Applied Mathematics Commons^™

Existence Results For Semipositone Systems, V. Anuradha, Alfonso Castro, Ratnasingham Shivaji

All HMC Faculty Publications and Research

We study existence of positive solutions to the coupled-system of boundary value problems of the form

-Δu(x) = λf(x,u,v); x ∈ Ω

-Δv(x) = λg(x,u,v); x ∈ Ω

u(x) = 0 = v(x); x ∈ ∂Ω

where λ > 0 is a parameter, Ω is a bounded domain in R^N; N ≥ 1 with a smooth boundary ∂Ω and f,g are C^1 function with at least one of f(x_0,0,0) or g(x_0,0,0) being negative for some x_0 ∈ Ω (semipositone). We establish our existence results using the method of sub-super solutions. We also discuss non-existence results for λ small.

On An Investment-Consumption Model With Transaction Costs, Marianne Akian, José Luis Menaldi, Agnès Sulem

Mathematics Faculty Research Publications

This paper considers the optimal consumption and investment policy for an investor who has available one bank account paying a fixed interest rate and n risky assets whose prices are log-normal diffusions. We suppose that transactions between the assets incur a cost proportional to the size of the transaction. The problem is to maximize the total utility of consumption. Dynamic programming leads to a variational inequality for the value function. Existence and uniqueness of a viscosity solution are proved. The variational inequality is solved by using a numerical algorithm based on policies, iterations, and multigrid methods. Numerical results are displayed …

Optimal Starting-Stopping Problems For Markov-Feller Processes, Jose-Luis Menaldi, Maurice Robin, Min Sun

Mathematics Faculty Research Publications

By means of nested inequalities in semigroup form we give a characterization of the value functions of the starting-stopping problem for general Markov-Feller processes. Next, we consider two versions of constrained problems on the nal state or on the final time. The plan is as follows:

1. Introduction
2. Nested variational inequalities
3. Solution of optimal starting-stopping problem
4. Problems with constraints

References.

Superconvergence Of The Iterated Galerkin Methods For Hammerstein Equations, Hideaki Kaneko, Yuesheng Xu

Mathematics & Statistics Faculty Publications

In this paper, the well-known iterated Galerkin method and iterated Galerkin-Kantorovich regularization method for approximating the solution of Fredholm integral equations of the second kind are generalized to Hammerstein equations with smooth and weakly singular kernels. The order of convergence of the Galerkin method and those of superconvergence of the iterated methods are analyzed. Numerical examples are presented to illustrate the superconvergence of the iterated Galerkin approximation for Hammerstein equations with weakly singular kernels. © 1996, Society for Industrial and Applied Mathematics

Exp For Windows, Version 4.0 A Software Review, Donn E. Miller-Harnish

Mathematics and System Engineering Faculty Publications

No abstract provided.

An Efficient Runge-Kutta (4,5) Pair, P. Bogacki, L. F. Shampine

Mathematics & Statistics Faculty Publications

A pair of explicit Runge-Kutta formulas of orders 4 and 5 is derived. It is significantly more efficient than the Fehlberg and Dormand-Prince pairs, and by standard measures it is of at least as high quality. There are two independent estimates of the local error. The local error of the interpolant is, to leading order, a problem-independent function of the local error at the end of the step.

A Family Of Parallel Runge-Kutta Pairs, P. Bogacki

Mathematics & Statistics Faculty Publications

Increasing availability of parallel computers has recently spurred a substantial amount of research concerned with designing explicit Runge-Kutta methods to be implemented on such computers. Here, we discuss a family of methods that require fewer processors than methods presently available do, still achieving a similar speed-up. In particular, (5,6) and (6,7) pairs are derived, that require a minimum number of function evaluations on two and three processors, respectively.

A Center-Unstable Manifold Theorem For Parametrically Excited Surface Waves, Larry Turyn

Mathematics and Statistics Faculty Publications

When fluid in a rectangular tank sits upon a platform which is oscillating with sufficient amplitude, surface waves appear in the ''Faraday resonance.'' Scientists and engineers have done bifurcation analyses which assume that there is a center manifold theory using a finite number of excited spatial modes. We establish such a center manifold theorem for Xiao-Biao Lin's model in which potential flow is assumed but an artificial dissipation term is included in the system of partial differential equations on the free surface. We use interpolation spaces developed by da Prate and Grisvard, establish maximal regularity for a family of evolution …

Exact Multiplicity Results For Boundary Value Problems With Nonlinearities Generalizing Cubic, Philip Korman, Yi Li, Tiancheng Ouyang

Mathematics and Statistics Faculty Publications

No abstract provided.

Variograms And Kriging In The Analysis Of Spatial Data, Suresh Tripathi

Theses: Doctorates and Masters

This research is in the area of geostatistics and consists essentially of two parts. The first is an investigation of the variogram and cross variogram and the associated kriging and cokriging methods of spatial prediction and the second is an application of these in the analysis of two (original) data sets. In the first part (chapter 1 to chapter 5), the focus is on summarising and illustrating the various techniques of Exploratory Data Analysis (EDA) and some methods used to estimate and model the experimental variograms and cross variograms for a given data set, together with some of the geostatistical …

On A Conjecture Of S. Reich, Peter Z. Daffer, Hideaki Kaneko, Wu Li

Mathematics & Statistics Faculty Publications

Simeon Reich (1974) proved that the fixed point theorem for single-valued mappings proved by Boyd and Wong can be generalized to multivalued mappings which map points into compact sets. He then asked (1983) whether his theorem can be extended to multivalued mappings whose range consists of bounded closed sets. In this note, we provide an affirmative answer for a certain subclass of Boyd-Wong contractive mappings.

The Stability Of Compressible Mixing Layers In Binary Gases, F. Kozusko, D. G. Lasseigne, C. E. Grosch, T. L. Jackson

Mathematics & Statistics Faculty Publications

We present the results of a study of the inviscid two-dimensional spatial stability of a parallel compressible mixing layer in a binary gas. The parameters of this study are the Mach number of the fast stream, the ratio of the velocity of the slow stream to that of the fast stream, the ratio of the temperatures, the composition of the gas in the slow stream and in the fast stream, and the frequency of the disturbance wave. The ratio of the molecular weight of the slow stream to that of the fast stream is found to be an important quantity …

Data Compression Based On The Cubic B-Spline Wavelet With Uniform Two-Scale Relation, S. K. Yang, C. H. Cooke

Mathematics & Statistics Faculty Publications

The aim of this paper is to investigate the potential artificial compression which can be achieved using an interval multiresolution analysis based on a semiorthogonal cubic B-spline wavelet. The Chui-Quak [1] spline multiresolution analysis for the finite interval has been modified [2] so as to be characterized by natural spline projection and uniform two-scale relation. Strengths and weaknesses of the semiorthogonal wavelet as regards artificial compression and data smoothing by the method of thresholding wavelet coefficients are indicated.

Parallel Newton-Krylov-Schwarz Solvers For The Full Potential Flow Equation, Jie Zhang

Computer Science Theses & Dissertations

Newton-Krylov-Schwarz methods are increasingly applied in Computational Fluid Dynamics (CFD). We develop a parallel analysis code based on this method for the full potential flow model. The full potential model consists of a single nonlinear second-order partial differential equation of mixed type (elliptic/hyperbolic), which we solve as a steady boundary-value problem.

We use a nine-point finite-difference stencil to discretize the equation. A Newtonlike linearization and correction method is used to solve the resulting set of nonlinear algebraic equations. To solve the inner linear equations, we employ a Krylov space method. Preconditioners are used to improve the convergence rate. In order …

An Assessment Of The Impact Of Fuel Jettisoning Events Using Simulation And Impact Models, Jeffrey M. Todd

Theses and Dissertations

Work has been accomplished to determine the impact of jettisoned fuel when it reaches the surface. While previous work indicates that jettisoning JP-4 jet fuel results in a negligible ground fall impact, the impact of jettisoning lower volatile JP-8 jet fuel has not been thoroughly characterized. Several efforts have been made to mathematically model the evaporation, advection, and dispersion of the plume of fuel as it travels to the surface. The AFIT Fuel Jettisoning Model, the Fuel Jettisoning Simulation Model, and Fuel-Dumping Impact Assessment Model were evaluated and compared to assess the impact of jettisoned JP-8 jet fuel. Additionally, the …

Macroscale Diffusion-Limited Sorption Modeling--A Preliminary Modeling Exercise For A Dover Afb Site, Jason T. Herman

Theses and Dissertations

A modification was made to the USGS SUTRA code which allowed the simulation of macro scale diffusion effects from specific layers. This modification utilized a split-operator finite element numerical technique to incorporate the macroscale diffusion. The code was applied to a conceptual site developed from a field site at Dover AFB, DL Simulations were done to compare the modified code to the unmodified code which clearly showed the modified code as a closer representation of reality. Simulations were also done to study the effects of pulsed and continuous pumping within the time frame of a field experiment at Dover. These …

Atmospheric Transport And Diffusion Modeling Of Rocket Exhaust, Chad A. Burel

Theses and Dissertations

Space launches at Vandenberg Air Force Base (VAFB) and the Cape Canaveral Air Station (CCAS) produce exhaust from the solid rocket boosters and liquid hypergolic fuels containing several toxic substances including hydrogen chloride and hydrazine. In order to estimate the health risk that would be imposed upon the public by proposed launches, range safety officials rely on the Rocket Exhaust Effluent Diffusion Model to predict where the exhaust chemicals will go after the launch and how strong the concentrations will be. The original REEDM program averaged the meteorological parameters (wind speed, wind direction, shear, etc.) across the entire mixing level …

A Point Model Of Aquifer Cleanup With A Distribution Of First-Order Rate Parameters, Jon E. Hodge

Theses and Dissertations

Many try modeling groundwater contaminant transport to predict it. Is this possible with rate-limited processes, and under what conditions? On occasion, cleanups go slower than predicted (tailing) and hazardous concentrations reappear after cleanup is thought complete (rebound). Rate-limited transport is blamed by many. When immobile water is present, diffusion from varied sizes and shapes of immobile regions can cause varied rate limitations (due to varied diffusion path lengths). Although known, most modelers represent these varied rate-limiting processes with a single 'representative' rate-parameter. This can yield poor predictions for long-term experiments, and the parameter is generally time and pump-rate dependent. This …

Evaluation Of The Air Force Installation Restoration Advisory System, Dale M. Fox

Theses and Dissertations

This research is intended to evaluate the Air Force's Installation Restoration Advisory System Workstation software and documentation. Groundwater modeling is the biggest aid to Air Force Installation Restoration decision makers in making their conclusions about what to do with their hazardous waste sites where the groundwater is contaminated. The Advisory System aids the user in determining if a site poses a potential problem, and if so assists the user in selecting an appropriate groundwater transport model. The decision of what type of model is most suitable is based upon the user's conceptual site model and the decision is made by …

Asymptotic Optimality Of Sequential Designs For Estimation, Kamel Rekab

Mathematics and System Engineering Faculty Publications

This paper is concerned with the problem of allocating a fixed number of trials between K independent populations from the exponential family, in order to estimate a linear combination of the means with squared error loss. Introducing independent conjugate priors, a batch sequential procedure is proposed and compared with the optimal. © 1995, Hindawi Publishing Corporation. All rights reserved.

A Simple Mathematical-Model And Alternative Paradigm For Certain Chemotherapeutic Regimens, J. A. Adam, J. C. Panetta

Mathematics & Statistics Faculty Publications

A simplified two-compartment model for cell-specific chemotherapy is analysed by reformulating the governing system of differential equations as a Schrodinger equation in time. With the choice of an exponentially decaying function representing the effects of chemotherapy on cycling tumor cells, the potential function V(t) is a Morse-type potential, well known in the quantum mechanical literature; and the solutions are obtainable in terms of confluent hypergeometric functions (or the related Whittaker functions). Because the chemotherapy is administered periodically, the potential V(t) is periodic also, and use is made of existing theory (Floquet theory) as applied to scattering by periodic potentials in …

The Support Of Measure-Valued Branching Processes In A Random Environment, Donald A. Dawson, Yi Li, Carl Mueller

Mathematics and Statistics Faculty Publications

We consider the one-dimensional catalytic branching process intro­duced by Dawson and Fleischmann, which is a modification of the super­ Brownian motion. The catalysts are given by a nonnegative infinitely divisible random measure with independent increments. We give sufficient conditions for the global support of the process to be compact, and sufficient conditions for noncompact global support. Since the catalytic process is related to the heat equation, compact support may be surprising. On the other hand, the super-Brownian motion has compact global support. We find that all nonnegative stable random measures lead to compact global support, and we give an example …

A Two-Dimensional Model For Watershed Runoff And Pollutant Transport, Laura Jean Howard

Civil & Environmental Engineering Theses & Dissertations

A two-dimensional mathematical model is developed for the quantitative and qualitative analysis of watershed runoff for a given rainfall event. The runoff is routed through a receiving channel. The model is designed for use on a personal computer. Full documentation is included in the Appendix. The model is capable of accommodating downstream boundary conditions, temporally varied effective rainfall conditions, and spatially varied watershed conditions. Output takes the form of flow depths, discharges, and concentrations. The model was tested for quantity and quality using existing experimental data, and the results are presented herein.

Stability Of Growing Front Of Yba(2)Cu(3)O(X) Superconductor In The Presence Of Pt And Ceo(2) Additions, Gregory Kozlowski, Tom Svobodny

Physics Faculty Publications

Distinctive microstructures of textured YBa₂Cu₃O_x (123) superconductors were examined by scanning electron microscopy and metallurgical microscopy. The samples were synthesized under a residual thermal gradient by using a modified melt textured growth on a Y₂BaCuO₅ (211) substrate. Also, the unidirectional solidification by a zone‐melting method was performed to fabricate 123 superconducting bars up to 12 cm long placed on the 211 substrate in the horizontal arrangement, with a growth rate R=0.5 mm/h and a temperature gradient of G=20 °C/cm (G/R=400 °C h/cm²). A ramping …

Branches Of Radial Solutions For Semipositone Problems, Alfonso Castro, Sudhasree Gadam, Ratnasingham Shivaji

All HMC Faculty Publications and Research

We consider the radially symmetric solutions to the equation −Δu(x) = λƒ(u(x)) for x ∈ Ω, u(x) = 0 for x ∈ ∂Ω, where Ω denotes the unit ball in R^N (N > 1), centered at the origin and λ > 0. Here ƒ: R→R is assumed to be semipositone (ƒ(0) < 0), monotonically increasing, superlinear with subcritical growth on [0, ∞). We establish the structure of radial solution branches for the above problem. We also prove that if ƒ is convex and ƒ(t)/(tƒ'(t)−ƒ(t)) is a nondecreasing function then for each λ > 0 there exists at most one positive solution u such that (λ, u) belongs to the unbounded branch of positive solutions. Further when ƒ(t) = tp − k, k > 0 and 1 < p < (N + 2)/(N − 2), we prove that the set of positive solutions is connected. Our results are motivated by and extend the developments in [4].

Mathematics From The Viewpoint Of Science In Context, Johan Deklerk

ACMS Conference Proceedings 1995

This is the first of a series of papers presented over several years by deKlerk exploring the notion of how mathematics might be taught from a Christian perspective. In this paper, he introduces the notion of context as the basis for such an approach. He then discusses seven contexts a teacher can employ.

Improving The Teaching Of Mathematics, David S. Moore

ACMS Conference Proceedings 1995

No one concerned about the teaching of college mathematics--and few mathematicians who are not concerned--can have missed the movement to reform teaching in the mathematical sciences at all levels. The teaching of any active branch of knowledge, like the church, is of course "reforming and ever to be reformed." Calls to modernize what we offer students are always with us. What is striking about the current reform movement is not only its momentum but the fact that it centers on pedagogy rather than on content. We ought, say the reformers, to radically alter our style of teaching. My purpose in …

On The Miracle Of The Multiplication Of The Loaves And Fishes, Andrew Simoson

ACMS Conference Proceedings 1995

With respect to Jesus’s miracle described in Matthew 14: 15–21, we give whimsical arguments for generating more from what appears to be present—using ideas of set and measure theory and show how to partition the unit interval into two disjoint sets each of whose outer measures is unity; and we go on to discuss the Banach-Tarski paradox showing how to partition the unit sphere into two unit spheres. Note: I do not hold copyrights to Figures 1 and 4.

Experimenting With The Calculus Laboratory Setting, Glen Van Brummelen

ACMS Conference Proceedings 1995

Reform of post-secondary mathematics education, particularly introductory calculus, is becoming commonplace across North America. Although there are many varieties of reform, most can be placed within the philosophical camp of social constructivism. According to this movement, mathematical knowledge is constructed in an interactive way through instructor-student and inter-student dialogue, rather than built in an axiomatic sense such as the "new math" of 20 years ago, or in the reductionistic, algorithmic sense dominant in secondary and introductory college mathematics. While I hold serious concerns about the relativizing of mathematical knowledge that occurs when social constructivism is adopted as a philosophy of …

What Does A Computer Program Mean? An Introduction To Denotational Semantics, Gene B. Chase

ACMS Conference Proceedings 1995

This paper is for mathematicians who are curious about how topology is being used to prove computer programs correct. Those advanced parts have been limited to Sections III, V, and VI, and they are marked by a [clock symbol]. By contrast, sections II, IV, and VII are suitable as a companion to existing textbooks in a Computer Science course such as Organization of Programming Languages, the course CS 8 as described in Curriculum [1979]. Perhaps in a first reading you might read just those sections.

Among many books and articles on the semantics, or meaning, of computer languages, …