Mathematics Commons^™

It Is Better To Be Upside Than Sharpe!, Daniele Dapuzzo

Theses and Dissertations

Based on the assumption that returns in Commercial Real Estate are normally distributed, the Sharpe Ratio has been the standard risk-adjusted performance measure for the past several years. Research has questioned whether this assumption can be reasonably made. The Upside Potential Ratio as a risk-adjusted performance measure is an alternative to measure performance on a risk-adjusted basis but its values differ from the Sharpe Ratio's only in the assumption of skewed returns. We will provide reasonable evidence that CRE returns should not be fitted with a normal distribution and present the Gaussian Mixture Model as our choice of distribution to …

New Bounds For The K-Out-Of-N Type Probabilities And Their Applications, Ahmed M. Binmahfoudh

Theses and Dissertations

The contribution of the shape information of the underlying distribution in probability bounding problem is investigated and an efficient linear programming based bounding methodology, which takes advantage of the advanced optimization techniques, probability theory, and the state-of-the-art tools, to obtain robust and efficiently computable bounds for the probabilities that at least k and exactly k-out-of-n events occur is developed. The k-out-of-n type probability bounding problem is formulated as linear programs under the assumption that the probability distribution is unimodal. The dual feasible bases structures of the relaxed versions of linear programs involved are fully described. The bounds for the probability …

Edge-Transitive Bipartite Direct Products, Cameron M. Crenshaw

Theses and Dissertations

In their recent paper ``Edge-transitive products," Hammack, Imrich, and Klavzar showed that the direct product of connected, non-bipartite graphs is edge-transitive if and only if both factors are edge-transitive, and at least one is arc-transitive. However, little is known when the product is bipartite. This thesis extends this result (in part) for the case of bipartite graphs using a new technique called "stacking." For R-thin, connected, bipartite graphs A and B, we show that A x B is arc-transitive if and only if A and B are both arc-transitive. Further, we show A x B is edge-transitive only …

Unconditionally Energy Stable Numerical Schemes For Hydrodynamics Coupled Fluids Systems, Alexander Yuryevich Brylev

Theses and Dissertations

The thesis consists of two parts. In the first part we propose several second order in time, fully discrete, linear and nonlinear numerical schemes to solve the phase-field model of two-phase incompressible flows in the framework of finite element method. The schemes are based on the second order Crank-Nicolson method for time disretizations, projection method for Navier-Stokes equations, as well as several implicit-explicit treatments for phase-field equations. The energy stability, solvability, and uniqueness for numerical solutions of proposed schemes are further proved. Ample numerical experiments are performed to validate the accuracy and efficiency of the proposed schemes thereafter.

In the …

Covering Subsets Of The Integers And A Result On Digits Of Fibonacci Numbers, Wilson Andrew Harvey

Theses and Dissertations

A covering system of the integers is a finite system of congruences where each integer satisfies at least one of the congruences. Two questions in covering systems have been of particular interest in the mathematical literature. First is the minimum modulus problem, whether the minimum modulus of a covering system of the integers with distinct moduli can be arbitrarily large, and the second is the odd covering problem, whether a covering system of the integers with distinct moduli can be constructed with all moduli odd. We consider these and similar questions for subsets of the integers, such as the set …

Series Solutions Of Polarized Gowdy Universes, Doniray Brusaferro

Theses and Dissertations

Einstein's field equations are a system of ten partial differential equations. For a special class of spacetimes known as Gowdy spacetimes, the number of equations is reduced due to additional structure of two dimensional isometry groups with mutually orthogonal Killing vectors. In this thesis, we focus on a particular model of Gowdy spacetimes known as the polarized T³ model, and provide an explicit solution to Einstein's equations.

Convergence And Rate Of Convergence Of Approximate Greedy-Type Algorithms, Anton Dereventsov

Theses and Dissertations

In this dissertation we study the questions of convergence and rate of convergence of greedy-type algorithms under imprecise step evaluations. Such algorithms are in demand as the issue of calculation errors appears naturally in applications.

We address the question of strong convergence of the Chebyshev Greedy Algorithm (CGA), which is a generalization of the Orthogonal Greedy Algorithm (also known as the Orthogonal Matching Pursuit), and show that the class of Banach spaces for which the CGA converges for all dictionaries and objective elements is strictly between smooth and uniformly smooth Banach spaces.

We analyze an application-oriented modification of the CGA, …

Deep Learning: An Exposition, Ryan Kingery

Theses and Dissertations

In this paper we describe and survey the field of deep learning, a type of machine learning that has seen tremendous growth and popularity over the past decade for its ability to substantially outperform other learning methods at important tasks. We focus on the problem of supervised learning with feedforward neural networks. After describing what these are we give an overview of the essential algorithms of deep learning, backpropagation and stochastic gradient descent. We then survey some of the issues that occur when applying deep learning in practice. Last, we conclude with an important application of deep learning to the …

Nonequispaced Fast Fourier Transform, David Hughey

Theses and Dissertations

Two algorithms for fast and accurate evaluation of high degree trigonometric polynomials at many scattered points are presented. Both methods rely on highly localized kernels and the Fast Fourier Transform. The first algorithm uses the function values at uniformly distributed grid points and kernels that reproduce trigonometric polynomials, while the second method uses kernels that approximate well the function on the frequency side. Both algorithm are termed Nonequispaced Fast Fourier Transform. The first algorithm is coded in MATLAB and shown to approximate well the function to be evaluated.

Polynomials Of Small Mahler Measure With No Newman Multiples, Spencer Victoria Saunders

Theses and Dissertations

A Newman polynomial is a polynomial with coefficients in f0;1g and with constant term 1. It is known that the roots of a Newman polynomial must lie in the slit annulus fz 2C: f��1 1 such that if a polynomial f (z) 2 Z[z] has Mahler measure less than s and has no nonnegative real roots, then it must divide a Newman polynomial. In this thesis, we present a new upper bound on such a s if it exists. We also show that there are infinitely many monic polynomials that have distinct Mahler measures which all lie below f, have …

Subdivision Of Measures Of Squares, Dylan Bates

Theses and Dissertations

The primary goal of our work is to establish a method to relate simple measures to a given set of moments. We calculate the moments of squares via linear polynomial weight measures and straight line cuts and use this to calculate the centre of mass of the square. The one-to-one correspondence that is found is needed to represent surfaces with gaps, which can estimate arbitrary measures on squares. From this, a subdivision scheme is developed, which successively quadrisects squares and uses the relation to estimate the new measures in order to provide a good representation of the original surface. One …

Network Analytics For The Mirna Regulome And Mirna-Disease Interactions, Joseph Jayakar Nalluri

Theses and Dissertations

miRNAs are non-coding RNAs of approx. 22 nucleotides in length that inhibit gene expression at the post-transcriptional level. By virtue of this gene regulation mechanism, miRNAs play a critical role in several biological processes and patho-physiological conditions, including cancers. miRNA behavior is a result of a multi-level complex interaction network involving miRNA-mRNA, TF-miRNA-gene, and miRNA-chemical interactions; hence the precise patterns through which a miRNA regulates a certain disease(s) are still elusive. Herein, I have developed an integrative genomics methods/pipeline to (i) build a miRNA regulomics and data analytics repository, (ii) create/model these interactions into networks and use optimization techniques, motif …

Developing Conceptual Understanding And Procedural Fluency In Algebra For High School Students With Intellectual Disability, Andrew J. Wojcik

Theses and Dissertations

Teaching students with Intellectual Disability (ID) is a relatively new endeavor. Beginning in 2001 with the passage of the No Child Left Behind Act, the general education curriculum integrated algebra across the K-12 curriculum (Kendall, 2011; National Governors Association Center for Best Practices & Council of Chief State School Officers, 2010), and expansion of the curriculum included five intertwined skills (productive disposition, procedural fluency, strategic competence, adaptive reasoning, and conceptual understanding) (Kilpatrick, Swafford, & Findell, 2001). Researchers are just beginning to explore the potential of students with ID with algebra (Browder, Spooner, Ahlgrim-Delzell, Harris & Wakeman, 2008; Creech-Galloway, Collins, Knight, …

Some Spectral Properties Of A Quantum Field Theoretic Hamiltonian, Devin Burnell Mcghie

Theses and Dissertations

We derive the ground-state eigenvalues and eigenvectors for a simplified version of the 1-D QED single electron-photon model that Glasgow et al recently developed [2]. This model still allows for meaningful interaction between electrons and photons while keeping only the minimum needed to do so. We investigate the interesting spectral properties of this model. We determine that the eigenvectors are orthogonal as one would expect and normalize them.

Discrete And Continuous Operational Calculus In Stochastic Games, Kenneth Ibe Iwezulu

Theses and Dissertations

First, we consider a class of antagonistic stochastic games between two players A and B. The game is specified in terms of two "hostile" stochastic processes representing mutual attacks upon random times exerting casualties of random magnitudes. This game is observed upon random epochs of time and the outcome of the game is not known in real time. The game ends at the time when the underlying fixed threshold of either player is crossed (referred to as the first passage time). The first passage time is then shifted to an epoch, i.e. upon one of the observation instants of time. …

Numerical Simulations Of Shock Waves Reflection And Interaction, Ligang Sun

Theses and Dissertations

The main objective of this dissertation is to detect and study the phenomena of reflection of one shock wave and interaction of two shock waves using numerical methods. In theory, solutions of non-linear Euler equations of compressive inviscid gas dynamics in two dimensions can display various features including shock waves and rarefaction waves. To capture the shock waves properly, highly accurate numerical schemes are designed according to second order Lax-Wendroff method. In this thesis, three numerical experiments were designed to show the reflection and interaction phenomena. Firstly, one shock was formed due to the encounter of two high speed gas …

Lie Symmetry To Second-Order Nonlinear Differential Equations And Its First Integrals, Pengfei Gu

Theses and Dissertations

There are many well-known techniques for obtaining exact solutions of differential equations, but most of them are merely special cases of a few powerful symmetry methods. In this paper, we focus our attention on a second-order nonlinear ordinary differential equation of special forms with arbitrary parameters, which is a combination of Liénard-type equation and equation with quadratic friction. With the help of Lie Symmetry methods, we identify several integrable cases of this equation. And for each case, we use the Lie Symmetry method to derive the associated determining system, and apply it further to find infinitesimal generators under …

A Comparative Study And Data Analysis For The Ultimate Fighting Championship, Victor Villalpando

Theses and Dissertations

Mixed Martial Arts is the fastest growing sport with many organizations worldwide. The biggest stage or biggest organization for Mixed Martial Arts is the Ultimate Fighting Championship (UFC). There are eight weight classes for men. The website: http://www.foxsports.com/ufc/stats provides data on fighters in all these categories. This data measures Striking Accuracy, Take downs, Reversals, Knockdowns, etc. in each category. It is interesting to understand and interpret all these numbers and study their relationships. Statistical tools like both parametric and nonparametric inference may give rise to such interpretations and provide explanations how the weight classes differ from one another. In this …

Sparse Representation For The Isar Image Reconstruction, Mengqi Hu

Theses and Dissertations

In this paper, a sparse representation for the data form a multi-input multi-output based inverse synthetic aperture radar (ISAR) system is derived for two dimensions. The proposed sparse representation motivates the use a of a Convex Optimization directly that recovers the image without the loss information of the image with far less samples that that is required by Nyquist–Shannon sampling theorem, which increases the efficiency and decrease the cost of calculation in radar imaging.

Steady State Configurations Of Cells Connected By Cadherin Sites, Jared Adam Mcbride

Theses and Dissertations

Many cells employ cadherin complexes (c-sites) on the cell membrane to attach to neighboring cells, as well as integrin complexes (i-sites) to attach to a substrate in order to accomplish cell migration. This paper analyzes a model for the motion of a group of cells connected by c-sites. We begin with two cells connected by a single c-site and analyze the resultant motion of the system. We find that the system is irrotational. We present a result for reducing the number of c-sites in a system with c-sites between pairs of cells. This greatly simplifies the general system, and provides …

Compressive Sensing And Radar Imaging, John Montalbo

Theses and Dissertations

The field of remote sensing contains many unique and practical problems. Radar imaging, in all of its many forms, lies within this field of study. One problem is the need to acquire high-resolution images and store them on-board the system acquisition vessel . For some systems this could mean storing very high amounts of data, depending on the scene in question [3]. So a very natural goal is to store only what is absolutely necessary and nothing more. We investigate methods to compress signals into their most important components so that other parties can recover the original data completely or …

American Spread Option Pricing With Stochastic Interest Rate, An Jiang

Theses and Dissertations

In financial markets, spread option is a derivative security with two underlying assets and the payoff of the spread option depends on the difference of these assets. We consider American style spread option which allows the owners to exercise it at any time before the maturity. The complexity of pricing American spread option is that the boundary of the corresponding partial differential equation which determines the option price is unknown and the model for the underlying assets is two-dimensional.In this dissertation, we incorporate the stochasticity to the interest rate and assume that it satisfies the Vasicek model or the CIR …

Weak Cayley Table Groups Of Wallpaper Groups, Rebeca Ann Paulsen

Theses and Dissertations

Let G be a group. A Weak Cayley Table mapping ϕ : G → G is a bijection such that ϕ(g1g2) is conjugate to ϕ(g1)ϕ(g2) for all g1, g2 in G. The set of all such mappings forms a group W(G) under composition. We study W(G) for the seventeen wallpaper groups G.

Weakly Holomorphic Modular Forms In Prime Power Levels Of Genus Zero, David Joshua Thornton

Theses and Dissertations

Let N ∈ {8,9,16,25} and let M^#₀(N) be the space of level N weakly holomorphic modular functions with poles only at the cusp at infinity. We explicitly construct a canonical basis for M^#₀(N) indexed by the order of the pole at infinity and show that many of the coefficients of the elements of these bases are divisible by high powers of the prime dividing the level N. Additionally, we show that these basis elements satisfy an interesting duality property. We also give an argument that extends level 1 results …

Schur Rings Over Projective Special Linear Groups, David R. Wagner

Theses and Dissertations

This thesis presents an introduction to Schur rings (S-rings) and their various properties. Special attention is given to S-rings that are commutative. A number of original results are proved, including a complete classification of the central S-rings over the simple groups PSL(2,q), where q is any prime power. A discussion is made of the counting of symmetric S-rings over cyclic groups of prime power order. An appendix is included that gives all S-rings over the symmetric group over 4 elements with basic structural properties, along with code that can be used, for groups of comparatively small order, to enumerate all …

Existence Of A Periodic Brake Orbit In The Fully Symmetricplanar Four Body Problem, Ammon Si-Yuen Lam

Theses and Dissertations

We investigate the existence of a symmetric singular periodic brake orbit in the equal mass, fully symmetric planar four body problem. Using regularized coordinates, we remove the singularity of binary collision for each symmetric pair. We use topological and symmetry tools in our investigation.

Machine Learning For Disease Prediction, Abraham Jacob Frandsen

Theses and Dissertations

Millions of people in the United States alone suffer from undiagnosed or late-diagnosed chronic diseases such as Chronic Kidney Disease and Type II Diabetes. Catching these diseases earlier facilitates preventive healthcare interventions, which in turn can lead to tremendous cost savings and improved health outcomes. We develop algorithms for predicting disease occurrence by drawing from ideas and techniques in the field of machine learning. We explore standard classification methods such as logistic regression and random forest, as well as more sophisticated sequence models, including recurrent neural networks. We focus especially on the use of medical code data for disease prediction, …

Periodic Points And Surfaces Given By Trace Maps, Kevin Gregory Johnston

Theses and Dissertations

In this thesis, we consider the properties of diffeomorphisms of R3 called trace maps. We begin by introducing the definition of the trace map. The group B3 acts by trace maps on R3. The first two chapters deal with the action of a specific element of B3,called αn. In particular, we study the fixed points of αn lying on a topological subspace contained in R3, called T . We investigate the duality of the fixed points of the action ofαn, which will be defined later in the thesis.Chapter 3 involves the study of the fixed points of an element called …

Partitions Of Finite Frames, James Michael Rosado

Theses and Dissertations

An open question stated by Marcus, Spielman, and Srivastava [10] asks "whether one can design an efficient algorithm to find the partitions guaranteed by Corollary 1.5." This corollary states that given a set of vectors in C whose outer products sum to the identity there exists a partition of these vectors such that norms of the outer-product sums of each subset satisfy an inequality bound. Here particular types of vector sets called finite frames are analyzed and constructed to satisfy the inequality described in Corollary 1.5. In this thesis, rigorous proofs and formulations of outer-product norms are utilized to find …

Decoding Of Non-Binary Multiple Insertion/Deletion Error Correcting Codes, Tuan Anh Le

Theses and Dissertations

Data that is either transmitted over a communication channel or stored in memory is not always completely error free. Many communication channels are subject to noise, and thus errors may occur during transmission from transmitter to receiver. For example, DRAM memory cell contents can change spuriously due to electromagnetic interference while magnetic flux can cause one or more bits to flip in magnetic storage devices. To combat these errors, codes capable of correcting insertion/deletion errors have been investigated.

Levenshtein codes are the foundation of this thesis. His codes, first constructed by Varshamov-Tenengol’ts, are capable of correcting one insertion/deletion error. Helberg …