Applied Mathematics Commons^™

Proof-Of-Concept For Converging Beam Small Animal Irradiator, Benjamin Insley

Dissertations and Theses (Open Access)

The Monte Carlo particle simulator TOPAS, the multiphysics solver COMSOL., and

several analytical radiation transport methods were employed to perform an in-depth proof-ofconcept

for a high dose rate, high precision converging beam small animal irradiation platform.

In the first aim of this work, a novel carbon nanotube-based compact X-ray tube optimized for

high output and high directionality was designed and characterized. In the second aim, an

optimization algorithm was developed to customize a collimator geometry for this unique Xray

source to simultaneously maximize the irradiator’s intensity and precision. Then, a full

converging beam irradiator apparatus was fit with a multitude …

The Mathematics Of Financial Portfolio Optimization Incorporating Environmental, Social, And Governance Score Information, Ian Driskill

Master's Theses

We numerically investigate the effects that Environmental, Social, and Governance (ESG) scores have on portfolio optimization with Modern Portfolio Theory assumptions and how ESG scores correlate with the market returns of a rated company's stock. Additionally, we review and analyze a research paper published in the Journal of Financial Economics regarding ESG investing titled “Responsible investing: The ESG-efficient frontier” by Pedersen, Fitzgibbons, and Lukasz. Our overall goal is provide insight for socially responsible inclined investors, to help them understand what ESG scores tell us and how those scores may effect their overall investment returns."

Bidding Strategy For A Wind Power Producer In Us Energy And Reserve Markets, Anne Stratman

Department of Electrical and Computer Engineering: Dissertations, Theses, and Student Research

Wind power is one of the world's fastest-growing renewable energy resources and has expanded quickly within the US electric grid. Currently, wind power producers (WPPs) may sell energy products in US markets but are not allowed to sell reserve products, due to the uncertain and intermittent nature of wind power. However, as wind’s share of the power supply grows, it may eventually be necessary for WPPs to contribute to system-wide reserves. This paper proposes a stochastic optimization model to determine the optimal offer strategy for a WPP that participates in the day-ahead and real-time energy and spinning reserve markets. The …

Analysis And Construction Of Artificial Neural Networks For The Heat Equations, And Their Associated Parameters, Depths, And Accuracies., Shakil Ahmed Rafi

Graduate Theses and Dissertations

This dissertation seeks to explore a certain calculus for artificial neural networks. Specifically we will be looking at versions of the heat equation, and exploring strategies on how to approximate them.

Our strategy towards the beginning will be to take a technique called Multi-Level Picard (MLP), and present a simplified version of it showing that it converges to a solution of the equation (^∂/_∂t u_d ) (t, x) = (∇² _x u_d)(t, x).

We will then take a small detour exploring the viscosity super-solution properties of solutions to such …

Generalizations Of The Hardy Spaces And The Schwarz Boundary Value Problem, William L. Blair

Graduate Theses and Dissertations

We prove that many of the boundary properties associated with functions in the classic holomorphic Hardy spaces on the complex unit disk are present in Hardy classes of solutions to certain nonhomogeneous Cauchy-Riemann equations and higher-order generalizations of these equations. Also, we explicitly solve generalizations of the Schwarz boundary value problem on the complex unit disk and the upper-half plane when the boundary condition is in terms of boundary values in the sense of distributions.

Modeling Prices In Limit Order Book Using Univariate Hawkes Point Process, Wenqing Jiang

LSU New Orleans Theses and Dissertations

This thesis presents a time-changed geometric Brownian price model with the univariate Hawkes processes to trace the price changes in a limit order book. Limit order books are the core mechanism for trading in modern financial markets, continuously collecting outstanding buy and sell orders from market participants. The arrival of orders causes fluctuations in prices over time. A Hawkes process is a type of point process that exhibits self-exciting behavior, where the occurrence of one event increases the probability of other events happening in the near future. This makes Hawkes processes well-suited for capturing the clustered arrival patterns of orders …

System Identification For Motion Control Of Unmanned Aerial Vehicles Platform, Raj Ramesh Agarwal

Theses and Dissertations

Comprehensive research on Unmanned Aerial Vehicles (UAV) system identification for motion control parameters is presented in this thesis, with a focus on the necessity of precise control and improved performance. Using Pseudorandom Binary Sequence (PRBS) and Normally Distributed Random Numbers, it presents a unique technique for excitation of UAV dynamic systems. It also shows how effective random signals are in time-domain identification for precise control in a range of flying circumstances. The piece of research includes a thorough analysis and implementation of various approaches and its further improvements, highlighting the benefits and drawbacks of each. These approaches include the free …

Representation Learning For Generative Models With Applications To Healthcare, Astronautics, And Aviation, Van Minh Nguyen

Theses and Dissertations

This dissertation explores applications of representation learning and generative models to challenges in healthcare, astronautics, and aviation.

The first part investigates the use of Generative Adversarial Networks (GANs) to synthesize realistic electronic health record (EHR) data. An initial attempt at training a GAN on the MIMIC-IV dataset encountered stability and convergence issues, motivating a deeper study of 1-Lipschitz regularization techniques for Auxiliary Classifier GANs (AC-GANs). An extensive ablation study on the CIFAR-10 dataset found that Spectral Normalization is key for AC-GAN stability and performance, while Weight Clipping fails to converge without Spectral Normalization. Analysis of the training dynamics provided further …

Bayesian Estimation Of Reproduction Numbers From Distributions Of Outbreaks Sizes: Branching Process Approach, Alberta Araba Johnson

Theses and Dissertations

The Generalized Poisson distribution is useful in modeling epidemiological processes as a branching stochastic processes problem. Our goal is to construct accurate and reliable estimators for the reproduction number (R0) (i.e., the number of secondary infections), particularly in the context of disease outbreaks modeled by a Galton-Watson process. Towards this goal, we construct the classical Bayes estimator, the Maximum Likelihood estimator, and the Empirical Bayes (EB) estimator under the Square Error Loss function in Chapter II. We prove that the Empirical Bayes estimator is asymptotically optimal and estimate the rate of convergence. We then proceed to monotonize the Empirical Bayes …

Variational Bias Sampling For Collaborative Filtering Recommender Systems, Prisca Stephens

Theses and Dissertations

Advancements in digitalization has yielded enormous growth of data on online platforms, overwhelming users with multitude of options to choose from. Recommender systems narrow down these options to a few relevant ones thereby facilitating the decision-making processes for users. This study presents a framework for integrating variational bias sampling into model-based collaborative filtering techniques for recommender systems. Variational bias sampling is a novel and unique way to account for random factors that affect explicit ratings in collaborative filtering recommender systems. A Gaussian distribution is used to model all the possible random factors that could affect ratings. Sampling user and item …

The Perspectives Of Using Desmos For Students’ Conceptual Understanding And Procedural Fluency To Solve Linear Equations, Larmel Dimatulac Madrilejos

Theses and Dissertations

The study examines the perspectives of using the Desmos calculator of Algebra I students' conceptual understanding and procedural fluency to write, graph, and solve linear equations in Algebra I STAAR. While the students have continuously used technology for mathematics assessment, emergent bilingual students in South Texas still need help passing high-stakes testing. The framework of the study is grounded in the theory of mathematical education (knowledge of mathematics educators to teach), the theory of mathematical learning (understanding how students learn mathematics), and social constructivism. The study seeks ways to teach all students, mainly the minority, to learn …

Interpreting Shift Encoders As State Space Models For Stationary Time Series, Patrick Donkoh

Electronic Theses and Dissertations

Time series analysis is a statistical technique used to analyze sequential data points collected or recorded over time. While traditional models such as autoregressive models and moving average models have performed sufficiently for time series analysis, the advent of artificial neural networks has provided models that have suggested improved performance. In this research, we provide a custom neural network; a shift encoder that can capture the intricate temporal patterns of time series data. We then compare the sparse matrix of the shift encoder to the parameters of the autoregressive model and observe the similarities. We further explore how we can …

Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger

Master's Theses

In this work, we study the use of modern portfolio theory in a cost-risk analysis of the Electric Reliability Council of Texas (ERCOT). Based upon the risk-return concepts of modern portfolio theory, we develop an n-asset minimization problem to create a risk-cost frontier of portfolios of technologies within the ERCOT electricity region. The levelized cost of electricity for each technology in the region is a step in evaluating the expected cost of the portfolio, and the historical data of cost factors estimate the variance of cost for each technology. In addition, there are several constraints in our minimization problem to …

Modeling Vibration Stiffness: An Analytical Extension Of Hertzian Theory For Angular Contact Bearings With A Thin Viscoelastic Coating, Davis R. Burton

Honors Theses

This thesis considers the novel angular contact rolling-element bearings proposed by NASA’s Glenn Research Center, which are coated with a thin solid lubricant that exhibits viscoelastic behavior. Current analytical models for the dynamic stiffness matrix of angular contact bearings, critical for vibration analysis, lack the ability to model the effects of a solid coating, as well as the time dependencies inherent in viscoelastic theory. The author first presents an overview of the stiffness matrix derivation, followed by a treatment of the underlying Hertzian contact theory. An analytical extension of this theory is proposed which accounts for a thin elastic layer …

Convergence Estimate Of Minimal Residual Methods And Random Sketching Of Krylov Subspace Methods, Peter Westerbaan

All Dissertations

This study concerns two main issues in numerical linear algebra: convergence estimate of minimal residual methods based on explicit construction of approximate min-max polynomials for in- definite matrices, and development and analysis of Krylov subspace methods using non-orthonormal basis vectors based on random sketching. For a matrix A with spectrum Λ(A), it is well known that the min-max polynomial problem min max |pk (z)| pk ∈Pk, pk (0)=1, z∈Λ(A) is used to bound the relative error of Krylov subspace minimum residual methods or similar methods. For a symmetric positive definite matrix A, the min-max polynomial for the Conjugate Gradient (CG) …

Information Based Approach For Detecting Change Points In Inverse Gaussian Model With Applications, Alexis Anne Wallace

Electronic Theses, Projects, and Dissertations

Change point analysis is a method used to estimate the time point at which a change in the mean or variance of data occurs. It is widely used as changes appear in various datasets such as the stock market, temperature, and quality control, allowing statisticians to take appropriate measures to mitigate financial losses, operational disruptions, or other adverse impacts. In this thesis, we develop a change point detection procedure in the Inverse Gaussian (IG) model using the Modified Information Criterion (MIC). The IG distribution, originating as the distribution of the first passage time of Brownian motion with positive drift, offers …

Approximation Via Degree Reduction Of Nonlinearities With Applications To Turbulent Flows, Flame Fronts, And Magnetohydrodynamics, Matthew Enlow

Dissertations and Doctoral Documents, University of Nebraska-Lincoln, 2023–

We perform an analytical and computational investigation on the effectiveness of a locally bounded truncation function, which we call a calming function, when applied to the nonlinear terms of several dissipative partial differential equations. In particular, the 3D Navier-Stokes equations of incompressible fluid flow, the 2D Kuramoto-Sivashinsky equations of laminar flame fronts, and the 2D MHD-Boussinesq equations of magnetohydrodynamics. Each of these equations have open questions about the global existence and uniqueness of their solutions. These calming functions effectively reduce the algebraic degree of select nonlinear terms, thus one can verify global wellposedness for these "calmed systems." More specifically, in …

Models Of Functional Redundancy In Ecological Communities, Sandra Annie Tsiorintsoa

All Dissertations

Functional redundancy is the number of taxa that perform a given function within a given community. In most systems, high levels of functional redundancy are important, because they contribute to ecosystem stability. However, we currently have very little understanding of why functional redundancy varies among communities. One possible factor that could affect functional redundancy is environmental complexity. Many studies show that simplified ecosystems harbor communities with lower taxon diversity. What is less clear is if this simplicity and lower taxon diversity also affects functional redundancy. To answer this question, we use metacommunity models to explore the connection between environmental complexity …

Domain Decomposition Methods For Fluid-Structure Interaction Problems Involving Elastic, Porous, Or Poroelastic Structures, Hemanta Kunwar

All Dissertations

We introduce two global-in-time domain decomposition methods, namely the Steklov-Poincare method and Schwarz waveform relaxation (SWR) method using Robin transmission conditions (or the Robin method), for solving fluid-structure interaction systems involving elastic, porous, or poroelastic structure. These methods allow us to formulate the coupled system as a space-time interface problem and apply iterative algorithms directly to the evolutionary problem. Each time-dependent fluid and the structure subdomain problem is solved independently, which enables the use of different time discretization schemes and time step sizes in the subsystems. This leads to an efficient way of simulating time-dependent multiphysics phenomena. For the fluid-porous …

Deterministic Global 3d Fractal Cloud Model For Synthetic Scene Generation, Aaron M. Schinder, Shannon R. Young, Bryan J. Steward, Michael L. Dexter, Andrew Kondrath, Stephen Hinton, Ricardo Davila

Faculty Publications

This paper describes the creation of a fast, deterministic, 3D fractal cloud renderer for the AFIT Sensor and Scene Emulation Tool (ASSET). The renderer generates 3D clouds by ray marching through a volume and sampling the level-set of a fractal function. The fractal function is distorted by a displacement map, which is generated using horizontal wind data from a Global Forecast System (GFS) weather file. The vertical windspeed and relative humidity are used to mask the creation of clouds to match realistic large-scale weather patterns over the Earth. Small-scale detail is provided by the fractal functions which are tuned to …