Physical Sciences and Mathematics Commons^™

Asymptotic And Numerical Techniques For Resonances Of Thin Photonic Structures, Jay Gopalakrishnan, Shari Moskow, Fadil Santosa

Mathematics and Statistics Faculty Publications and Presentations

We consider the problem of calculating resonance frequencies and radiative losses of an optical resonator. The optical resonator is in the form of a thin membrane with variable dielectric properties. This work provides two very different approaches for doing such calculations. The first is an asymptotic method which exploits the small thickness and high index of the membrane. We derive a limiting resonance problem as the thickness goes to zero, and for the case of a simple resonance, find a first order correction. The limiting problem and the correction are in one less space dimension, which can make the approach …

On The Spectra Of Certain Directed Paths, Carlos Martins Da Fonseca, J. J. P. Veerman

Mathematics and Statistics Faculty Publications and Presentations

We describe the eigenpairs of special kinds of tridiagonal matrices related to problems on traffic on a one-lane road. Some numerical examples are provided.

Fast Marching Methods - Parallel Implementation And Analysis, Maria Cristina Tugurlan

LSU Doctoral Dissertations

Fast Marching represents a very efficient technique for solving front propagation problems, which can be formulated as partial differential equations with Dirichlet boundary conditions, called Eikonal equation: $F(x)|\nabla T(x)|=1$, for $x \in \Omega$ and $T(x)=0$ for $x \in \Gamma$, where $\Omega$ is a domain in $\mathbb{R}^n$, $\Gamma$ is the initial position of a curve evolving with normal velocity F>0. Fast Marching Methods are a necessary step in Level Set Methods, which are widely used today in scientific computing. The classical Fast Marching Methods, based on finite differences, are typically sequential. Parallelizing Fast Marching Methods is a step forward for …

Surgery Description Of Colored Knots, Steven Daniel Wallace

LSU Doctoral Dissertations

By a knot, or link, we mean a circle, or a collection of circles, embedded in the three-sphere S3. The study of knots is a very rich subject and plays a key role in the area of low-dimensional topology. In fact, a theorem of W.B.R. Lickorish and A.D. Wallace states that any three-dimensional manifold may be described by Dehn surgery along a link which is the process of removing the link from S3 and then gluing it back in a way that possibly changes the resulting manifold. In this dissertation, we will be interested in the pair (K, ρ) consisting …

On An Integrable Two-Component Camassa-Holm Shallow Water System, Adrian Constantin, Rossen Ivanov

Articles

The interest in the Camassa-Holm equation inspired the search for various generalizations of this equation with interesting properties and applications. In this letter we deal with such a twocomponent integrable system of coupled equations. First we derive the system in the context of shallow water theory. Then we show that while small initial data develop into global solutions, for some initial data wave breaking occurs. We also discuss the solitary wave solutions. Finally, we present an explicit construction for the peakon solutions in the short wave limit of system.

Dynamic Equations With Piecewise Continuous Argument, Christian Keller

Masters Theses

"We extend the theory of differential equations with piecewise continuous argument to general time scales. Linear and quasi-linear systems of functional dynamic equations with alternating retarding and advanced argument will be investigated and conditions for globally asymptotic stability of those systems will be stated and proven. Furthermore, oscillation criteria for linear first-order equations with piecewise continuous argument will be established"--Abstract, page iii.

Stochastic Dynamic Equations, Suman Sanyal

Doctoral Dissertations

"We propose a new area of mathematics, namely stochastic dynamic equations, which unifies and extends the theories of stochastic differential equations and stochastic difference equations. After giving a brief introduction to the theory of dynamic equations on time scales, we construct Brownian motion on isolated time scales and prove some of its properties. Then we define stochastic integrals on isolated time scales. The main contribution of this dissertation is to give explicit solutions of linear stochastic dynamic equations on isolated time scales. We illustrate the theoretical results for dynamic stock prices and Ornstein-Uhlenbeck dynamic equations. Finally we study almost sure …

Iterated Aluthge Transforms: A Brief Survey, Jorge Antezana, Enrique R. Pujals, Demetrio Stojanoff

Publications and Research

Given an r × r complex matrix T, if T = U|T| is the polar decomposition of T, then the Aluthge transform is defined by

∆(T) = |T|^1/2U|T|^1/2.

Let ∆ⁿ(T) denote the n-times iterated Aluthge transform of T, i.e. ∆⁰(T) = T and ∆ⁿ(T) = ∆(∆ⁿ⁻¹(T)), n ∈ N. In this paper we make a brief survey on the known properties and applications of …

Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

Dynamics of a thin dewetting liquid film on a vertically oscillating substrate is considered. We assume moderate vibration frequency and large (compared to the mean film thickness) vibration amplitude. Using the lubrication approximation and the averaging method, we formulate the coupled sets of equations governing the pulsatile and the averaged fluid flows in the film, and then derive the nonlinear amplitude equation for the averaged film thickness. We show that there exists a window in the frequency-amplitude domain where the parametric and shear-flow instabilities of the pulsatile flow do not emerge. As a consequence, in this window the averaged description …

Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Mikhail Khenner

Mathematics Faculty Publications

Dynamics of a thin dewetting liquid film on a vertically oscillating substrate is considered. We assume moderate vibration frequency and large (compared to the mean film thickness) vibration amplitude. Using the lubrication approximation and the averaging method, we formulate the coupled sets of equations governing the pulsatile and the averaged fluid flows in the film, and then derive the nonlinear amplitude equation for the averaged film thickness. We show that there exists a window in the frequency-amplitude domain where the parametric and shear-flow instabilities of the pulsatile flow do not emerge. As a consequence, in this window the averaged description …

Morphologies And Kinetics Of A Dewetting Ultrathin Solid Film, Mikhail Khenner

Mathematics Faculty Publications

The surface evolution model based on geometric partial differential equation is used to numerically study the kinetics of dewetting and dynamic morphologies for the localized pinhole defect in the surface of the ultrathin solid film with the strongly anisotropic surface energy. Depending on parameters such as the initial depth and width of the pinole, the strength of the attractive substrate potential and the strength of the surface energy anisotropy, the pinhole may either extend to the substrate and thus rupture the film, or evolve to the quasiequilibrium shape while the rest of the film surface undergoes phase separation into a …

Morphologies And Kinetics Of A Dewetting Ultrathin Solid Film, Mikhail Khenner

Mathematics Faculty Publications

The surface evolution model based on geometric partial differential equation is used to numerically study the kinetics of dewetting and dynamic morphologies for the localized pinhole defect in the surface of the ultrathin solid film with the strongly anisotropic surface energy. Depending on parameters such as the initial depth and width of the pinole, the strength of the attractive substrate potential and the strength of the surface energy anisotropy, the pinhole may either extend to the substrate and thus rupture the film, or evolve to the quasiequilibrium shape while the rest of the film surface undergoes phase separation into a …

Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

Dynamics of a thin dewetting liquid film on a vertically oscillating substrate is considered. We assume moderate vibration frequency and large (compared to the mean film thickness) vibration amplitude. Using the lubrication approximation and the averaging method, we formulate the coupled sets of equations governing the pulsatile and the averaged fluid flows in the film, and then derive the nonlinear amplitude equation for the averaged film thickness. We show that there exists a window in the frequency-amplitude domain where the parametric and shear-flow instabilities of the pulsatile flow do not emerge. As a consequence, in this window the averaged description …

Evolution Of Higher-Order Gray Hirota Solitary Waves, Tim Marchant

Tim Marchant

The defocusing Hirota equation has dark and gray soliton solutions which are stable on a background of periodic waves of constant amplitude. In this paper, gray solitary wave evolution for a higher-order defocusing Hirota equation is examined. A direct analysis is used to identify families of higher-order gray Hirota solitary waves, which are embedded for certain parameter values. Soliton perturbation theory is used to detmine the detailed behavior of an evolving higher-order gray Hirota solitary wave. An integral expression for the first-order correction to the wave is found and analytical expressions for the steady-state and transient components of the solitary …

Mathematical Modelling Of Nematicons And Their Interactions, Prof. Tim Marchant

Tim Marchant

The mathematical modelling of guided wave (nematicon) propagation in liquid crystals is considered. Model equations are derived based on suitable trial functions in an averaged Lagrangian. These equations are used to model nematicon interactions.

Undular Bores And The Initial-Boundary Value Problem For The Modified Korteweg-De Vries Equation, Tim Marchant

Tim Marchant

Two types of analytical undular bore solutions, of the initial value problem for the modified Korteweg-de Vries (mKdV), are found. The first, an undular bore composed of cnoidal waves, is qualitatively similar to the bore found for the KdV equation, with solitons occurring at the leading edge and small amplitude linear waves occurring at the trailing edge. The second, a newly identified type of undular bore, consists of finite amplitude sinusiodal waves, which have a rational form. At the leading edge is the mKdV algebraic soliton, while, again, small amplitude linear waves occur at the trailing edge. The initial-boundary value …

Collisionless Shock Resolution In Nematic Liquid Crystals, Tim Marchant

Tim Marchant

The diffractive resolution on a collisionless shock formed along the spatial profile of a beam in a nematic liquid crystal is considered, this material being an example of a self-focusing, nonlocal medium. It is found that the shock is resolved through the formation of an undular bore structure which persists for experimentally relevant propagation distances due to nonlocality delaying the onset of modulational instability. Both 1+1 and 2+1 dimensional bores with circular symmetry are considered (termed line and circular bores, respectively). A semianalytical solution is developed for the line undular bore, approximating it as a train of uniform solitary waves. …

Semi-Analytical Solutions For A Gray-Scott Reaction-Diffusion Cell With An Applied Electric Field, Tim Marchant

Tim Marchant

An ionic version of the Gray–Scott chemical reaction scheme is considered in a reaction–diffusion cell, with an applied electric field, which causes migration of the reactant and autocatalyst in a preferred direction. The Galerkin method is used to reduce the governing partial differential equations to an approximate model consisting of ordinary differential equations. This is accomplished by approximating the spatial structure of the reactant and autocatalyst concentrations. Bifurcation analysis of the semi-analytical model is performed by using singularity theory to analyse the static multiplicity and a stability analysis to determine the dynamic multiplicity. The application of the electric field causes …

Nonlocal Validity Of An Asymptotic One-Dimensional Nematicon Solution, Tim Marchant

Tim Marchant

The propagation of coherent, polarized light in a nematic liquid crystal, governed by the nematicon equations, is considered. It is found that in the special case of 1 + 1 dimensions and the highly nonlocal limit, the nematicon equations have an asymptotic bulk solitary wave solution, termed a nematicon, which is given in terms of Bessel functions. This asymptotic solution gives both the ground state and the symmetric and antisymmetric excited states, which have multiple peaks. Numerical simulations of nematicon evolution, for parameters corresponding to experimental scenarios, are presented. It is found, for experimentally reasonable parameter choices, that the validity …

Bayesian Density Forecasting Of Intraday Electricity Prices Using Multivariate Skew T Distributions, Anastasios Panagiotelis, Michael Smith

Michael Stanley Smith

Electricity spot prices exhibit strong time series properties, including substantial periodicity, both inter-day and intraday serial correlation, heavy tails and skewness. In this paper we capture these characteristics using a first order vector autoregressive model with exogenous effects and a skew t distributed disturbance. The vector is longitudinal, in that it comprises observations on the spot price at intervals during a day. A band two inverse scale matrix is employed for the disturbance, as well as a sparse autoregressive coefficient matrix. This corresponds to a parsimonious dependency structure that directly relates an observation to the two immediately prior, and the …

Dipole Soliton Formation In A Nematic Liquid Crystal In The Non-Local Limit, Tim Marchant

Tim Marchant

The interaction of two symmetric solitary waves, termed nematicons, in a liquid crystal is considered in the limit of nonlocal response of the liquid crystal. This nonlocal limit is the applicable limit for most experimentally available liquid crystals. In this nonlocal limit, two separate cases for the initial separation of the nematicons are considered, these being large and small separation. Both spinning and nonspinning nematicons are considered. It is found that in the case of large initial separation, the nematicons can form a spinning or nonspinning bound state with a finite steady separation, this being called a nematicon dipole, when …

On Existence And Uniqueness Results For The Bbm Equation With Arbitrary Forcing Terms, Timothy A. Smith

Timothy Smith

Padé Spline Functions, Tian-Xiao He

Tian-Xiao He

We present here the definition of Pad´e spline functions, their expressions, and the estimate of the remainders of pad´e spline expansions. Some algorithms are also given.

Convergence To Equilibrium In Experimental Markets, Carolyn A. Galantine Cpa., Phd, Charles W. Swenson

Carolyn A Galantine CPA., PhD

The process by which market prices achieve equilibrium is an important topic, as the price formation process is fundamental to applied economic theory. Recently, economists have been applying complex mathematical functions to study the course of market prices convergence to equilibrium. Studies have made progress in modeling the price convergence process in at least one type of experimental market setting, the double auction. The double auction is of interest not only because of its prevalence in many types of real-world markets (e.g., the New York Stock Exchange), but also because of its extensive use in experimental economics. The double auction …

Cascading Infrastructure Failures: Avoidance And Response, George H. Baker, Cheryl J. Elliott

George H Baker

No critical infrastructure is self-sufficient. The complexity inherent in the interdependent nature of infrastructure systems complicates planning and preparedness for system failures. Recent wide-scale disruption of infrastructure on the Gulf Coast due to weather, and in the Northeast due to electric power network failures, dramatically illustrate the problems associated with mitigating cascading effects and responding to cascading infrastructure failures once they have occurred.

The major challenge associated with preparedness for cascading failures is that they transcend system, corporate, and political boundaries and necessitate coordination among multiple, disparate experts and authorities. This symposium brought together concerned communities including government and industry …

Issues In Model Selection, Minimax Estimation, And Censored Data Analysis, Meng Zhao

All Dissertations

In this dissertation, we address several research problems in statistical inference. We obtain results in the following four directions: linear model selection, minimax estimation of linear functionals, Bayes type estimators for the survival functions based on right censored data, and estimation of survival functions based on doubly censored data.

Effects Of An Inserted Endoscope On Chyme Movement In Small Intestine – A Theoretical Model, V. P. Srivastava

Applications and Applied Mathematics: An International Journal (AAM)

The effects of an inserted endoscope on chyme movement in small intestine (gastrointestinal tract) have been investigated. The flow of chyme is induced by a progressive wave of area contraction along the length of intestinal wall under long wavelength approximation. It is found that the chyme movement is significantly influenced due to the presence of the endoscope. The pressure drop assumes lower values for higher values of the endoscope radius for small flow rates but the property reverses with increasing flow rates. The friction forces at intestinal wall and endoscope possess character similar to the pressure drop for any given …

Fuzzy Efficiency Measure With Fuzzy Production Possibility Set, T. Allahviranloo, F. Hosseinzade Lotfi, M. Adabitabar Firozja

Applications and Applied Mathematics: An International Journal (AAM)

The existing data envelopment analysis (DEA) models for measuring the relative efficiencies of a set of decision making units (DMUs) using various inputs to produce various outputs are limited to crisp data. The notion of fuzziness has been introduced to deal with imprecise data. Fuzzy DEA models are made more powerful for applications. This paper develops the measure of efficiencies in input oriented of DMUs by envelopment form in fuzzy production possibility set (FPPS) with constant return to scale.

Statistical Issues In Proteomic Research, Jeffrey S. Morris

Jeffrey S. Morris

No abstract provided.

Bayesian Analysis For Penalized Spline Regression Using Win Bugs, Ciprian M. Crainiceanu, David Ruppert, M.P. Wand

Johns Hopkins University, Dept. of Biostatistics Working Papers

Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian inference for nonparametric models enjoys the flexibility of nonparametric models and the exact inference provided by the Bayesian inferential machinery. This paper provides a simple, yet comprehensive, set of programs for the implementation of nonparametric Bayesian analysis in WinBUGS. MCMC mixing is substantially improved from the previous versions by using low{rank thin{plate splines instead of truncated polynomial basis. Simulation time …