in recent years because of its application in cancer treatment. When heating the tumor tissue, the crucial problem is keeping the temperature of the surrounding normal tissue below a certain threshold in order to avoid the damage to the normal tissue. Hence, it is important to obtain the temperature field of the entire region during the treatment. The objective of this dissertation is to develop a numerical method for obtaining an optimal temperature distribution in a 3D triple-layered skin structure embedded with multi-level blood vessels where the surface of …

Getting More Out Of Two Asset Portfolios, Tom Arnold, Terry D. Nixon

Finance Faculty Publications

Two-asset portfolio mathematics is a fixture in many introductory finance and investment courses. However, the actual development of the efficient frontier and capital market line are generally left to a heuristic discussion with diagrams. In this article, the mathematics for calculating these attributes of two-asset portfolios are introduced in a framework intended for the undergraduate classroom.

Abstract Second-Order Damped Mckean-Vlasov Stochastic Evolution Equations, N. I. Mahmudov, Mark A. Mckibben

Mathematics Faculty Publications

We establish results concerning the global existence, uniqueness, approximate and exact controllability of mild solutions for a class of abstract second-order stochastic evolution equations in a real separable Hilbert space in which we allow the nonlinearities at a given time t to depend not only on the state of the solution at time t, but also on the corresponding probability distribution at time t. First-order equations of McKean-Vlasov type were first analyzed in the finite dimensional setting when studying diffusion processes, and then subsequently extended to the Hilbert space setting. The current manuscript provides a formulation of such …

An Interactive Relaxation Approach For Anomaly Detection And Preventive Measures In Computer Networks, Garrick A. Bell

Theses and Dissertations

It is proposed to develop a framework of detecting and analyzing small and widespread changes in specific dynamic characteristics of several nodes. The characteristics are locally measured at each node in a large network of computers and analyzed using a computational paradigm known as the Relaxation technique. The goal is to be able to detect the onset of a worm or virus as it originates, spreads-out, attacks and disables the entire network. Currently, selective disabling of one or more features across an entire subnet, e.g. firewalls, provides limited security and keeps us from designing high performance net-centric systems. The most …

Development Of An Unbiased Statistical Method For The Analysis Of Unigenic Evolution, Colleen D. Behrsin, Chris J. Brandl, David W. Litchfield, Brian H. Shilton, Lindi M. Wahl

Biochemistry Publications

Background: Unigenic evolution is a powerful genetic strategy involving random mutagenesis of a single gene product to delineate functionally important domains of a protein. This method involves selection of variants of the protein which retain function, followed by statistical analysis comparing expected and observed mutation frequencies of each residue. Resultant mutability indices for each residue are averaged across a specified window of codons to identify hypomutable regions of the protein. As originally described, the effect of changes to the length of this averaging window was not fully eludicated. In addition, it was unclear when sufficient functional variants had been examined …

Optimization And Equilibrium Problems With Equilibrium Constraints In Infinite-Dimensional Spaces, Boris S. Mordukhovich

Mathematics Research Reports

The paper is devoted to applications of modern variational f).nalysis to the study of constrained optimization and equilibrium problems in infinite-dimensional spaces. We pay a particular attention to the remarkable classes of optimization and equilibrium problems identified as MPECs (mathematical programs with equilibrium constraints) and EPECs (equilibrium problems with equilibrium constraints) treated from the viewpoint of multiobjective optimization. Their underlying feature is that the major constraints are governed by parametric generalized equations/variational conditions in the sense of Robinson. Such problems are intrinsically nonsmooth and can be handled by using an appropriate machinery of generalized differentiation exhibiting a rich/full calculus. The …

Quantitative Object Reconstruction Using Abel Transform Tomography And Mixed Variable Optimization, Kevin R. O'Reilly

Theses and Dissertations

Researchers at the Los Alamos National Laboratory (LANL) are interested in quantitatively reconstructing an object using Abel transform x-ray tomography. Specifically, they obtain a radiograph by x-raying an object and attempt to quantitatively determine the number and types of materials and the thicknesses of each material layer. Their current methodologies either fail to provide a quantitative description of the object or are generally too slow to be useful in practice. As an alternative, the problem is modeled here as a mixed variable programming (MVP) problem, in which some variables are nonnumeric and for which no derivative information is available. The …

Doppler-Only Multistatic Radar, Dustin G. Mixon

Theses and Dissertations

In order to estimate the position and velocity of a target, most multistatic radar systems require multiple independent target measurements, such as angle-of-arrival, time-of-arrival, and Doppler information. Though inexpensive and reliable, Doppler-only systems have not been widely implemented due to the inherent nonlinear problem of determining a target’s position and velocity from their measurements. We solve this problem. In particular, we first establish the lack of observability in the Doppler-only bistatic system, thereby demonstrating the need for multiple transmitters and/or receivers. Next, for a multistatic system with a sufficient number of transmitter-receiver pairs, we invoke classical optimization techniques, such as …

Doppler Aliasing Reduction In Wide-Angle Synthetic Aperture Radar Using Phase Modulated Random Stepped-Frequency Waveforms, Andrew W. Hyatt

Theses and Dissertations

This research effort examines the theory, application and results of side-looking airborne radar operation in hot clutter. Hot clutter is an electronic counter-measure used to degrade the performance of airborne radar. Hot clutter occurs by illuminating the ground with an airborne jammer at some velocity, azimuth, elevation, and range from the airborne radar. When the received RCS scattered hot clutter waveform is perfectly coherent with the radar waveform, the radar believes the returns created by the hot clutter jammer resulted from the transmitting radar. Hot clutter degrades radar performance at locations in azimuth and Doppler. The effect of hot clutter …

Existence Of Explosive Solutions To Non-Monotone Semilinear Elliptic Equations, Zachary H. Proano

Theses and Dissertations

We consider the semilinear elliptic equation Δu = p(x)f(u) on a domain ­ Ω ⊆ Rⁿ, n ≥ 3, where f is a nonnegative function which vanishes at the origin and satisfies g₁ ≤ f ≤ g₂ where g₁; g₂ are nonnegative, nondecreasing functions which also vanish at the origin, and p is a nonnegative continuous function with the property that any zero of p is contained in a bounded domain in ­ such that p is positive on its boundary. For Ω­ bounded, we show that a nonnegative solution u satisfying u(x) …

Bifurcations And Competing Coherent Structures In The Cubic-Quintic Ginzburg-Landau Equation I: Plane Wave (Cw) Solutions, S.C. Mancas, S. Roy Choudhury

Publications

Singularity Theory is used to comprehensively investigate the bifurcations of the steady-states of the traveling wave ODEs of the cubic-quintic Ginzburg-Landau equa- tion (CGLE). These correspond to plane waves of the PDE. In addition to the most general situation, we also derive the degeneracy conditions on the eight coefficients of the CGLE under which the equation for the steady states assumes each of the possible quartic (the quartic fold and an unnamed form), cubic (the pitchfork and the winged cusp), and quadratic (four possible cases) normal forms for singularities of codimension up to three. Since the actual governing equations are …

Numerical Simulation Of Nonlinear Elastic Wave Propagation In Piecewise Homogeneous Media, Arkadi Berezovski, Mihhail Berezovski, Juri Engelbrecht

Publications

Systematic experimental work [S. Zhuang, G. Ravichandran, D. Grady, J. Mech. Phys. Solids 51 (2003) 245–265] on laminated composites subjected to high velocity impact loading exhibits the dispersed wave field and the oscillatory behavior of waves with respect to a mean value. Such a behavior is absent in homogeneous solids. An approximate solution to the plate impact in layered heterogeneous solids has been developed in [X. Chen, N. Chandra, A.M. Rajendran, Int. J. Solids Struct. 41 (2004) 4635–4659]. The influence of the particle velocity on many process characteristics was demonstrated. Based on earlier results [A. Berezovski, J. Engelbrecht, G.A. Maugin, …

An Optimal Brain Can Be Composed Of Conflicting Agents, Adi Livnat, Nicholas Pippenger

All HMC Faculty Publications and Research

Many behaviors have been attributed to internal conflict within the animal and human mind. However, internal conflict has not been reconciled with evolutionary principles, in that it appears maladaptive relative to a seamless decision-making process. We study this problem through a mathematical analysis of decision-making structures. We find that, under natural physiological limitations, an optimal decision-making system can involve “selfish” agents that are in conflict with one another, even though the system is designed for a single purpose. It follows that conflict can emerge within a collective even when natural selection acts on the level of the collective only.

The Motion Of A Thin Liquid Film Driven By Surfactant And Gravity, Michael Shearer, Rachel Levy

All HMC Faculty Publications and Research

We investigate wave solutions of a lubrication model for surfactant-driven flow of a thin liquid film down an inclined plane. We model the flow in one space dimension with a system of nonlinear PDEs of mixed hyperbolic-parabolic type in which the effects of capillarity and surface diffusion are neglected. Numerical solutions reveal distinct patterns of waves that are described analytically by combinations of traveling waves, some with jumps in height and surfactant concentration gradient. The various waves and combinations are strikingly different from what is observed in the case of flow on a horizontal plane. Jump conditions admit new shock …

Estimating Hydrodynamic Quantities In The Presence Of Microscopic Fluctuations, Alejandro Garcia

Faculty Publications

This paper discusses the evaluation of hydrodynamic variables in the presence of spontaneous fluctuations, such as in molecular simulations of fluid flows. The principal point is that hydrodynamic variables such as fluid velocity and temperature must be defined in terms of mechanical variables such as momentum and energy density). Because these relations are nonlinear and because fluctuations of mechanical variables are correlated, care must be taken to avoid introducing a bias when evaluating means, variances, and correlations of hydrodynamic variables. The unbiased estimates are formulated; some alternative, incorrect approaches are presented as cautionary warnings. The expressions are verified by numerical …

Electrical Properties Of Unintentionally Doped Semi-Insulating And Conducting 6h-Sic, William C. Mitchel, W. D. Mitchell, Z. Q. Fang, S. R. Smith, Helen Smith, Igor Khlebnikov, Y. I. Khlebnikov, C. Basceri, C. Balkas

Mathematics and Statistics Faculty Publications

Temperature dependent Hall effect (TDH), low temperature photoluminescence (LTPL), secondary ion mass spectrometry (SIMS), optical admittance spectroscopy (OAS), and thermally stimulated current (TSC) measurements have been made on 6H-SiC grown by the physical vapor transport technique without intentional doping. n- and p-type as well semi-insulating samples were studied to explore the compensation mechanism in semi-insulating high purity SiC. Nitrogen and boron were found from TDH and SIMS measurements to be the dominant impurities that must be compensated to produce semi-insulating properties. The electrical activation energy of the semi-insulating sample determined from the dependence of the resistivity …

Communicating Applied Mathematics: Four Examples, Daniel E. Finkel, Christopher Kuster, Matthew Lasater, Rachel Levy, Jill P. Reese, Ilse C. F. Ipsen

All HMC Faculty Publications and Research

Communicating Applied Mathematics is a writing- and speaking-intensive graduate course at North Carolina State University. The purpose of this article is to provide a brief description of the course objectives and the assignments. Parts A–D of of this article represent the class projects and illustrate the outcome of the course:

• The Evolution of an Optimization Test Problem: From Motivation to Implementation, by Daniel E. Finkel and Jill P. Reese

• Finding the Volume of a Powder from a Single Surface Height Measurement, by Christopher Kuster

• Finding Oscillations in Resonant Tunneling Diodes, by Matthew Lasater

• …