Statistics and Probability Commons^™

A Multigrid Multilevel Monte Carlo Method For Stokes–Darcy Model With Random Hydraulic Conductivity And Beavers–Joseph Condition, Zhipeng Yang, Ju Ming, Changxin Qiu, Maojun Li, Xiaoming He

Mathematics and Statistics Faculty Research & Creative Works

A multigrid multilevel Monte Carlo (MGMLMC) method is developed for the stochastic Stokes–Darcy interface model with random hydraulic conductivity both in the porous media domain and on the interface. Three interface conditions with randomness are considered on the interface between Stokes and Darcy equations, especially the Beavers–Joesph interface condition with random hydraulic conductivity. Because the randomness through the interface affects the flow in the Stokes domain, we investigate the coupled stochastic Stokes–Darcy model to improve the fidelity. Under suitable assumptions on the random coefficient, we prove the existence and uniqueness of the weak solution of the variational form. To construct …

The Beverton-Hold Model On Isolated Time Scales, Martin Bohner, Jaqueline Mesquita, Sabrina Streipert

Mathematics and Statistics Faculty Research & Creative Works

In this work, we formulate the Beverton-Holt model on isolated time scales and extend existing results known in the discrete and quantum calculus cases. Applying a recently introduced definition of periodicity for arbitrary isolated time scales, we discuss the effects of periodicity onto a population modeled by a dynamic version of the Beverton-Holt equation. The first main theorem provides conditions for the existence of a unique !-periodic solution that is globally asymptotically stable, which addresses the first Cushing-Henson conjecture on isolated time scales. The second main theorem concerns the generalization of the second Cushing-Henson conjecture. It investigates the effects of …

Optimal Equivalence Testing In Exponential Families, Renren Zhao, Robert L. Paige

Mathematics and Statistics Faculty Research & Creative Works

We develop uniformly most powerful unbiased (UMPU) two sample equivalence test for a difference of canonical parameters in exponential families. This development involves a non-unique reparameterization. We address this issue via a novel characterization of all possible reparameterizations of interest in terms of a matrix group. Furthermore, our procedure involves an intractable conditional distribution which we reproduce to a high degree of accuracy using saddle point approximations. The development of this saddle point-based procedure involves a non-unique reparameterization, but we show that our procedure is invariant under choice of reparameterization. Our real data example considers the mean-to-variance ratio for normally …

On The Hartogs Extension Theorem For Unbounded Domains In CN, Al Boggess, Roman Dwilewicz, Egmont Porten

Mathematics and Statistics Faculty Research & Creative Works

Let Ω ⊂ Cn, n > 2, be a domain with smooth connected boundary. If Ω is relatively compact, the Hartogs–Bochner theorem ensures that every CR distribution on ∂Ω has a holomorphic extension to Ω. For unbounded domains this extension property may fail, for example if Ω contains a complex hypersurface. The main result in this paper tells that the extension property holds if and only if the envelope of holomorphy of Cn \ Ω is Cn. It seems that it is the first result in the literature which gives a geometric characterization of unbounded domains in Cn for which the …

Fundamental Structure Of General Stochastic Dynamical Systems: High-Dimension Case, Haoyu Wang, Xiaoliang Gan, Wenqing Hu, Ping Ao

Mathematics and Statistics Faculty Research & Creative Works

No one has proved that mathematically general stochastic dynamical systems have a special structure. Thus, we introduce a structure of a general stochastic dynamical system. According to scientific understanding, we assert that its deterministic part can be decomposed into three significant parts: the gradient of the potential function, friction matrix and Lorenz matrix. Our previous work proved this structure for the low-dimension case. In this paper, we prove this structure for the high-dimension case. Hence, this structure of general stochastic dynamical systems is fundamental.

Asymptotic Properties Of Kneser Solutions To Third-Order Delay Differential Equations, Martin Bohner, John R. Graef, Irena Jadlovská

Mathematics and Statistics Faculty Research & Creative Works

The aim of this paper is to extend and complete the recent work by Graef et al. (J. Appl. Anal. Comput., 2021) analyzing the asymptotic properties of solutions to third-order linear delay differential equations. Most importantly, the authors tackle a particularly challenging problem of obtaining lower estimates for Kneser-type solutions. This allows improvement of existing conditions for the nonexistence of such solutions. As a result, a new criterion for oscillation of all solutions of the equation studied is established.

Continuous And Discrete Models For Optimal Harvesting In Fisheries, Nagham Abbas Al Qubbanchee

Masters Theses

"This work focuses on the logistic growth model, where the Gordon-Schaefer model is considered in continuous time. We view the Gordon-Schaefer model as a bioeconomic equation involved in the fishing business, considering biological rates, carrying capacity, and total marginal costs and revenues. In [25], the authors illustrate the analytical solution of the Schaefer model using the integration by parts method and two theorems. The theorems have many assumptions with many different strategies. Due to the nature of the problem, the optimal control system involves many equations and functions, such as the second root of the equation. We concentrate on Theorem …

Maintenance Optimization In A Digital Twin For Industry 4.0, Abhijit Gosavi, Vy Khoi Le

Engineering Management and Systems Engineering Faculty Research & Creative Works

The advent of Internet of Things and artificial intelligence in the era of Industry 4.0 has transformed decision-making within production systems. In particular, many decisions that previously required significant human activity are now made automatically with minimal human intervention via so-called digital twins (DTs). In the context of maintenance and reliability modeling, this naturally calls for new paradigms that can be seamlessly integrated within DTs for decision-making. The input data for time to failure needed in reliability computations are directly collected from the work center in a digital setting and often do not satisfy a known distribution. A neural network …

Oscillation Of Nonlinear Third-Order Difference Equations With Mixed Neutral Terms, Jehad Alzabut, Martin Bohner, Said R. Grace

Mathematics and Statistics Faculty Research & Creative Works

In this paper, new oscillation results for nonlinear third-order difference equations with mixed neutral terms are established. Unlike previously used techniques, which often were based on Riccati transformation and involve limsup or liminf conditions for the oscillation, the main results are obtained by means of a new approach, which is based on a comparison technique. Our new results extend, simplify, and improve existing results in the literature. Two examples with specific values of parameters are offered.

Predicting Lifespan Of Drosophila Melanogaster: A Novel Application Of Convolutional Neural Networks And Zero-Inflated Autoregressive Conditional Poisson Model, Yi Zhang, V. A. Samaranayake, Gayla R. Olbricht, Matthew S. Thimgan

Mathematics and Statistics Faculty Research & Creative Works

A model to classify the lifespan of Drosophila, the fruit fly, into short- and long-lived categories based on a sleep characteristic, extracted from activity data, is developed using a two-stage process. Stage 1 models the per-minute activity counts of each fly using a zero-inflated autoregressive conditional Poisson model. These probabilities are allowed to vary hourly, reflecting the circadian and other cycles present in a fly's sleep architecture. A 5-day moving window is used to model data allowing the model parameters to vary over the course of the fly's life. The resulting probabilities capture information about changes in sleep patterns with …

Generalization Of Mitrinović–Pečarić Inequalities On Time Scales, Ahmed A. El-Deeb, Elvan Akin, Billur Kaymakçalan

Mathematics and Statistics Faculty Research & Creative Works

We prove some new inequalities of Mitrinović–Pečarić inequalities for convex functions on an arbitrary time scale using delta integrals. These inequalities extend and improve some known dynamic inequalities in the literature. The main results will be proved by using Hölder and Jensen inequalities and a simple consequence of Keller's and Poetzsche's chain rules on time scales.

Discrete Fractional Boundary Value Problems And Inequalities, Martin Bohner, Nick Fewster-Young

Mathematics and Statistics Faculty Research & Creative Works

In this paper, a general nonlinear discrete fractional boundary value problem is considered, of order between one and two. The main result is an existence theorem, proving the existence of at least one solution to the boundary value problem, subject to validity of a certain key inequality that allows unrestricted growth in the problem. The proof of this existence theorem is accomplished by using Brouwer's fixed point theorem as well as two other main results of this paper, namely, first, a result showing that the solutions of the boundary value problem are exactly the solutions to a certain equivalent integral …

Estimating Average Treatment Effect On The Treated Via Sufficient Dimension Reduction, Lu Li, Wei Luo, Xuerong Meggie Wen, Zhou Yu

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we propose to use sufficient dimension reduction (SDR) in conjunction with nonparametric techniques to estimate the average treatment effect on the treated (ATT), a parameter of common interest in causal inference. The proposed method is applicable under a general low-dimensional structure in the data and avoids both the risk of model misspecification and the "curse of dimensionality," for which it often outperforms the existing parametric and nonparametric methods. We develop the theoretical properties of the proposed method, including its asymptotic normality, its asymptotic super-efficiency, and its equivalent form as an augmented inverse probability weighting estimator. We also …

Oscillation And Nonoscillation Criteria For Four-Dimensional Advanced And Delay Time-Scale Systems, Elvan Akin, Gülşah Yenpi

Mathematics and Statistics Faculty Research & Creative Works

We obtain oscillation and Non oscillation criteria for solutions to four-dimensional advanced and delay systems of first-order dynamic equations on time scales. To establish oscillation criteria, we eliminate Non oscillatory solutions of the systems based on the sign of components of the solutions. Furthermore, some of our results are new in the discrete case.

Blood Biomarkers For Mild Traumatic Brain Injury: A Selective Review Of Unresolved Issues, Daniel B. Hier, Tayo Obafemi-Ajayi, Matthew S. Thimgan, Gayla R. Olbricht, Sima Azizi, Blaine Allen, Bassam A. Hadi, Donald C. Wunsch

Biological Sciences Faculty Research & Creative Works

Background: The use of blood biomarkers after mild traumatic brain injury (mTBI) has been widely studied. We have identified eight unresolved issues related to the use of five commonly investigated blood biomarkers: neurofilament light chain, ubiquitin carboxy-terminal hydrolase-L1, tau, S100B, and glial acidic fibrillary protein. We conducted a focused literature review of unresolved issues in three areas: mode of entry into and exit from the blood, kinetics of blood biomarkers in the blood, and predictive capacity of the blood biomarkers after mTBI.

Findings: Although a disruption of the blood brain barrier has been demonstrated in mild and severe traumatic brain …

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.

Dynamics Of Plane Waves In The Fractional Nonlinear Schrödinger Equation With Long-Range Dispersion, Siwei Duo, Taras I. Lakoba, Yanzhi Zhang

Mathematics and Statistics Faculty Research & Creative Works

We analytically and numerically investigate the stability and dynamics of the plane wave solutions of the fractional nonlinear Schrödinger (NLS) equation, where the long-range dispersion is described by the fractional Laplacian (−∆)α/2 . The linear stability analysis shows that plane wave solutions in the defocusing NLS are always stable if the power α ∈ [1, 2] but unstable for α ∈ (0, 1). In the focusing case, they can be linearly unstable for any α ∈ (0, 2]. We then apply the split-step Fourier spectral (SSFS) method to simulate the nonlinear stage of the plane waves dynamics. In agreement with …

Confluent Projections And Connectedness Of Inverse Limits, Włodzimierz J. Charatonik, Daria Michalik

Mathematics and Statistics Faculty Research & Creative Works

V. Nall proved that connectedness is preserved under inverse limits if the bounding functions are unions of functions with connected images. We show that for such functions the projections from the graph onto domain are confluent and we investigate relationships between functions satisfying this or similar conditions with confluence or openness of projections.

A Kinetic Model For Blood Biomarker Levels After Mild Traumatic Brain Injury, Sima Azizi, Daniel B. Hier, Blaine Allen, Tayo Obafemi-Ajayi, Gayla R. Olbricht, Matthew S. Thimgan, Donald C. Wunsch

Mathematics and Statistics Faculty Research & Creative Works

Traumatic brain injury (TBI) imposes a significant economic and social burden. The diagnosis and prognosis of mild TBI, also called concussion, is challenging. Concussions are common among contact sport athletes. After a blow to the head, it is often difficult to determine who has had a concussion, who should be withheld from play, if a concussed athlete is ready to return to the field, and which concussed athlete will develop a post-concussion syndrome. Biomarkers can be detected in the cerebrospinal fluid and blood after traumatic brain injury and their levels may have prognostic value. Despite significant investigation, questions remain as …

Efficient, Positive, And Energy Stable Schemes For Multi-D Poisson–Nernst–Planck Systems, Hailiang Liu, Wumaier Maimaitiyiming

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we design, analyze, and numerically validate positive and energy-dissipating schemes for solving the time-dependent multi-dimensional system of Poisson–Nernst–Planck equations, which has found much use in the modeling of biological membrane channels and semiconductor devices. The semi-implicit time discretization based on a reformulation of the system gives a well-posed elliptic system, which is shown to preserve solution positivity for arbitrary time steps. The first order (in time) fully discrete scheme is shown to preserve solution positivity and mass conservation unconditionally, and energy dissipation with only a mild O (1) time step restriction. The scheme is also shown to …

Photoelectron Sheath Near The Lunar Surface: Fully Kinetic Modeling And Uncertainty Quantification Analysis, Jianxun Zhao, Xinpeng Wei, Zhangli Hu, Xiaoming He, Daoru Frank Han, Zhen Hu, Xiaoping Du

Mathematics and Statistics Faculty Research & Creative Works

This paper presents a modeling and uncertainty quantification (UQ) study of the photoelectron sheath near the lunar surface. A fully kinetic 3-D finite-difference (FD) particle-in-cell (PIC) code is utilized to simulate the plasma interaction near the lunar surface and the resulting photoelectron sheath. For the uncertainty quantification analysis, this FD-PIC code is treated as a black box providing high-fidelity quantities of interest, which are also used to construct efficient reduced-order models to perform UQ analysis. 1-D configuration is chosen to present the analytic sheath solution as well as to demonstrate the procedure and capability of the UQ analysis.

Fully-Kinetic Particle-In-Cell Simulations Of Photoelectron Sheath On Uneven Lunar Surface, Jianxun Zhao, Xinpeng Wei, Xiaoming He, Daoru Frank Han, Xiaoping Du

Mathematics and Statistics Faculty Research & Creative Works

This paper presents a modeling and simulation study of the photoelectron sheath near uneven lunar surface. A fully kinetic 3-D finite-difference (FD) particle-in-cell (PIC) code is utilized to simulate the plasma interaction with local uneven surface terrain on the lunar surface in 2-D photoelectron sheaths. The code is first validated using a 1-D plasma charging and sheath problem by comparing with a semi-analytic solution. Good agreement is obtained. The 2-D FD-PIC simulations present the distributions of electric potential and charged species densities near the uneven lunar surface. It shows that the surface potential is highly influenced by the exposure to …

Stokes-Darcy System, Small-Darcy-Number Behaviour And Related Interfacial Conditions, Wenqi Lyu, Xiaoming Wang

Mathematics and Statistics Faculty Research & Creative Works

We show that the Stokes-Darcy system, which governs flows through adjacent porous and pure-fluid domains in the two-domain approach without forced filtration, can be recovered from the Helmholtz minimal dissipation principle. While the continuity of normal velocity across the interface is imposed explicitly for mass conservation, only the Beavers-Joseph-Saffman-Jones (BJSJ) interface boundary condition is imposed implicitly, and the balance of the normal-force interface boundary condition appears naturally in the variational process. This set of interface boundary conditions is well-accepted in the mathematics community. We show that these interfacial boundary conditions, at the physically important small-Darcy-number regime, are consistent with continuity …

Count Data Time Series Models And Their Applications, Yi Zhang

Doctoral Dissertations

“Due to fast developments of advanced sensors, count data sets have become ubiquitous in many fields. Modeling and forecasting such time series have generated great interest. Modeling can shed light on the behavior of the count series and to see how they are related to other factors such as the environmental conditions under which the data are generated. In this research, three approaches to modeling such count data are proposed.

First, a periodic autoregressive conditional Poisson (PACP) model is proposed as a natural generalization of the autoregressive conditional Poisson (ACP) model. By allowing for cyclical variations in the parameters of …

A Deep Learning Model To Predict Traumatic Brain Injury Severity And Outcome From Mr Images, Dacosta Yeboah, Hung Nguyen, Daniel B. Hier, Gayla R. Olbricht, Tayo Obafemi-Ajayi

Chemistry Faculty Research & Creative Works

For Many Neurological Disorders, Including Traumatic Brain Injury (TBI), Neuroimaging Information Plays a Crucial Role Determining Diagnosis and Prognosis. TBI is a Heterogeneous Disorder that Can Result in Lasting Physical, Emotional and Cognitive Impairments. Magnetic Resonance Imaging (MRI) is a Non-Invasive Technique that Uses Radio Waves to Reveal Fine Details of Brain Anatomy and Pathology. Although MRIs Are Interpreted by Radiologists, Advances Are Being Made in the Use of Deep Learning for MRI Interpretation. This Work Evaluates a Deep Learning Model based on a Residual Learning Convolutional Neural Network that Predicts TBI Severity from MR Images. the Model Achieved a …

Integrating Snp Data And Imputation Methods Into The Dna Methylation Analysis Framework, Yuqing Su

Doctoral Dissertations

"DNA methylation is a widely studied epigenetic modification that can influence the expression and regulation of functional genes, especially those related to aging, cancer and other diseases. The common goal of methylation studies is to find differences in methylation levels between samples collected under different conditions. Differences can be detected at the site level, but regulated methylation targets are most commonly clustered into short regions. Thus, identifying differentially methylated regions (DMRs) between different groups is of prime interest. Despite advanced technology that enables measuring methylation genome-wide, misinterpretations in the readings can arise due to the existence of single nucleotide polymorphisms …

Prediction Intervals For Fractionally Integrated Time Series And Volatility Models, Rukman Ekanayake

Doctoral Dissertations

"The two of the main formulations for modeling long range dependence in volatilities associated with financial time series are fractionally integrated generalized autoregressive conditional heteroscedastic (FIGARCH) and hyperbolic generalized autoregressive conditional heteroscedastic (HYGARCH) models. The traditional methods of constructing prediction intervals for volatility models, either employ a Gaussian error assumption or are based on asymptotic theory. However, many empirical studies show that the distribution of errors exhibit leptokurtic behavior. Therefore, the traditional prediction intervals developed for conditional volatility models yield poor coverage. An alternative is to employ residual bootstrap-based prediction intervals. One goal of this dissertation research is to develop …

Modeling Time Series With Conditional Heteroscedastic Structure, Ratnayake Mudiyanselage Isuru Panduka Ratnayake

Doctoral Dissertations

"Models with a conditional heteroscedastic variance structure play a vital role in many applications, including modeling financial volatility. In this dissertation several existing formulations, motivated by the Generalized Autoregressive Conditional Heteroscedastic model, are further generalized to provide more effective modeling of price range data well as count data. First, the Conditional Autoregressive Range (CARR) model is generalized by introducing a composite range-based multiplicative component formulation named the Composite CARR model. This formulation enables a more effective modeling of the long and short-term volatility components present in price range data. It treats the long-term volatility as a stochastic component that in …

A Brief On Optimal Transport, Austin G. Vandegriffe

Graduate Student Research & Creative Works

Optimal transport is an interesting and exciting application of measure theory to optimization and analysis. In the following, I will bring you through a detailed treatment of random variable couplings, transport plans, basic properties of transport plans, and finishing with the Wasserstein distance on spaces of probability measures with compact support. No detail is left out in this presentation, but some results have further generality and more intricate consequences when tools like measure disintegration are used. But this is left for future work.

A Brief On Characteristic Functions, Austin G. Vandegriffe

Graduate Student Research & Creative Works

Characteristic functions (CFs) are often used in problems involving convergence in distribution, independence of random variables, infinitely divisible distributions, and stochastics. The most famous use of characteristic functions is in the proof of the Central Limit Theorem, also known as the Fundamental Theorem of Statistics. Though less frequent, CFs have also been used in problems of nonparametric time series analysis and in machine learning. Moreover, CFs uniquely determine their distribution, much like the moment generating functions (MGFs), but the major difference is that CFs always exists, whereas MGFs can fail, e.g. the Cauchy distribution. This makes CFs more robust in …