Physical Sciences and Mathematics Commons^™

Algorithmic Trading With Prior Information, Xinyi Cai

Arts & Sciences Electronic Theses and Dissertations

Traders utilize strategies by using a mix of market and limit orders to generate profits. There are different types of traders in the market, some have prior information and can learn from changes in prices to tweak her trading strategy continuously(Informed Traders), some have no prior information but can learn(Uninformed Learners), and some have no prior information and cannot learn(Uninformed Traders). In this thesis. Alvaro C, Sebastian J and Damir K \cite{AL} proposed a model for algorithmic traders to access the impact of dynamic learning in profit and loss in 2014. The traders can employ the model to decide which …

Risk Assessment Of Dropped Cylindrical Objects In Offshore Operations, Adelina Steven

University of New Orleans Theses and Dissertations

Dropped object are defined as any object that fall under its own weight from a previously static position or fell due to an applied force from equipment or a moving object. It is among the top ten causes of injuries and fatality in oil and gas industry. To solve this problem, several in-house tools and guidelines is developed over time to assess the risk of dropped objects on the sub-sea structures. This thesis focuses on compiling and comparing those methods in hope to improve the recommended practices available in the market. A simple modification is done on the in-house tools …

Brightness Perception Involves Local Adaptation Opposed By Lateral Interaction, Qasim Zaidi, Romain Bachy, Jose-Manuel Alonso

MODVIS Workshop

No abstract provided.

Understanding Qualitative 3d Shape From Texture And Shading, Benjamin Kunsberg, Steven W. Zucker

MODVIS Workshop

No abstract provided.

Fundamental Tradeoffs In Estimation Of Finite-State Hidden Markov Models, Justin Le

UNLV Theses, Dissertations, Professional Papers, and Capstones

Hidden Markov models (HMMs) constitute a broad and flexible class of statistical models that are widely used in studying processes that evolve over time and are only observable through the collection of noisy data. Two problems are essential to the use of HMMs: state estimation and parameter estimation. In state estimation, an algorithm estimates the sequence of states of the process that most likely generated a certain sequence of observations in the data. In parameter estimation, an algorithm computes the probability distributions that govern the time-evolution of states and the sampling of data. Although algorithms for the two problems are …

A Computational Model Of Team-Based Dynamics In The Workplace: Assessing The Impact Of Incentive-Based Motivation On Productivity, Josef Di Pietrantonio

Electronic Theses and Dissertations

Large organizations often divide workers into small teams for the completion of essential tasks. In an effort to maximize the number of tasks completed over time, it is common practice for organizations to hire workers with the highest level of education and experience. However, despite capable workers being hired, the ability of teams to complete tasks may suffer if the workers' individual motivational needs are not satisfied.

To explore the impact of incentive-based motivation on the success of team-based organizations, we developed an agent-based model that stochastically simulates the proficiency of 100 workers with varying abilities and motive profiles to …

Examples Of Solving The Wave Equation In The Hyperbolic Plane, Cooper Ramsey

Senior Honors Theses

The complex numbers have proven themselves immensely useful in physics, mathematics, and engineering. One useful tool of the complex numbers is the method of conformal mapping which is used to solve various problems in physics and engineering that involved Laplace’s equation. Following the work done by Dr. James Cook, the complex numbers are replaced with associative real algebras. This paper focuses on another algebra, the hyperbolic numbers. A solution method like conformal mapping is developed with solutions to the one-dimensional wave equation. Applications of this solution method revolve around engineering and physics problems involving the propagation of waves. To conclude, …

The Auxiliary Space Preconditioner For The De Rham Complex, Jay Gopalakrishnan, Martin Neumüller, Panayot S. Vassilevski

Portland Institute for Computational Science Publications

We generalize the construction and analysis of auxiliary space preconditioners to the n-dimensional finite element subcomplex of the de Rham complex. These preconditioners are based on a generalization of a decomposition of Sobolev space functions into a regular part and a potential. A discrete version is easily established using the tools of finite element exterior calculus. We then discuss the four-dimensional de Rham complex in detail. By identifying forms in four dimensions (4D) with simple proxies, form operations are written out in terms of familiar algebraic operations on matrices, vectors, and scalars. This provides the basis for our implementation of …

The Computational Study Of Fly Swarms & Complexity, Austin Bebee

Senior Theses

A system is considered complex if it is composed of individual parts that abide by their own set of rules, while the system, as a whole, will produce non-deterministic properties. This prevents the behavior of such systems from being accurately predicted. The motivation for studying complexity spurs from the fact that it is a fundamental aspect of innumerable systems. Among complex systems, fly swarms are relatively simple, but even so they are still not well understood. In this research, several computational models were developed to assist with the understanding of fly swarms. These models were primarily analyzed by using the …

Properties And Convergence Of State-Based Laplacians, Kelsey Wells

Department of Mathematics: Dissertations, Theses, and Student Research

The classical Laplace operator is a vital tool in modeling many physical behaviors, such as elasticity, diffusion and fluid flow. Incorporated in the Laplace operator is the requirement of twice differentiability, which implies continuity that many physical processes lack. In this thesis we introduce a new nonlocal Laplace-type operator, that is capable of dealing with strong discontinuities. Motivated by the state-based peridynamic framework, this new nonlocal Laplacian exhibits double nonlocality through the use of iterated integral operators. The operator introduces additional degrees of flexibility that can allow better representation of physical phenomena at different scales and in materials with different …

Harmonic Functions And Harmonic Measure, David Mcdonald

Honors Scholar Theses

The purpose of this thesis is to give a brief introduction to the field of harmonic measure. In order to do this we first introduce a few important properties of harmonic functions and show how to find a Green’s function for a given domain. Following this we calculate the harmonic measure for some easy cases and end by examining the connection between harmonic measure and Brownian motion.

A Practical Guide To Big Data, Ekaterina Smirnova, Andrada Ivanescu, Jiawei Bai, Ciprian M. Crainiceanu

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

Big Data is increasingly prevalent in science and data analysis. We provide a short tutorial for adapting to these changes and making the necessary adjustments to the academic culture to keep Biostatistics truly impactful in scientific research.

Godunov-Type Upwind Flux Schemes Of The Two-Dimensional Finite Volume Discrete Boltzmann Method, Leitao Chen, Laura Schaefer

Publications

A simple unified Godunov-type upwind approach that does not need Riemann solvers for the flux calculation is developed for the finite volume discrete Boltzmann method (FVDBM) on an unstructured cell-centered triangular mesh. With piecewise-constant (PC), piecewise-linear (PL) and piecewise-parabolic (PP) reconstructions, three Godunov-type upwind flux schemes with different orders of accuracy are subsequently derived. After developing both a semi-implicit time marching scheme tailored for the developed flux schemes, and a versatile boundary treatment that is compatible with all of the flux schemes presented in this paper, numerical tests are conducted on spatial accuracy for several single-phase flow problems. Four major …

Classifying Textual Fast Food Restaurant Reviews Quantitatively Using Text Mining And Supervised Machine Learning Algorithms, Lindsey Wright

Undergraduate Honors Theses

Companies continually seek to improve their business model through feedback and customer satisfaction surveys. Social media provides additional opportunities for this advanced exploration into the mind of the customer. By extracting customer feedback from social media platforms, companies may increase the sample size of their feedback and remove bias often found in questionnaires, resulting in better informed decision making. However, simply using personnel to analyze the thousands of relative social media content is financially expensive and time consuming. Thus, our study aims to establish a method to extract business intelligence from social media content by structuralizing opinionated textual data using …

Rapid Generation Of Jacobi Matrices For Measures Modified By Rational Factors, Amber Sumner

Dissertations

Orthogonal polynomials are important throughout the fields of numerical analysis and numerical linear algebra. The Jacobi matrix J for a family of n orthogonal polynomials is an n x n tridiagonal symmetric matrix constructed from the recursion coefficients for the three-term recurrence satisfied by the family. Every family of polynomials orthogonal with respect to a measure on a real interval [a,b] satisfies such a recurrence. Given a measure that is modified by multiplying by a rational weight function r(t), an important problem is to compute the modified Jacobi matrix Jmod corresponding to the new measure from knowledge of J. There …

Power Corrections To Tmd Factorization For Z-Boson Production, I. Balitsky, A. Tatasov

Physics Faculty Publications

A typical factorization formula for production of a particle with a small transverse momentum in hadron-hadron collisions is given by a convolution of two TMD parton densities with cross section of production of the final particle by the two partons. For practical applications at a given transverse momentum, though, one should estimate at what momenta the power corrections to the TMD factorization formula become essential. In this paper we calculate the first power corrections to TMD factorization formula for Z-boson production and Drell-Yan process in high-energy hadron-hadron collisions. At the leading order in N_c power corrections are expressed in …

Seasonal Switching Affects Bacterial-Fungal Dominance In An Ecological System, Kristin Carfora

Theses, Dissertations and Culminating Projects

We consider a model inspired by producer-herbivore-decomposer soil food webs and determine the effect of ecological parameters on the decomposer pool. In particular, we observe how seasonal changes in the stoichiometric quality of the producer coupled with the efficiency of herbivory over the calendar year can induce a shift in the composition of the decomposer pool. Decomposers have a significant effect on the movement of essential nutrients throughout an ecosystem; we further determine how this shift between a bacterially dominated decomposer pool and a fungally dominated pool affects primary production and relative distribution of biomass of the other compartments.

Automatic Construction Of Scalable Time-Stepping Methods For Stiff Pdes, Vivian Ashley Montiforte

Master's Theses

Krylov Subspace Spectral (KSS) Methods have been demonstrated to be highly scalable time-stepping methods for stiff nonlinear PDEs. However, ensuring this scalability requires analytic computation of frequency-dependent quadrature nodes from the coefficients of the spatial differential operator. This thesis describes how this process can be automated for various classes of differential operators to facilitate public-domain software implementation.

The Advection-Diffusion Equation And The Enhanced Dissipation Effect For Flows Generated By Hamiltonians, Michael Kumaresan

Dissertations, Theses, and Capstone Projects

We study the Cauchy problem for the advection-diffusion equation when the diffusive parameter is vanishingly small. We consider two cases - when the underlying flow is a shear flow, and when the underlying flow is generated by a Hamiltonian. For the former, we examine the problem on a bounded domain in two spatial variables with Dirichlet boundary conditions. After quantizing the system via the Fourier transform in the first spatial variable, we establish the enhanced-dissipation effect for each mode. For the latter, we allow for non-degenerate critical points and represent the orbits by points on a Reeb graph, with vertices …

Energy Calculations And Wave Equations, Ellen R. Hunter

MSU Graduate Theses

The focus of this thesis is to show how methods of Fourier analysis, in particular Parseval’s equality, can be used to provide explicit energy calculations for solutions of wave equations in one dimension. These calculations are discussed for simple examples and then extended to fit the general wave equation with Robin boundary conditions. Ideas from Sobolev space theory are used to provide justification of the method.

Boundary Value Problems In A Multidimensional Box For Higher Order Linear And Quasi-Linear Hyperbolic Equations, Noha Aljaber

Theses and Dissertations

Boundary value problems in a multidimensional box for higher order linear hyperbolic equations are considered. The concept of associated problems are introduced. For general boundary value problems there are established: (i) Necessary and sufficient conditions for a linear problem to have the Fredholm property in two–dimensional case; (ii) Necessary and sufficient conditions of well–posedness in two–dimensional case; (iii) Unimprovable sufficient conditions for a linear problem to have the Fredholm property; (iv) Unimprovable sufficient conditions of well–posedness and α–well–posedness; (v) Effective sufficient conditions of unqie solvability of two–point, periodic and Dirichlet type problems. (iv) Unimprovable conditions of unique solvability of two …

Physical Applications Of The Geometric Minimum Action Method, George L. Poppe Jr.

Dissertations, Theses, and Capstone Projects

This thesis extends the landscape of rare events problems solved on stochastic systems by means of the \textit{geometric minimum action method} (gMAM). These include partial differential equations (PDEs) such as the real Ginzburg-Landau equation (RGLE), the linear Schroedinger equation, along with various forms of the nonlinear Schroedinger equation (NLSE) including an application towards an ultra-short pulse mode-locked laser system (MLL).

Additionally we develop analytical tools that can be used alongside numerics to validate those solutions. This includes the use of instanton methods in deriving state transitions for the linear Schroedinger equation and the cubic diffusive NLSE.

These analytical solutions are …

On The Qualitative Theory Of The Nonlinear Degenerate Second Order Parabolic Equations Modeling Reaction-Diffusion-Convection Processes, Habeeb Abed Kadhim Aal-Rkhais

Theses and Dissertations

We consider nonlinear second order degenerate or singular parabolic equation ut − a(um)xx + buβ + c(up)x = 0, a, m, β, p > 0, b, c ∈ R describing reaction-diffusion-convection processes arising in many areas of science and engineering, such as filtration of oil or gas in porous media, transport of thermal energy in plasma physics, flow of chemically reacting fluid, evolution of populations in mathematical biology etc. We apply the methods developed in U.G. Abdulla, Journal of Differential Equations, 164, 2(2000), 321-354 for the reaction-diffusion equation (c = 0) and prove the existence, uniqueness, boundary regularity and comparison theorems …

Analysis Of Daily Precipitation Data From Selected Sites In The United States, Sahar Ahmed

Theses, Dissertations and Culminating Projects

Global warming is a contentious topic since modern climate records only exist for the last 100 years in contrast to ice-core analysis that establishes ice ages tens of thousands of years ago. Nevertheless, patterns associated with events such as El Niño Southern Oscillation (ENSO), precipitation, tornadoes, and snowfall amounts over the last century can provide a useful and objective indicator of climate “change”. This project focuses on daily precipitation totals for the state of New Jersey over the last 100 to 150 years from nineteen meteorological recording stations and involves large data sets with a million observations. This research utilizes …

Inertial Particle Transport By Lagrangian Coherent Structures In Geophysical Flows, Alexa Aucoin

Theses, Dissertations and Culminating Projects

Lagrangian Coherent Structures (LCS) provide a skeleton for the underlying structures in geophysical flows. It is known that LCS govern the movement of fluid particles within a flow, but it is not well understood how these same LCS influence the movement of inertial particles within a fluid flow. In this thesis, we consider two geophysical flows, the double-gyre model, and a single-layer quasi-geostrophic PDE model. In particular, we use finite-time Lyapunov exponents (FTLE) to characterize the attracting and repelling LCS for these models and show how inertial particles aggregate with respect to LCS. We numerically investigate the dynamics of inertial …

Hierarchical Bayesian Regression With Application In Spatial Modeling And Outlier Detection, Ghadeer Mahdi

Graduate Theses and Dissertations

This dissertation makes two important contributions to the development of Bayesian hierarchical models. The first contribution is focused on spatial modeling. Spatial data observed on a group of areal units is common in scientific applications. The usual hierarchical approach for modeling this kind of dataset is to introduce a spatial random effect with an autoregressive prior. However, the usual Markov chain Monte Carlo scheme for this hierarchical framework requires the spatial effects to be sampled from their full conditional posteriors one-by-one resulting in poor mixing. More importantly, it makes the model computationally inefficient for datasets with large number of units. …

Homogenization In Perforated Domains And With Soft Inclusions, Brandon C. Russell

Brandon Russell

The Pope's Rhinoceros And Quantum Mechanics, Michael Gulas

Honors Projects

In this project, I unravel various mathematical milestones and relate them to the human experience. I show and explain the solution to the Tautochrone, a popular variation on the Brachistochrone, which details a major battle between Leibniz and Newton for the title of inventor of Calculus. One way to solve the Tautochrone is using Laplace Transforms; in this project I expound on common functions that get transformed and how those can be used to solve the Tautochrone. I then connect the solution of the Tautochrone to clock making. From this understanding of clocks, I examine mankind’s understanding of time and …

Atmospheric Radiation And Tgfs: Unexplained Radiation In Our Skies, Adrian Gallegos

Honors College Research

There is a significant correlation between atmospheric electrification via thunderstorms and the occurrence of large emissions of x-ray and gamma ray radiation known as Terrestrial Gamma Ray Flashes (TGFs). Some physical phenomenon may be explained by either the RREA or Thermal Runaway models, but the scientific community as a whole is still largely at work on the theoretical frameworks.

Power-Law Scaling Of Extreme Dynamics Near Higher-Order Exceptional Points, Q. Zhong, Demetrios N. Christodoulides, M. Khajavikhan, K. G. Makris, Ramy El-Ganainy

Ramy El-Ganainy

We investigate the extreme dynamics of non-Hermitian systems near higher-order exceptional points in photonic networks constructed using the bosonic algebra method. We show that strong power oscillations for certain initial conditions can occur as a result of the peculiar eigenspace geometry and its dimensionality collapse near these singularities. By using complementary numerical and analytical approaches, we show that, in the parity-time (PT) phase near exceptional points, the logarithm of the maximum optical power amplification scales linearly with the order of the exceptional point. We focus in our discussion on photonic systems, but we note that our results apply to other …