Statistics and Probability Commons^™

Qualitative Theory Of Differential Equations, Difference Equations, And Dynamic Equations On Time Scales, Tongxing Li, Martin Bohner, Tuncay Candan, Yuriy V. Rogovchenko, Qi-Ru Wang

Mathematics and Statistics Faculty Research & Creative Works

This issue on qualitative analysis on differential, fractional differential, and dynamic equations and related topics aims at an all-around research and the state-of-the-art theoretical, numerical, and practical achievements that contribute to this field.

A Dual-Porosity-Stokes Model And Finite Element Method For Coupling Dual-Porosity Flow And Free Flow, Jiangyong Hou, Meilan Qiu, Xiaoming He, Chaohua Guo, Mingzhen Wei, Baojun Bai

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we propose and numerically solve a new model considering confined flow in dual-porosity media coupled with free flow in embedded macrofractures and conduits. Such situation arises, for example, for fluid flows in hydraulic fractured tight/shale oil/gas reservoirs. The flow in dual-porosity media, which consists of both matrix and microfractures, is described by a dual-porosity model. And the flow in the macrofractures and conduits is governed by the Stokes equation. Then the two models are coupled through four physically valid interface conditions on the interface between dual-porosity media and macrofractures/conduits, which play a key role in a physically …

Oscillation Criteria For Third-Order Functional Differential Equations With Damping, Martin Bohner, Said R. Grace, Irena Jadlovska

Mathematics and Statistics Faculty Research & Creative Works

This paper is a continuation of the recent study by Bohner et al [9] on oscillation properties of nonlinear third order functional differential equation under the assumption that the second order differential equation is nonoscillatory. We consider both the delayed and advanced case of the studied equation. The presented results correct and extend earlier ones. Several illustrative examples are included.

Is There A Symmetric Version Of Hindman's Theorem?, Ethan Akin, Eli Glasner

Mathematics and Statistics Faculty Research & Creative Works

We show that there does not exist a symmetric version of Hindman's Theorem, or more explicitly, that the property of containing a symmetric IP-set is not divisible. We consider several related dynamics questions.

Asymptotic Behavior Of Certain Integrodifferential Equations, Said R. Grace, Elvan Akin

Mathematics and Statistics Faculty Research & Creative Works

This paper deals with asymptotic behavior of nonoscillatory solutions of certain forced integrodifferential equations of the form: (a(t)x'(t))' = e (t) + ∫ ^t_c (t - s)^{α - 1}k(t,s)ƒ(s,x(s))ds, c > 1, 0 < α < 1. From the obtained results, we derive a technique which can be applied to some related integrodifferential as well as integral equations.

Nonoscillation Criteria For Two-Dimensional Time-Scale Systems, Ozkan Ozturk, Elvan Akin

Mathematics and Statistics Faculty Research & Creative Works

We study the existence and nonexistence of nonoscillatory solutions of a two-dimensional system of first-order dynamic equations on time scales. Our approach is based on the Knaster and Schauder fixed point theorems and some certain integral conditions. Examples are given to illustrate some of our main results.

Qualitative Analysis On Differential, Fractional Differential, And Dynamic Equations And Related Topics, Said R. Grace, Taher S. Hassan, Shurong Sun, Elvan Akin

Mathematics and Statistics Faculty Research & Creative Works

This issue on qualitative analysis on differential, fractional differential, and dynamic equations and related topics aims at an all-around research and the state-of-the-art theoretical, numerical, and practical achievements that contribute to this field.

Sneak-Out Principle On Time Scales, Martin Bohner, Samir H. Saker

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we show that the so-called "sneak-out principle" for discrete inequalities is valid also on a general time scale. In particular, we prove some new dynamic inequalities on time scales which as special cases contain discrete inequalities obtained by Bennett and Grosse-Erdmann. The main results also are used to formulate the corresponding continuous integral inequalities, and these are essentially new. The techniques employed in this paper are elementary and rely mainly on the time scales integration by parts rule, the time scales chain rule, the time scales Hölder inequality, and the time scales Minkowski inequality.

Oscillation Criteria For Fourth Order Nonlinear Positive Delay Differential Equations With A Middle Term, Said R. Grace, Elvan Akin

Mathematics and Statistics Faculty Research & Creative Works

In this article, we establish some new criteria for the oscillation of fourth order nonlinear delay differential equations of the form (Equation presented) provided that the second order equation (Equation presented) is nonoscillatiory or oscillatory. This equation with g(t) = t is considered in [8] and some oscillation criteria for this equation via certain energy functions are established. Here, we continue the study on the oscillatory behavior of this equation via some inequalities.

Modeling Daily Electricity Load Curve Using Cubic Splines And Functional Principal Components, Abdelmonaem Salem Jornaz

Doctoral Dissertations

"Forecasting electricity load is very important to the electric utilities as well as producers of power because accurate predictions can cut down costs by avoiding power shortages or surpluses. Of specific interest is the 24-hour daily electricity load profile, which provides insight into periods of high demand and periods where the use of electricity is at a minimum. Researchers have proposed many approaches to modeling electricity prices, real-time load, and day-ahead demand, with varying success. In this dissertation three new approaches to modeling and forecasting the 24-hour daily electricity load profiles are presented. The application of the proposed methods is …

On The Double Chain Ladder For Reserve Estimation With Bootstrap Applications, Larissa Schoepf

Masters Theses

"To avoid insolvency, insurance companies must have enough reserves to fulfill their present and future commitment-refer to in this thesis as outstanding claims towards policyholders. This entails having an accurate and reliable estimate of funds necessary to cover those claims as they are presented. One of the major techniques used by practitioners and researchers is the single chain ladder method. However, though most popular and widely used, the method does not offer a good understanding of the distributional properties of the way claims evolve. In a series of recent papers, researchers have focused on two potential components of outstanding claims, …

Discrete Grüss Type Inequality On Fractional Calculus, Elvan Akin, Serkan Asliyuce, Ayse Feza Guvenilir, Billur Kaymakcalan

Mathematics and Statistics Faculty Research & Creative Works

We give a discrete Grüss type inequality on fractional calculus.

Subexponential Solutions Of Linear Volterra Difference Equations, Martin Bohner, Nasrin Sultana

Mathematics and Statistics Faculty Research & Creative Works

We study the asymptotic behavior of the solutions of a scalar convolution sum-difference equation. The rate of convergence of the solution is found by determining the asymptotic behavior of the solution of the transient renewal equation.

Hartogs-Type Extension For Tube-Like Domains In C², Al Boggess, Roman Dwilewicz, Zbigniew Slodkowski

Mathematics and Statistics Faculty Research & Creative Works

In this paper we consider the Hartogs-type extension problem for unbounded domains in C². An easy necessary condition for a domain to be of Hartogs-type is that there is not a closed (in C²) complex variety of codimension one in the domain which is given by a holomorphic function smooth up to the boundary. The question is, how far this necessary condition is from the sufficient one? To show how complicated this question is, we give a class of tube-like domains which contain a complex line in the boundary which are either of Hartogs-type or not, …

Long-Time Dynamics Of 2d Double-Diffusive Convection: Analysis And/Of Numerics, Florentina Tone, Xiaoming Wang, Djoko Wirosoetisno

Mathematics and Statistics Faculty Research & Creative Works

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme (based on backward differentiation formula for the time derivative) which treats the non-linear term explicitly. Uniform bounds on the solutions of both the continuous and discrete models are derived (under a timestep restriction for the discrete model), proving the existence of attractors and invariant measures supported on them. as a consequence, the convergence of the attractors and longtime statistical properties of the discrete model to those of the continuous one in the limit of vanishing timestep can be obtained following established methods.

What You Gotta Know To Play Good In The Iterated Prisoner’S Dilemma, Ethan Akin

Mathematics and Statistics Faculty Research & Creative Works

For the iterated Prisoner's Dilemma there exist good strategies which solve the problem when we restrict attention to the long-term average payoff. When used by both players, these assure the cooperative payoff for each of them. Neither player can benefit by moving unilaterally to any other strategy, i.e., these provide Nash equilibria. In addition, if a player uses instead an alternative which decreases the opponent's payoff below the cooperative level, then his own payoff is decreased as well. Thus, if we limit attention to the long-term payoff, these strategies effectively stabilize cooperative behavior. The existence of such strategies follows from …

Global Attractor Of Solutions Of A Rational System In The Plane, Miron B. Bekker, Martin Bohner, Hristo D. Voulov

Mathematics and Statistics Faculty Research & Creative Works

We consider a two-dimensional autonomous system of rational difference equations with three positive parameters. It was conjectured that every positive solution of this system converges to a finite limit. Here we confirm this conjecture, subject to an additional assumption.

Day Of The Week Effect In Returns And Volatility Of The S&P 500 Sector Indices, Juan Liu

Masters Theses

"Previous studies have shown that returns associated with the stock market or foreign exchange's futures show variations across the day of the week. On such study, that employs a modified GARCH model for estimation, shows that returns associated with the S&P 500 stock index is highest on Wednesday and lowest returns on Monday. The same study shows that volatility is highest on Fridays and lowest on Wednesdays. In this study we investigate if this day-of-the-week effect on returns and volatility is present in the different sectors that constitute the S&P 500 index. The data set used provides daily returns from …

A Domain Decomposition Method For The Steady-State Navier-Stokes-Darcy Model With Beavers-Joseph Interface Condition, Xiaoming He, Jian Li, Yanping Lin, Ju Ming

Mathematics and Statistics Faculty Research & Creative Works

This paper proposes and analyzes a Robin-type multiphysics domain decomposition method (DDM) for the steady-state Navier-Stokes-Darcy model with three interface conditions. In addition to the two regular interface conditions for the mass conservation and the force balance, the Beavers-Joseph condition is used as the interface condition in the tangential direction. The major mathematical difficulty in adopting the Beavers-Joseph condition is that it creates an indefinite leading order contribution to the total energy budget of the system [Y. Cao et al., Comm. Math. Sci., 8 (2010), pp. 1-25; Y. Cao et al., SIAM J. Numer. Anal., 47 (2010), pp. 4239-4256]. In …

Application Of Loglinear Models To Claims Triangle Runoff Data, Netanya Lee Martin

Masters Theses

"In this thesis, we presented in detail different aspects of Verrall's chain ladder method and their advantages and disadvantages. Insurance companies must ensure there are enough reserves to cover future claims. To that end, it is useful to estimate mean expected losses. The chain ladder technique under a general linear model is the most widely used method for such estimation in property and casualty insurance. Verrall's chain ladder technique develops estimators for loss development ratios, mean expected ultimate claims, Bayesian premiums, and Bühlmann credibility premiums. The chain ladder technique can be used to estimate loss development in cases where data …

Space-Based Relative Multitarget Tracking, Keith Allen Legrand

Masters Theses

"Access to space has expanded dramatically over the past decade. The growing popularity of small satellites, specifically cubesats, and the following launch initiatives have resulted in exponentially growing launch numbers into low Earth orbit. This growing congestion in space has punctuated the need for local space monitoring and autonomous satellite inspection. This work describes the development of a framework for monitoring local space and tracking multiple objects concurrently in a satellite's neighborhood. The development of this multitarget tracking systems has produced collateral developments in numerical methods, relative orbital mechanics, and initial relative orbit determination.

This work belongs to a class …

Uncertainty Quantification Of Turbulence Model Closure Coefficients For Transonic Wall-Bounded Flows, John Anthony Schaefer

Masters Theses

"The goal of this work was to quantify the uncertainty and sensitivity of commonly used turbulence models in Reynolds-Averaged Navier-Stokes codes due to uncertainty in the values of closure coefficients for transonic, wall-bounded flows and to rank the contribution of each coefficient to uncertainty in various output flow quantities of interest. Specifically, uncertainty quantification of turbulence model closure coefficients was performed for transonic flow over an axisymmetric bump at zero degrees angle of attack and the RAE 2822 transonic airfoil at a lift coefficient of 0.744. Three turbulence models were considered: the Spalart-Allmaras Model, Wilcox (2006) k-ω Model, and the …

Steam Flooding Screening And Eor Prediction By Using Clustering Algorithm And Data Visualization, Na Zhang

Masters Theses

"Enhanced Oil Recovery (EOR) techniques are vitally important in the oil industry because these techniques could not only extend the life of wells, but also produce 10% to 30% additional oil from the reservoir. However, selecting the most suitable EOR techniques for unknown reservoirs is not easy for decision making. Based on literature, EOR screening criteria could help to find the best candidates for unknown projects, which is classified into two categories: conventional EOR screening and advanced EOR screening. In this research, an artificial intelligent (AI) method, hierarchical clustering algorithm, is adapted to analyze both steam flooding projects and worldwide …

Computational Intelligence Based Complex Adaptive System-Of-Systems Architecture Evolution Strategy, Siddharth Agarwal

Doctoral Dissertations

The dynamic planning for a system-of-systems (SoS) is a challenging endeavor. Large scale organizations and operations constantly face challenges to incorporate new systems and upgrade existing systems over a period of time under threats, constrained budget and uncertainty. It is therefore necessary for the program managers to be able to look at the future scenarios and critically assess the impact of technology and stakeholder changes. Managers and engineers are always looking for options that signify affordable acquisition selections and lessen the cycle time for early acquisition and new technology addition. This research helps in analyzing sequential decisions in an evolving …

Investigation Of Robust Optimization And Evidence Theory With Stochastic Expansions For Aerospace Applications Under Mixed Uncertainty, Harsheel R. Shah

Doctoral Dissertations

One of the primary objectives of this research is to develop a method to model and propagate mixed (aleatory and epistemic) uncertainty in aerospace simulations using DSTE. In order to avoid excessive computational cost associated with large scale applications and the evaluation of Dempster Shafer structures, stochastic expansions are implemented for efficient UQ. The mixed UQ with DSTE approach was demonstrated on an analytical example and high fidelity computational fluid dynamics (CFD) study of transonic flow over a RAE 2822 airfoil.

Another objective is to devise a DSTE based performance assessment framework through the use of quantification of margins and …

Essays On Unit Root Testing In Time Series, Xiao Zhong

Doctoral Dissertations

"Unit root tests are frequently employed by applied time series analysts to determine if the underlying model that generates an empirical process has a component that can be well-described by a random walk. More specifically, when the time series can be modeled using an autoregressive moving average (ARMA) process, such tests aim to determine if the autoregressive (AR) polynomial has one or more unit roots. The effect of economic shocks do not diminish with time when there is one or more unit roots in the AR polynomial, whereas the contribution of shocks decay geometrically when all the roots are outside …

Small Sample Saddlepoint Confidence Intervals In Epidemiology, Pasan Manuranga Edirisinghe

Doctoral Dissertations

"In section 1, we develop a novel method of confidence interval construction for directly standardized rates. These intervals involve saddlepoint approximations to the intractable distribution of a weighted sum of Poisson random variables and the determination of hypothetical Poisson mean values for each of the age groups. Simulation studies show that, in terms of coverage probability and length, the saddlepoint confidence interval (SP) outperforms four competing confidence intervals obtained from the moment matching (M8), gamma-based (G1,G4) and ABC bootstrap (ABC) methods.

In section 2, we first consider Brillinger's classical model for a vital rate estimate with a random denominator. We …

Small Sample Umpu Equivalence Testing Based On Saddlepoint Approximations, Renren Zhao

Doctoral Dissertations

"In the first section, we consider small sample equivalence tests for exponentiality. Statistical inference in this setting is particularly challenging since equivalence testing procedures typically require a much larger sample size, in comparison to classical "difference tests", to perform well. We make use of Butler's marginal likelihood for the shape parameter of a gamma distribution in our development of equivalence tests for exponentiality. We consider two procedures using the principle of confidence interval inclusion, four Bayesian methods, and the uniformly most powerful unbiased (UMPU) test where a saddlepoint approximation to the intractable distribution of a canonical sufficient statistic is used. …

Oscillation Of Second-Order Emden–Fowler Neutral Delay Differential Equations, Ravi P. Agarwal, Martin Bohner, Tongxing Li, Chenghui Zhang

Mathematics and Statistics Faculty Research & Creative Works

We establish some new criteria for the oscillation of second-order Emden–Fowler neutral delay differential equations. We study the case of super linear and the case of sublinear equations subject to various conditions. The results obtained show that the presence of a neutral term in a differential equation can cause or destroy oscillatory properties. Several examples are provided to illustrate the relevance of new theorems.

Planarity Of Whitney Levels, Jorbe Bustamante, W. J. Charatonik, Raul Escobedo

Mathematics and Statistics Faculty Research & Creative Works

First, we characterize all locally connected continua whose all Whitney levels are planar. Second, we show by example that planarity is not a (strong) Whitney reversible property. This answers a question from Illanes-Nadler book [2].