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Articles 2371 - 2400 of 7997

Full-Text Articles in Physical Sciences and Mathematics

Quasilinearization And Boundary Value Problems For Riemann-Liouville Fractional Differential Equations, Paul W. Eloe, Jaganmohan Jonnalagadda Jan 2019

Quasilinearization And Boundary Value Problems For Riemann-Liouville Fractional Differential Equations, Paul W. Eloe, Jaganmohan Jonnalagadda

Mathematics Faculty Publications

We apply the quasilinearization method to a Dirichlet boundary value problem and to a right focal boundary value problem for a RiemannLiouville fractional differential equation. First, we sue the method of upper and lower solutions to obtain the uniqueness of solutions of the Dirichlet boundary value problem. Next, we apply a suitable fixed point theorem to establish the existence of solutions. We develop a quasilinearization algorithm and construct sequences of approximate solutions that converge monotonically and quadratically to the unique solution of the boundary value problem. Two examples are exhibited to illustrate the main result for the Dirichlet boundary value …


Comparison Of Green's Functions For A Family Of Boundary Value Problems For Fractional Difference Equations, Paul W. Eloe, Catherine Kublik, Jeffrey T. Neugebauer Jan 2019

Comparison Of Green's Functions For A Family Of Boundary Value Problems For Fractional Difference Equations, Paul W. Eloe, Catherine Kublik, Jeffrey T. Neugebauer

Mathematics Faculty Publications

In this paper, we obtain sign conditions and comparison theorems for Green's functions of a family of boundary value problems for a Riemann-Liouville type delta fractional difference equation. Moreover, we show that as the length of the domain diverges to infinity, each Green's function converges to a uniquely defined Green's function of a singular boundary value problem.


The Large Contraction Principle And Existence Of Periodic Solutions For Infinite Delay Volterra Difference Equations, Paul W. Eloe, Jaganmohan Jonnalagadda, Youssef Raffoul Jan 2019

The Large Contraction Principle And Existence Of Periodic Solutions For Infinite Delay Volterra Difference Equations, Paul W. Eloe, Jaganmohan Jonnalagadda, Youssef Raffoul

Mathematics Faculty Publications

In this article, we establish sufficient conditions for the existence of periodic solutions of a nonlinear infinite delay Volterra difference equation. (See paper for equation.)

We employ a Krasnosel’skii type fixed point theorem, originally proved by Burton. The primary sufficient condition is not verifiable in terms of the parameters of the difference equation, and so we provide three applications in which the primary sufficient condition is verified.


Decision Making Under Uncertainty With Applications To Geosciences And Finance, Laxman Bokati Jan 2019

Decision Making Under Uncertainty With Applications To Geosciences And Finance, Laxman Bokati

Open Access Theses & Dissertations

In many practical situations, we need to make a decision. In engineering, we need to decide on the best design of a system, and, for existing systems â?? on the best control strategy. In financial applications, we need to decide what is the best way to invest money. In geosciences, we need to decide whether we should explore a possible mineral deposit â?? or whether we should perform more experiments and measurements (and what exactly). In some cases, we can compute the exact consequences of each decision - e.g., if we are controlling a satellite. However, in many other cases, …


Intermediate Cell States In Epithelial-To-Mesenchymal Transition, Yutong Sha, Daniel Haensel, Guadalupe Gutierrez, Huijing Du, Xing Dai, Qing Nie Jan 2019

Intermediate Cell States In Epithelial-To-Mesenchymal Transition, Yutong Sha, Daniel Haensel, Guadalupe Gutierrez, Huijing Du, Xing Dai, Qing Nie

Department of Mathematics: Faculty Publications

The transition of epithelial cells into a mesenchymal state (epithelial-to-mesenchymal transition or EMT) is a highly dynamic process implicated in various biological processes. During EMT, cells do not necessarily exist in ‘pure’ epithelial or mesenchymal states. There are cells with mixed (or hybrid) features of the two, which are termed as the intermediate cell states (ICSs). While the exact functions of ICS remain elusive, together with EMT it appears to play important roles in embryogenesis, tissue development, and pathological processes such as cancer metastasis. Recent single cell experiments and advanced mathematical modeling have improved our capability in identifying ICS and …


Persistence Metrics For A River Population In A Two-Dimensional Benthic-Drift Model, Yu Jin, Qihua Huang, Julia Blackburn, Mark A. Lewis Jan 2019

Persistence Metrics For A River Population In A Two-Dimensional Benthic-Drift Model, Yu Jin, Qihua Huang, Julia Blackburn, Mark A. Lewis

Department of Mathematics: Faculty Publications

The study of population persistence in river ecosystems is key for understanding population dynamics, invasions, and instream flow needs. In this paper, we extend theories of persistence measures for population models in one-dimensional rivers to a benthic-drift model in two-dimensional depth- averaged rivers. We define the fundamental niche and the source and sink metric, and establish the net reproductive rate R0 to determine global persistence of a population in a spatially heterogeneous two-dimensional river. We then couple the benthic-drift model into the two-dimensional computational river model, River2D, to study the growth and persistence of a population and its source …


Time And Finance: Exploring Variance In The Black-Scholes Model, Edward Chase Skorupa Jan 2019

Time And Finance: Exploring Variance In The Black-Scholes Model, Edward Chase Skorupa

Senior Projects Spring 2019

In their 1973 paper, The Pricing of Options and Corporate Liabilities, Fischer Black and Myron Scholes published mathematical methods they had devised with the goal of accurately pricing European options. When using the model to predict future options prices, all input variables in the model can be empirically viewed, and calculated, at present time except for the future volatility of the underlying security. Retrospectively analyzing the volatility implied by the Black-Scholes model using price history shows that this implied volatility is an inaccurate estimate of actual future volatility. This project sought to explore the relationship between the implied future volatility …


Discontinuous Galerkin Methods For Convection-Diffusion Equations And Applications In Petroleum Engineering, Nattaporn Chuenjarern Jan 2019

Discontinuous Galerkin Methods For Convection-Diffusion Equations And Applications In Petroleum Engineering, Nattaporn Chuenjarern

Dissertations, Master's Theses and Master's Reports

This dissertation contains research in discontinuous Galerkin (DG) methods applying to convection-diffusion equations. It contains both theoretical analysis and applications. Initially, we develop a conservative local discontinuous Galerkin (LDG) method for the coupled system of compressible miscible displacement problem in two space dimensions. The main difficulty is how to deal with the discontinuity of approximations of velocity, u, in the convection term across the cell interfaces. To overcome the problems, we apply the idea of LDG with IMEX time marching using the diffusion term to control the convection term. Optimal error estimates in Linfinity(0, T; L2 …


Approximation Of The Generalized Singular Value Expansion, Matthew Jacob Roberts Jan 2019

Approximation Of The Generalized Singular Value Expansion, Matthew Jacob Roberts

Dissertations, Master's Theses and Master's Reports

Let $X$, $Y$, and $Z$ be real separable Hilbert spaces, let $T:X \to Y$ be a compact operator, and let $L:D(L) \to Z$ be a closed and densely defined linear operator. Then the generalized singular value expansion (GSVE) is an expansion that expresses $T$ and $L$ in terms of a common orthonormal basis. Under certain hypotheses on discretization, the GSVE of an approximate operator pair $(T_j,L_j)$, where $T_j:X_j \to Y_j$ and $L_j:X_j \to Z_j$, converges to the GSVE of $(T,L)$. Error estimates establish a rate of convergence that is consistent with numerical experiments in the case of discretization using piecewise …


Eigenvalues And Approximation Numbers, Ryan Chakmak Jan 2019

Eigenvalues And Approximation Numbers, Ryan Chakmak

CMC Senior Theses

While the spectral theory of compact operators is known to many, knowledge regarding the relationship between eigenvalues and approximation numbers might be less known. By examining these numbers in tandem, one may develop a link between eigenvalues and l^p spaces. In this paper, we develop the background of this connection with in-depth examples.


The Encyclopedia Of Neutrosophic Researchers - Vol. 3, Florentin Smarandache Jan 2019

The Encyclopedia Of Neutrosophic Researchers - Vol. 3, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

This is the third volume of the Encyclopedia of Neutrosophic Researchers, edited from materials offered by the authors who responded to the editor’s invitation. The authors are listed alphabetically. The introduction contains a short history of neutrosophics, together with links to the main papers and books. Neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics, neutrosophic measure, neutrosophic precalculus, neutrosophic calculus and so on are gaining significant attention in solving many real life problems that involve uncertainty, impreciseness, vagueness, incompleteness, inconsistent, and indeterminacy. In the past years the fields of neutrosophics have been extended and applied in various fields, such as: …


Neutrosophic Triplet Structures - Vol. 1, Florentin Smarandache, Memet Sahin Jan 2019

Neutrosophic Triplet Structures - Vol. 1, Florentin Smarandache, Memet Sahin

Branch Mathematics and Statistics Faculty and Staff Publications

Neutrosophic set has been derived from a new branch of philosophy, namely Neutrosophy. Neutrosophic set is capable of dealing with uncertainty, indeterminacy and inconsistent information. Neutrosophic set approaches are suitable to modeling problems with uncertainty, indeterminacy and inconsistent information in which human knowledge is necessary, and human evaluation is needed. Neutrosophic set theory was firstly proposed in 1998 by Florentin Smarandache, who also developed the concept of single valued neutrosophic set, oriented towards real world scientific and engineering applications. Since then, the single valued neutrosophic set theory has been extensively studied in books and monographs, the properties of neutrosophic sets …


Tripleta De Estructura Neutrosófica Y Tripleta De Estructura Neutrosófica Extendida, Florentin Smarandache Jan 2019

Tripleta De Estructura Neutrosófica Y Tripleta De Estructura Neutrosófica Extendida, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

En el presente estudio se realiza una revisión de las tripletas de estructura neutrosófica y tripleta de estructura neutrosófica extendida, con el fin de introducir nuevos conceptos a emplear en trabajos futuros.


A New Model For Lifting Condensation Levels Estimation, Nihad E. Daidzic Jan 2019

A New Model For Lifting Condensation Levels Estimation, Nihad E. Daidzic

Aviation Department Publications

Knowledge of and the ability to predict lifting condensation levels (LCL) is important ingredient in weather predictions, cloud formation, planetary albedo and Earth’s energy balance. It is also essential topic in aviation safety and flight operations. In this article, we derive a new model of LCL and compare it to some older commonly-used models. This includes also the recently published Romps’ (2017) model. The new model presented here includes dependence, however weak, of the surface atmospheric pressure and the specific humidity on the LCL height and temperature. Such is not the case with widely used models and expressions by Espy …


Local Hemodynamic Conditions Associated With Focal Changes In The Intracranial Aneurysm Wall, Juan R. Cebral, F. Detmer, Bong Jae Chung, J. Choque-Velasquez, B. Rezai, H. Lehto, R. Tulamo, J. Hernesniemi, M. Niemela, A. Yu, R. Williamson, Khaled Aziz, S. Sakur, S. Amin-Hanjani, F. Charbel, Y. Tobe, A. Robertson, J. Frösen Jan 2019

Local Hemodynamic Conditions Associated With Focal Changes In The Intracranial Aneurysm Wall, Juan R. Cebral, F. Detmer, Bong Jae Chung, J. Choque-Velasquez, B. Rezai, H. Lehto, R. Tulamo, J. Hernesniemi, M. Niemela, A. Yu, R. Williamson, Khaled Aziz, S. Sakur, S. Amin-Hanjani, F. Charbel, Y. Tobe, A. Robertson, J. Frösen

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

BACKGROUND AND PURPOSE: Aneurysm hemodynamics has been associated with wall histology and inflammation. We investigated associations between local hemodynamics and focal wall changes visible intraoperatively. MATERIALS AND METHODS: Computational fluid dynamics models were constructed from 3D images of 65 aneurysms treated surgically. Aneurysm regions with different visual appearances were identified in intraoperative videos: 1) “atherosclerotic” (yellow), 2) “hyperplastic” (white), 3) “thin” (red), 4) rupture site, and 5) “normal” (similar to parent artery), They were marked on 3D reconstructions. Regional hemodynamics was characterized by the following: wall shear stress, oscillatory shear index, relative residence time, wall shear stress gradient and divergence, …


Multiple Aneurysms Anatomy Challenge 2018 (Match)—Phase Ii: Rupture Risk Assessment, Philipp Berg, Samuel Voß, Gábor Janiga, Sylvia Saalfeld, Aslak W. Bergersen, Kristian Valen-Sendstad, Jan Bruening, Leonid Goubergrits, Andreas Spuler, Tin Lok Chiu, Anderson Chun On Tsang, Gabriele Copelli, Benjamin Csippa, György Paál, Gábor Závodszky, Felicitas J. Detmer, Bong Jae Chung, Juan R. Cebral, Soichiro Fujimura, Hiroyuki Takao, Christof Karmonik, Saba Elias, Nicole M. Cancelliere, Mehdi Najafi, David A. Steinman, Vitor M. Pereira, Senol Piskin, Ender A. Finol, Mariya Pravdivtseva, Prasanth Velvaluri Jan 2019

Multiple Aneurysms Anatomy Challenge 2018 (Match)—Phase Ii: Rupture Risk Assessment, Philipp Berg, Samuel Voß, Gábor Janiga, Sylvia Saalfeld, Aslak W. Bergersen, Kristian Valen-Sendstad, Jan Bruening, Leonid Goubergrits, Andreas Spuler, Tin Lok Chiu, Anderson Chun On Tsang, Gabriele Copelli, Benjamin Csippa, György Paál, Gábor Závodszky, Felicitas J. Detmer, Bong Jae Chung, Juan R. Cebral, Soichiro Fujimura, Hiroyuki Takao, Christof Karmonik, Saba Elias, Nicole M. Cancelliere, Mehdi Najafi, David A. Steinman, Vitor M. Pereira, Senol Piskin, Ender A. Finol, Mariya Pravdivtseva, Prasanth Velvaluri

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

Purpose: Assessing the rupture probability of intracranial aneurysms (IAs) remains challenging. Therefore, hemodynamic simulations are increasingly applied toward supporting physicians during treatment planning. However, due to several assumptions, the clinical acceptance of these methods remains limited. Methods: To provide an overview of state-of-the-art blood flow simulation capabilities, the Multiple Aneurysms AnaTomy CHallenge 2018 (MATCH) was conducted. Seventeen research groups from all over the world performed segmentations andhemodynamic simulations to identify the ruptured aneurysm in a patient harboring five IAs. Although simulation setups revealed good similarity, clear differences exist with respect to the analysis of aneurysm shape and blood flow results. …


Stabilize Chaotic Flows In A Coupled Triple-Loop Thermosyphon System, Haley N. Anderson Jan 2019

Stabilize Chaotic Flows In A Coupled Triple-Loop Thermosyphon System, Haley N. Anderson

Honors College Theses

This study addresses the control of chaotic dynamic systems represented by three coupled Lorenz systems. In application, Lorenz systems are commonly used to describe the one-dimensional motion of fluids in a tube when heated below and cooled above. This system, in particular, reflects the fluid motion in a coupled triple-loop thermosyphon system. The goal is to derive a system of nonlinear differential equations to help us study various flow patterns governed by such a high-dimensional nonlinear model numerically. Once the driving parameter (Rayleigh number) values are identified corresponding to the chaotic regime, a minimal number of proportional controllers are designed …


The Effect Of Using A Project-Based Learning (Pbl) Approach To Improve Engineering Students' Understanding Of Statistics, Fionnuala Farrell, Michael Carr Jan 2019

The Effect Of Using A Project-Based Learning (Pbl) Approach To Improve Engineering Students' Understanding Of Statistics, Fionnuala Farrell, Michael Carr

Articles

Over the last number of years we have gradually been introducing a project based learning approach to the teaching of engineering mathematics inDublin Institute of Technology. Several projects are now in existence for the teaching of both second-order differential equations and first order differential equations.We intend to incrementally extend this approach acrossmore of the engineering mathematics curriculum. As part of this ongoing process, practical realworld projects in statistics were incorporated into a second year ordinary degree mathematics module. This paper provides an overview of these projects and their implementation. As a means to measure the success of this initiative, we …


Practical Chaos: Using Dynamical Systems To Encrypt Audio And Visual Data, Julia Ruiter Jan 2019

Practical Chaos: Using Dynamical Systems To Encrypt Audio And Visual Data, Julia Ruiter

Scripps Senior Theses

Although dynamical systems have a multitude of classical uses in physics and applied mathematics, new research in theoretical computer science shows that dynamical systems can also be used as a highly secure method of encrypting data. Properties of Lorenz and similar systems of equations yield chaotic outputs that are good at masking the underlying data both physically and mathematically. This paper aims to show how Lorenz systems may be used to encrypt text and image data, as well as provide a framework for how physical mechanisms may be built using these properties to transmit encrypted wave signals.


An Inverse Eigenvalue Problem For The Schrödinger Equation On The Unit Ball Of R3, Maryam Ali Al Ghafli Jan 2019

An Inverse Eigenvalue Problem For The Schrödinger Equation On The Unit Ball Of R3, Maryam Ali Al Ghafli

Theses and Dissertations--Mathematics

The inverse eigenvalue problem for a given operator is to determine the coefficients by using knowledge of its eigenfunctions and eigenvalues. These are determined by the behavior of the solutions on the domain boundaries. In our problem, the Schrödinger operator acting on functions defined on the unit ball of $\mathbb{R}^3$ has a radial potential taken from $L^2_{\mathbb{R}}[0,1].$ Hence the set of the eigenvalues of this problem is the union of the eigenvalues of infinitely many Sturm-Liouville operators on $[0,1]$ with the Dirichlet boundary conditions. Each Sturm-Liouville operator corresponds to an angular momentum $l =0,1,2....$. In this research we focus on …


New Insight Into Aunp Applications In Tumour Treatment And Cosmetics Through Wavy Annuli At The Nanoscale, Sara I. Abdelsalam, M. M. Bhatti Jan 2019

New Insight Into Aunp Applications In Tumour Treatment And Cosmetics Through Wavy Annuli At The Nanoscale, Sara I. Abdelsalam, M. M. Bhatti

Basic Science Engineering

The purpose of this study is to probe the peristaltic propulsion of a non-Newtonian fluid model with suspended gold nanoparticles. The base fluid is considered to simulate blood using the Carreau fluid model. We model a small annulus as a tube with a peristaltic wave containing a clot propagating towards the tube wall. An external variable magnetic field is also considered in the governing flow. An approximation for long wavelengths and small Reynolds numbers is employed to formulate the governing flow problem. The resulting nonlinear equations are solved using a perturbation scheme. Series solutions are obtained for the velocity profile, …


Predicting How People Vote From How They Tweet, Rao B. Vinnakota Jan 2019

Predicting How People Vote From How They Tweet, Rao B. Vinnakota

Senior Projects Spring 2019

In 2016 Donald Trump stunned the nation and not a single pollster predicted the outcome. For the last few decades, pollsters have relied on phone banking as their main source of information. There is reason to believe that this method does not present the complete picture it once did due to several factors--less landline usage, a younger and more active electorate, and the rise of social media. Social media specifically has grown in prominence and become a forum for political debate. This project quantitatively analyzes political twitter data and leverages machine learning techniques such as Naive-Bayes to model election results. …


Kings In The Direct Product Of Digraphs, Morgan Norge Jan 2019

Kings In The Direct Product Of Digraphs, Morgan Norge

Theses and Dissertations

A k-king in a digraph D is a vertex that can reach every other vertex in D by a directed path of length at most k. A king is a vertex that is a k-king for some k. We will look at kings in the direct product of digraphs and characterize a relationship between kings in the product and kings in the factors. This is a continuation of a project in which a similar characterization is found for the cartesian product of digraphs, the strong product of digraphs, and the lexicographic product of digraphs.


Optimization Methods For Learning Graph-Structured Sparse Models, Baojian Zhou Jan 2019

Optimization Methods For Learning Graph-Structured Sparse Models, Baojian Zhou

Legacy Theses & Dissertations (2009 - 2024)

Learning graph-structured sparse models has recently received significant attention thanks to their broad applicability to many important real-world problems. However, such models, of more effective and stronger interpretability compared with their counterparts, are difficult to learn due to optimization challenges. This thesis presents optimization algorithms for learning graph-structured sparse models under three different problem settings. Firstly, under the batch learning setting, we develop methods that can be applied to different objective functions that enjoy linear convergence guarantees up to constant errors. They can effectively optimize the statistical score functions in the task of subgraph detection; Secondly, under stochastic learning setting, …


Grado De Dependencia E Independencia De Los (Sub) Componentes De Conjuntos Borrosos Y Neutrosóficos, Florentin Smarandache Jan 2019

Grado De Dependencia E Independencia De Los (Sub) Componentes De Conjuntos Borrosos Y Neutrosóficos, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

La introducción del grado de dependencia (y en consecuencia el grado de independencia) entre los componentes del conjunto difuso, y también entre los componentes del conjunto neutrosófico, se introduce por primera vez en la quinta edición del libro de Neutrosofía en el año 2006, basado en los elementos descritos en dicha edición del libro, se comienza a conocer conceptos de conjuntos neutrosóficos de los componentes borrosos así como los grados de dependencia e independencia, Por tal motivo el objetivo del presente trabajo es extender el conjunto neutrosófico refinado, teniendo en cuenta la grado de dependencia o independencia de los subcomponentes …


Neutrosophic Set Is A Generalization Of Intuitionistic Fuzzy Set, Inconsistent Intuitionistic Fuzzy Set (Picture Fuzzy Set, Ternary Fuzzy Set), Pythagorean Fuzzy Set, Q-Rung Orthopair Fuzzy Set, Spherical Fuzzy Set, And N-Hyperspherical Fuzzy Set, While Neutrosophication Is A Generalization Of Regret Theory, Grey System Theory, And Three-Ways Decision (Revisited), Florentin Smarandache Jan 2019

Neutrosophic Set Is A Generalization Of Intuitionistic Fuzzy Set, Inconsistent Intuitionistic Fuzzy Set (Picture Fuzzy Set, Ternary Fuzzy Set), Pythagorean Fuzzy Set, Q-Rung Orthopair Fuzzy Set, Spherical Fuzzy Set, And N-Hyperspherical Fuzzy Set, While Neutrosophication Is A Generalization Of Regret Theory, Grey System Theory, And Three-Ways Decision (Revisited), Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

In this paper we prove that Neutrosophic Set (NS) is an extension of Intuitionistic Fuzzy Set (IFS) no matter if the sum of single-valued neutrosophic components is < 1, or > 1, or = 1. For the case when the sum of components is 1 (as in IFS), after applying the neutrosophic aggregation operators one gets a different result from that of applying the intuitionistic fuzzy operators, since the intuitionistic fuzzy operators ignore the indeterminacy, while the neutrosophic aggregation operators take into consideration the indeterminacy at the same level as truth-membership and falsehood-nonmembership are taken. NS is also more flexible and effective because it …


Pawnee Dam Inflow Design Flood (Idf) Update And Stage-Frequency Curve Development Using Rmcrfa, Jennifer P. Christensen, Joshua J. Melliger Jan 2019

Pawnee Dam Inflow Design Flood (Idf) Update And Stage-Frequency Curve Development Using Rmcrfa, Jennifer P. Christensen, Joshua J. Melliger

United States Geological Survey: Water Reports and Publications

Pawnee Dam is one of the ten Salt Creek Dams designed and built in the 1960s to mitigate flooding in Lincoln, Nebraska. This short paper illustrates the update of the Pawnee Dam inflow design flood (IDF) through calibration to recent high flow events and the development of its stage-frequency or hydrologic loading curve with the U.S. Army Corps of Engineers’ Risk Management Center Reservoir Frequency Analysis (RMC-RFA) model. The IDF update follows Engineering Regulation 1110-8-2, Inflow Design Flood for Dams and Reservoirs, including unit hydrograph peaking and two antecedent pool elevations. Background information on the original design of the dam …


Estimation Of Multivariate Asset Models With Jumps, Angela Loregian, Laura Ballotta, Gianluca Gianluca Fusai, Marcos Fabricio Perez Jan 2019

Estimation Of Multivariate Asset Models With Jumps, Angela Loregian, Laura Ballotta, Gianluca Gianluca Fusai, Marcos Fabricio Perez

Business Faculty Publications

We propose a consistent and computationally efficient two-step methodology for the estimation of multidimensional non-Gaussian asset models built using Levy processes. The proposed framework allows for dependence between assets and different tail behaviors and jump structures for each asset. Our procedure can be applied to portfolios with a large number of assets as it is immune to estimation dimensionality problems. Simulations show good finite sample properties and significant efficiency gains. This method is especially relevant for risk management purposes such as, for example, the computation of portfolio Value at Risk and intra-horizon Value at Risk, as we show in detail …


The Application Of Contemporary Numerical Methods To The Modeling, Analysis, And Uncertainty Quantification Of Glacier Dynamics, Jacob Zachary Downs Jan 2019

The Application Of Contemporary Numerical Methods To The Modeling, Analysis, And Uncertainty Quantification Of Glacier Dynamics, Jacob Zachary Downs

Graduate Student Theses, Dissertations, & Professional Papers

Warming temperatures have led to accelerating ice loss from the Greenland ice sheet, contributing to global sea level rise. Understanding the stability of the Greenland ice sheet to further warming is crucial to estimating rates of sea level rise over the next century. Estimating sea level rise is complicated by uncertainties in the physical mechanisms governing ice motion as well as uncertainties in the broader Arctic climate system of which the ice sheet is an integral part. In chapter 2, we focus on how surface melt water input to the ice sheet bed influences the rate of basal sliding, which …


Inverse Gaussian Ornstein-Uhlenbeck Applied To Modeling High Frequency Data, Emmanuel Kofi Kusi Jan 2019

Inverse Gaussian Ornstein-Uhlenbeck Applied To Modeling High Frequency Data, Emmanuel Kofi Kusi

Open Access Theses & Dissertations

With about 226050 estimated deaths worldwide in 2010, an earthquake is considered as one of the disasters that records a great number of deaths. This thesis develops a model for the estimation of magnitude of future seismic events.

We propose a stochastic differential equation arising on the Ornstein-Uhlenbeck processes driven by IG(a,b) process. IG(a,b) Ornstein-Uhlenbeck processes offers analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory

behavior. The stochastic differential equation is applied to geophysics and financial stock markets by fitting the superposed IG(a,b) Ornstein-Uhlenbeck model to earthquake and financial time series.