Mathematics Commons^™

Inequalities For Interval-Valued Riemann Diamond-Alpha Integrals, Martin Bohner, Linh Nguyen, Baruch Schneider, Tri Truong

Mathematics and Statistics Faculty Research & Creative Works

We propose the concept of Riemann diamond-alpha integrals for time scales interval-valued functions. We first give the definition and some properties of the interval Riemann diamond-alpha integral that are naturally investigated as an extension of interval Riemann nabla and delta integrals. With the help of the interval Riemann diamond-alpha integral, we present interval variants of Jensen inequalities for convex and concave interval-valued functions on an arbitrary time scale. Moreover, diamond alpha Hölder's and Minkowski's interval inequalities are proved. Also, several numerical examples are provided in order to illustrate our main results.

Oscillation Of Second-Order Half-Linear Neutral Noncanonical Dynamic Equations, Martin Bohner, Hassan El-Morshedy, Said Grace, Irena Jadlovská

Mathematics and Statistics Faculty Research & Creative Works

In This Paper, We Shall Establish Some New Criteria for the Oscillation of Certain Second-Order Noncanonical Dynamic Equations with a Sublinear Neutral Term. This Task is Accomplished by Reducing the Involved Nonlinear Dynamic Equation to a Second-Order Linear Dynamic Inequality. We Also Establish Some New Oscillation Theorems Involving Certain Integral Conditions. Three Examples, Illustrating Our Results, Are Presented. Our Results Generalize Results for Corresponding Differential and Difference Equations.

Trilinear Immersed-Finite-Element Method For Three-Dimensional Anisotropic Interface Problems In Plasma Thrusters, Yajie Han, Guangqing Xia, Chang Lu, Xiaoming He

Mathematics and Statistics Faculty Research & Creative Works

Accurately solving the anisotropic interface problem is one of the difficulties in aerospace plasma applications. Based on cubic Cartesian meshes, this paper develops a trilinear nonhomogeneous immersed finite element (IFE) method for solving the complex anisotropic 3D elliptic interface model with nonhomogeneous flux jump. Compared with the existing 3D linear IFE spaces based on tetrahedron meshes, the newly designed trilinear IFE space for the target model simplifies the mesh generation, significantly reduces the number of mesh elements and interface elements, provides much more convenient and efficient ways for finding the intersections between interfaces and mesh edges, and decreases the errors. …

The Generalized Lyapunov Function As Ao’S Potential Function: Existence In Dimensions 1 And 2, Haoyu Wang, Wenqing Hu, Xiaoliang Gan, Ping Ao

Mathematics and Statistics Faculty Research & Creative Works

By using Ao's decomposition for stochastic dynamical systems, a new notion of potential function has been introduced by Ao and his collabora-tors recently. We show that this potential function agrees with the generalized Lyapunov function of the deterministic part of the stochastic dynamical sys-tem. We further prove the existence of Ao's potential function in dimensions 1 and 2 via the solution theory of first-order partial differential equations. Our framework reveals the equivalence between Ao's potential function and Lyapunov function, the latter being one of the most significant central notions in dynamical systems. Using this equivalence, our existence proof can also …

Three Solutions For Discrete Anisotropic Kirchhoff-Type Problems, Martin Bohner, Giuseppe Caristi, Ahmad Ghobadi, Shapour Heidarkhani

Mathematics and Statistics Faculty Research & Creative Works

In this article, using critical point theory and variational methods, we investigate the existence of at least three solutions for a class of double eigenvalue discrete anisotropic Kirchhoff-type problems. An example is presented to demonstrate the applicability of our main theoretical findings.

Second Order, Unconditionally Stable, Linear Ensemble Algorithms For The Magnetohydrodynamics Equations, John Carter, Daozhi Han, Nan Jiang

Mathematics and Statistics Faculty Research & Creative Works

We Propose Two Unconditionally Stable, Linear Ensemble Algorithms with Pre-Computable Shared Coefficient Matrices Across Different Realizations for the Magnetohydrodynamics Equations. the Viscous Terms Are Treated by a Standard Perturbative Discretization. the Nonlinear Terms Are Discretized Fully Explicitly within the Framework of the Generalized Positive Auxiliary Variable Approach (GPAV). Artificial Viscosity Stabilization that Modifies the Kinetic Energy is Introduced to Improve Accuracy of the GPAV Ensemble Methods. Numerical Results Are Presented to Demonstrate the Accuracy and Robustness of the Ensemble Algorithms.

Efficient High Order Ensemble For Fluid Flow, John Carter

Doctoral Dissertations

"This thesis proposes efficient ensemble-based algorithms for solving the full and reduced Magnetohydrodynamics (MHD) equations. The proposed ensemble methods require solving only one linear system with multiple right-hand sides for different realizations, reducing computational cost and simulation time. Four algorithms utilize a Generalized Positive Auxiliary Variable (GPAV) approach and are demonstrated to be second-order accurate and unconditionally stable with respect to the system energy through comprehensive stability analyses and error tests. Two algorithms make use of Artificial Compressibility (AC) to update pressure and a solenoidal constraint for the magnetic field. Numerical simulations are provided to illustrate theoretical results and demonstrate …

Advances In Differentially Methylated Region Detection And Cure Survival Models, Daniel Ahmed Alhassan

Doctoral Dissertations

"This dissertation focuses on two areas of statistics: DNA methylation and survival analysis. The first part of the dissertation pertains to the detection of differentially methylated regions in the human genome. The varying distribution of gaps between succeeding genomic locations, which are represented on the microarray used to quantify methylation, makes it challenging to identify regions that have differential methylation. This emphasizes the need to properly account for the correlation in methylation shared by nearby locations within a specific genomic distance. In this work, a normalized kernel-weighted statistic is proposed to obtain an optimal amount of "information" from neighboring locations …

Essays On Conditional Heteroscedastic Time Series Models With Asymmetry, Long Memory, And Structural Changes, K C M R Anjana Bandara Yatawara

Doctoral Dissertations

"The volatility of asset returns is usually time-varying, necessitating the introduction of models with a conditional heteroskedastic variance structure. In this dissertation, several existing formulations, motivated by the Generalized Autoregressive Conditional Heteroskedastic (GARCH) type models, are further generalized to accommodate more dynamic features of asset returns such as asymmetry, long memory, and structural breaks. First, we introduce a hybrid structure that combines short-memory asymmetric Glosten, Jagannathan, and Runkle (GJR) formulation and the long-memory fractionally integrated GARCH (FIGARCH) process for modeling financial volatility. This formulation not only can model volatility clusters and capture asymmetry but also considers the characteristic of long …

Charging Of Irregularly-Shaped Dust Grains Near Surfaces In Space, David Lund, Xiaoming He, Daoru Han

Mathematics and Statistics Faculty Research & Creative Works

This paper presents fully kinetic numerical investigation of the charging of dust grains in low temperature collision less plasmas (stationary) and collision less, cold-ion thermal-electron drifting plasmas. the Parallel Immersed-Finite-Element Particle-in-Cell (PIFE-PIC) code is utilized to self-consistently resolve the plasma environment and charging of immersed materials. This model explicitly includes the materials property (dielectric constant) of dust grains. Effects of materials property, inter-dust distance, and plasma conditions (stationery and drifting) will be investigated for both single-dust and multi-dust configurations.

Recurrent Event Data Analysis With Mismeasured Covariates, Ravinath Alahakoon Mudiyanselage

Doctoral Dissertations

"Consider a study with n units wherein every unit is monitored for the occurrence of an event that can recur with random end of monitoring. At each recurrence, p concomitant variables associated to the event recurrence are recorded with q (q ≤ p) collected with errors. Of interest in this dissertation is the estimation of the regression parameters of event time regression models accounting for the covariates. To circumvent the problem of bias and consistency associated with model's parameter estimation in the presence of measurement errors, we propose inference for corrected estimating functions with well-behaved roots under additive measurement errors …

Predicting Convection Configurations In Coupled Fluid-Porous Systems, Matthew Mccurdy, Nicholas J. Moore, Xiaoming Wang

Mathematics and Statistics Faculty Research & Creative Works

A ubiquitous arrangement in nature is a free-flowing fluid coupled to a porous medium, for example a river or lake lying above a porous bed. Depending on the environmental conditions, thermal convection can occur and may be confined to the clear fluid region, forming shallow convection cells, or it can penetrate into the porous medium, forming deep cells. Here, we combine three complementary approaches - linear stability analysis, fully nonlinear numerical simulations and a coarse-grained model - to determine the circumstances that lead to each configuration. the coarse-grained model yields an explicit formula for the transition between deep and shallow …

Second-Order, Fully Decoupled, Linearized, And Unconditionally Stable Scalar Auxiliary Variable Schemes For Cahn–Hilliard–Darcy System, Yali Gao, Xiaoming He, Yufeng Nie

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we establish the fully decoupled numerical methods by utilizing scalar auxiliary variable approach for solving Cahn–Hilliard–Darcy system. We exploit the operator splitting technique to decouple the coupled system and Galerkin finite element method in space to construct the fully discrete formulation. The developed numerical methods have the features of second order accuracy, totally decoupling, linearization, and unconditional energy stability. The unconditionally stability of the two proposed decoupled numerical schemes are rigorously proved. Abundant numerical results are reported to verify the accuracy and effectiveness of proposed numerical methods.

Conservative Unconditionally Stable Decoupled Numerical Schemes For The Cahn–Hilliard–Navier–Stokes–Darcy–Boussinesq System, Wenbin Chen, Daozhi Han, Xiaoming Wang, Yichao Zhang

Mathematics and Statistics Faculty Research & Creative Works

We propose two mass and heat energy conservative, unconditionally stable, decoupled numerical algorithms for solving the Cahn–Hilliard–Navier–Stokes–Darcy–Boussinesq system that models thermal convection of two-phase flows in superposed free flow and porous media. The schemes totally decouple the computation of the Cahn–Hilliard equation, the Darcy equations, the heat equation, the Navier–Stokes equations at each time step, and thus significantly reducing the computational cost. We rigorously show that the schemes are conservative and energy-law preserving. Numerical results are presented to demonstrate the accuracy and stability of the algorithms.

Pattern Selection In The Schnakenberg Equations: From Normal To Anomalous Diffusion, Hatim K. Khudhair, Yanzhi Zhang, Nobuyuki Fukawa

Mathematics and Statistics Faculty Research & Creative Works

Pattern formation in the classical and fractional Schnakenberg equations is studied to understand the nonlocal effects of anomalous diffusion. Starting with linear stability analysis, we find that if the activator and inhibitor have the same diffusion power, the Turing instability space depends only on the ratio of diffusion coefficients (Formula presented.). However, smaller diffusive powers might introduce larger unstable wave numbers with wider band, implying that the patterns may be more chaotic in the fractional cases. We then apply a weakly nonlinear analysis to predict the parameter regimes for spot, stripe, and mixed patterns in the Turing space. Our numerical …

Numerical Analysis Of A Second Order Ensemble Method For Evolutionary Magnetohydrodynamics Equations At Small Magnetic Reynolds Number, John Carter, Nan Jiang

Mathematics and Statistics Faculty Research & Creative Works

We study a second order ensemble method for fast computation of an ensemble of magnetohydrodynamics flows at small magnetic Reynolds number. Computing an ensemble of flow equations with different input parameters is a common procedure for uncertainty quantification in many engineering applications, for which the computational cost can be prohibitively expensive for nonlinear complex systems. We propose an ensemble algorithm that requires only solving one linear system with multiple right-hands instead of solving multiple different linear systems, which significantly reduces the computational cost and simulation time. Comprehensive stability and error analyses are presented proving conditional stability and second order in …

Fabrications And Applications Of Micro/Nanofluidics In Oil And Gas Recovery: A Comprehensive Review, Junchen Liu, Yandong Zhang, Mingzhen Wei, Xiaoming He, Baojun Bai

Geosciences and Geological and Petroleum Engineering Faculty Research & Creative Works

Understanding fluid flow characteristics in porous medium, which determines the development of oil and gas oilfields, has been a significant research subject for decades. Although using core samples is still essential, micro/nanofluidics have been attracting increasing attention in oil recovery fields since it offers direct visualization and quantification of fluid flow at the pore level. This work provides the latest techniques and development history of micro/nanofluidics in oil and gas recovery by summarizing and discussing the fabrication methods, materials and corresponding applications. Compared with other reviews of micro/nanofluidics, this comprehensive review is in the perspective of solving specific issues in …

A Positivity Preserving, Energy Stable Finite Difference Scheme For The Flory-Huggins-Cahn-Hilliard-Navier-Stokes System, Wenbin Chen, Jianyu Jing, Cheng Wang, Xiaoming Wang

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we propose and analyze a finite difference numerical scheme for the Cahn-Hilliard-Navier-Stokes system, with logarithmic Flory-Huggins energy potential. in the numerical approximation to the singular chemical potential, the logarithmic term and the surface diffusion term are implicitly updated, while an explicit computation is applied to the concave expansive term. Moreover, the convective term in the phase field evolutionary equation is approximated in a semi-implicit manner. Similarly, the fluid momentum equation is computed by a semi-implicit algorithm: implicit treatment for the kinematic diffusion term, explicit update for the pressure gradient, combined with semi-implicit approximations to the fluid convection …

Survivor Bond Models For Securitizing Longevity Risk, Priscilla Mansah Codjoe

Doctoral Dissertations

"Longevity risk is the risk that a reference population’s mortality rates deviate from what is projected from prior life tables. This is due to discoveries in biological sciences, improved public health measures, and nutrition, which have dramatically increased life expectancy. Longevity risk raises life insurers’ liability, increasing product costs and reserves. Securitization through longevity derivatives is a way of dealing with this risk.

To enhance the pricing of life contingent products, we present an additive type mortality model in the style of the Lee-Carter. This model incorporates policyholder covariates. By using counting processes and martingale machinery, we obtain close form …

Delay Dynamic Equations On Isolated Time Scales And The Relevance Of One-Periodic Coefficients, Martin Bohner, Tom Cuchta, Sabrina Streipert

Mathematics and Statistics Faculty Research & Creative Works

We are motivated by the idea that certain properties of delay differential and difference equations with constant coefficients arise as a consequence of their one-periodic nature. We apply the recently introduced definition of periodicity for arbitrary isolated time scales to linear delay dynamic equations and a class of nonlinear delay dynamic equations. Utilizing a derived identity of higher order delta derivatives and delay terms, we rewrite the considered linear and nonlinear delayed dynamic equations with one-periodic coefficients as a linear autonomous dynamic system with constant matrix. As the simplification of a constant matrix is only obtained for one-periodic coefficients, dynamic …

Derivation And Analysis Of A Discrete Predator–Prey Model, Sabrina H. Streipert, Gail S.K. Wolkowicz, Martin Bohner

Mathematics and Statistics Faculty Research & Creative Works

We derive a discrete predator–prey model from first principles, assuming that the prey population grows to carrying capacity in the absence of predators and that the predator population requires prey in order to grow. The proposed derivation method exploits a technique known from economics that describes the relationship between continuous and discrete compounding of bonds. We extend standard phase plane analysis by introducing the next iterate root-curve associated with the nontrivial prey nullcline. Using this curve in combination with the nullclines and direction field, we show that the prey-only equilibrium is globally asymptotic stability if the prey consumption-energy rate of …

Error Estimate Of A Decoupled Numerical Scheme For The Cahn-Hilliard-Stokes-Darcy System, Wenbin Chen, Shufen Wang, Yichao Zhang, Daozhi Han, Cheng Wang, Xiaoming Wang

Mathematics and Statistics Faculty Research & Creative Works

We analyze a fully discrete finite element numerical scheme for the Cahn-Hilliard-Stokes-Darcy system that models two-phase flows in coupled free flow and porous media. To avoid a well-known difficulty associated with the coupling between the Cahn-Hilliard equation and the fluid motion, we make use of the operator-splitting in the numerical scheme, so that these two solvers are decoupled, which in turn would greatly improve the computational efficiency. The unique solvability and the energy stability have been proved in Chen et al. (2017, Uniquely solvable and energy stable decoupled numerical schemes for the Cahn-Hilliard-Stokes-Darcy system for two-phase flows in karstic geometry. …

Nonoscillatory Solutions Of Higher-Order Fractional Differential Equations, Martin Bohner, Said R. Grace, Irena Jadlovská, Nurten Kılıç

Mathematics and Statistics Faculty Research & Creative Works

This paper deals with the asymptotic behavior of the nonoscillatory solutions of a certain forced fractional differential equations with positive and negative terms, involving the Caputo fractional derivative. The results obtained are new and generalize some known results appearing in the literature. Two examples are also provided to illustrate the results.

Analysis Of Ibnr Liabilities With Interevent Times Depending On Claim Counts, Daniel J. Geiger, Akim Adekpedjou

Mathematics and Statistics Faculty Research & Creative Works

We extend a recently proposed stochastic loss reserving model for liabilities from incurred but not reported (IBNR) micro-level claims. We propose viewing the number of claims from an event as a measure of catastrophic severity. This view covers catastrophes with arbitrarily many classes of magnitude. Our Markovian model allows the time between disasters to depend on the previous event's level of severity. Simultaneously, we let the discount rate vary in the same manner. First, we find the moments of IBNR liabilities in our model. Then, we permit a later time horizon for IBNR claims when considered jointly with incurred and …

Joint Control Of Manufacturing And Onsite Microgrid System Via Novel Neural-Network Integrated Reinforcement Learning Algorithms, Jiaojiao Yang, Zeyi Sun, Wenqing Hu, Louis Steinmeister

Mathematics and Statistics Faculty Research & Creative Works

Microgrid is a promising technology of distributed energy supply system, which consists of storage devices, generation capacities including renewable sources, and controllable loads. It has been widely investigated and applied for residential and commercial end-use customers as well as critical facilities. In this paper, we propose a joint state-based dynamic control model on microgrids and manufacturing systems where optimal controls for both sides are implemented to coordinate the energy demand and supply so that the overall production cost can be minimized considering the constraint of production target. Markov Decision Process (MDP) is used to formulate the decision-making procedure. The main …

Combining Cardiac Monitoring With Actigraphy Aids Nocturnal Arousal Detection During Ambulatory Sleep Assessment In Insomnia, Lara Rösler, Glenn Van Der Lande, Jeanne Leerssen, Austin G. Vandegriffe, Oti Lakbila-Kamal, Jessica C. Foster-Dingley, Anne C.W. Albers, Eus J.W. Van Someren

Mathematics and Statistics Faculty Research & Creative Works

Study Objectives: The objective assessment of insomnia has remained difficult. Multisensory devices collecting heart rate (HR) and motion are regarded as the future of ambulatory sleep monitoring. Unfortunately, reports on altered average HR or heart rate variability (HRV) during sleep in insomnia are equivocal. Here, we evaluated whether the objective quantification of insomnia improves by assessing state-related changes in cardiac measures. Methods: We recorded electrocardiography, posture, and actigraphy in 33 people without sleep complaints and 158 patients with mild to severe insomnia over 4 d in their home environment. At the microscale, we investigated whether HR changed with proximity to …

Stability For Generalized Caputo Proportional Fractional Delay Integro-Differential Equations, Martin Bohner, Snezhana Hristova

Mathematics and Statistics Faculty Research & Creative Works

A scalar nonlinear integro-differential equation with time-variable and bounded delays and generalized Caputo proportional fractional derivative is considered. The main goal of this paper is to study the stability properties of the zero solution. Results are given concerning stability, exponential stability, asymptotic stability, and boundedness of solutions. The investigations are based on an application of a quadratic Lyapunov function, its generalized Caputo proportional derivative, and a modification of the Razumikhin approach. Some auxiliary properties of the generalized Caputo proportional derivative are proved. Five illustrative examples are included.

Oscillation Of Noncanonical Second-Order Advanced Differential Equations Via Canonical Transform, Martin Bohner, Kumar S. Vidhyaa, Ethiraju Thandapani

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we develop a new technique to deduce oscillation of a second-order noncanonical advanced differential equation by using established criteria for second-order canonical advanced differential equations. We illustrate our results by presenting two examples.

Periodicity On Isolated Time Scales, Martin Bohner, Jaqueline Mesquita, Sabrina Streipert

Mathematics and Statistics Faculty Research & Creative Works

In this work, we formulate the definition of periodicity for functions defined on isolated time scales. The introduced definition is consistent with the known formulations in the discrete and quantum calculus settings. Using the definition of periodicity, we discuss the existence and uniqueness of periodic solutions to a family of linear dynamic equations on isolated time scales. Examples in quantum calculus and for mixed isolated time scales are presented.

On Inclusions With Monotone-Type Mappings In Nonreflexive Banach Spaces, Vy Khoi Le

Mathematics and Statistics Faculty Research & Creative Works

We are concerned in this article with the existence of solutions to inclusions containing generalized pseudomonotone perturbations of maximal monotone mappings in general Banach spaces. Our approach is based on a truncation–regularization technique and an extension of the Moreau–Yosida–Brezis–Crandall–Pazy regularization for maximal monotone mappings in general Banach spaces. We also consider some applications to multivalued variational inequalities containing elliptic operators with rapidly growing coefficients in Orlicz–Sobolev spaces.