Physical Sciences and Mathematics Commons^™

(R1503) Numerical Ultimate Survival Probabilities In An Insurance Portfolio Compounded By Risky Investments, Juma Kasozi

Applications and Applied Mathematics: An International Journal (AAM)

Probability of ultimate survival is one of the central problems in insurance because it is a management tool that may be used to check on the solvency levels of the insurer. In this article, we numerically compute this probability for an insurer whose portfolio is compounded by investments arising from a risky asset. The uncertainty in the celebrated Cramér-Lundberg model is provided by a standard Brownian motion that is independent of the standard Brownian motion in the model for the risky asset. We apply an order four Block-by-block method in conjunction with the Simpson rule to solve the resulting Volterra …

(R1511) Numerical Solution Of Differential Difference Equations Having Boundary Layers At Both The Ends, Raghvendra Pratap Singh, Y. N. Reddy

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, numerical solution of differential-difference equation having boundary layers at both ends is discussed. Using Taylor’s series, the given second order differential-difference equation is replaced by an asymptotically equivalent first order differential equation and solved by suitable choice of integrating factor and finite differences. The numerical results for several test examples are presented to demonstrate the applicability of the method.

(R1882) Effects Of Viscosity, Oblateness, And Finite Straight Segment On The Stability Of The Equilibrium Points In The Rr3bp, Bhavneet Kaur, Sumit Kumar, Rajiv Aggarwal

Applications and Applied Mathematics: An International Journal (AAM)

Associating the influences of viscosity and oblateness in the finite straight segment model of the Robe’s problem, the linear stability of the collinear and non-collinear equilibrium points for a small solid sphere m₃ of density \rho₃ are analyzed. This small solid sphere is moving inside the first primary m₁ whose hydrostatic equilibrium figure is an oblate spheroid and it consists of an incompressible homogeneous fluid of density \rho₁. The second primary m₂ is a finite straight segment of length 2l. The existence of the equilibrium points is discussed after deriving the pertinent …

Analysis Of Covid-19 And Vaccine Administration In Mississippi, Megan Sickinger

Honors Theses

In this work, we develop a simple mathematical model to observe the spread of COVID-19 and vaccine administration in Mississippi. Based on the well-known Kermack-McKendrick Susceptible-Infected-Removed epidemiological model, the ASIRD−V model has eight ordinary differential equations that split infected populations and recovered populations into vaccinated and unvaccinated populations. After determining that the system is reliable for real-world applications, we investigate and determine the stability and equilibrium points of this system. The system is found to be disease-free when R0 < 1 and endemic when R0 > 1. We use MATLAB to numerically solve the system and optimize the model’s parameters over four short periods, two with the …

A Bidirectional Formulation For Walk On Spheres, Yang Qi

Dartmouth College Master’s Theses

Poisson’s equations and Laplace’s equations are important linear partial differential equations (PDEs)
widely used in many applications. Conventional methods for solving PDEs numerically often need to
discretize the space first, making them less efficient for complex shapes. The random walk on spheres
method (WoS) is a grid-free Monte-Carlo method for solving PDEs that does not need to discrete the
space. We draw analogies between WoS and classical rendering algorithms, and find that the WoS
algorithm is conceptually identical to forward path tracing.
We show that solving the Poisson’s equation is equivalent to solving the Green’s function for every
pair of …

Symmetry-Inspired Analysis Of Biological Networks, Ian Leifer

Dissertations, Theses, and Capstone Projects

The description of a complex system like gene regulation of a cell or a brain of an animal in terms of the dynamics of each individual element is an insurmountable task due to the complexity of interactions and the scores of associated parameters. Recent decades brought about the description of these systems that employs network models. In such models the entire system is represented by a graph encapsulating a set of independently functioning objects and their interactions. This creates a level of abstraction that makes the analysis of such large scale system possible. Common practice is to draw conclusions about …

A Network Analysis Of Covid-19 In The United States, Joseph C. Mcguire

Master's Theses

Through methods in network theory and time-series analysis, we will analyze the spread of COVID-19 in the United States by determining trends in state-by-state daily cases through a network construction. Previous researchers have found frameworks for approximating the spread of the COVID-19 pandemic and identifying potential rises in cases by a network construction based on correlation of cases between regions [1]. Applying this network construction we determine how this network and its structure act as a predictor for overall COVID-19 cases in the United States by preforming a trend analysis on a variety of network statistics and US COVID-19 cases.

Unique Signed Minimal Wiring Diagrams And The Stanley-Reisner Correspondence, Vanessa Newsome-Slade

Master's Theses

Biological systems are commonly represented using networks consisting of interactions between various elements in the system. Reverse engineering, a method of mathematical modeling, is used to recover how the elements in the biological network are connected. These connections are encoded using wiring diagrams, which are directed graphs that describe how elements in a network affect one another. A signed wiring diagram provides additional information about the interactions between elements relating to activation and inhibition. Due to cost concerns, it is optimal to gain insight into biological networks with as few experiments and data as possible. Minimal wiring diagrams identify the …

Fine-Tuning A 𝑘-Nearest Neighbors Machine Learning Model For The Detection Of Insurance Fraud, Alliyah Stout

Honors Theses

Billions of dollars are lost within insurance companies due to fraud. Large money losses force insurance companies to increase premium costs and/or restrict policies. This negatively affects a company’s loyal customers. Although this is a prevalent problem, companies are not urgently working toward bettering their machine learning algorithms. Underskilled workers paired with inefficient computer algorithms make it difficult to accurately and reliably detect fraud.

The goal of this study is to understand the idea of -Nearest Neighbors ( -NN) and to use this classification technique to accurately detect fraudulent auto insurance claims. Using -NN requires choosing a value and a …

Numerical Analysis Of A Model For The Growth Of Microorganisms, Alexander Craig Montgomery, Braden J. Carlson

Rose-Hulman Undergraduate Mathematics Journal

A system of first-order differential equations that arises in a model for the growth of microorganisms in a chemostat with Monod kinetics is studied. A new, semi-implicit numerical scheme is proposed to approximate solutions to the system. It is shown that the scheme is uniquely solvable and unconditionally stable, and further properties of the scheme are analyzed. The convergence rate of the numerical solution to the true solution of the system is given, and it is shown convergence of the numerical solutions to the true solutions is uniform over any interval [0, T ] for T > 0.

Using Differential Equations To Model A Cockatoo On A Spinning Wheel As Part Of The Scudem V Modeling Challenge, Miles Pophal, Chenming Zhen, Henry Bae

Rose-Hulman Undergraduate Mathematics Journal

For the SCUDEM V 2020 virtual challenge, we received an outstanding distinction for modeling a bird perched on a bicycle wheel utilizing the appropriate physical equations of rotational motion. Our model includes both theoretical calculations and numerical results from applying the Heaviside function for the swing motion of the bird. We provide a discussion on: our model and its numerical results, the overall limitations and future work of the model we constructed, and the experience we had participating in SCUDEM V 2020.

Numerical Methods For Optimal Transport And Optimal Information Transport On The Sphere, Axel G. R. Turnquist

Dissertations

The primary contribution of this dissertation is in developing and analyzing efficient, provably convergent numerical schemes for solving fully nonlinear elliptic partial differential equation arising from Optimal Transport on the sphere, and then applying and adapting the methods to two specific engineering applications: the reflector antenna problem and the moving mesh methods problem. For these types of nonlinear partial differential equations, many numerical studies have been done in recent years, the vast majority in subsets of Euclidean space. In this dissertation, the first major goal is to develop convergent schemes for the sphere. However, another goal of this dissertation is …

Optimization Opportunities In Human In The Loop Computational Paradigm, Dong Wei

Dissertations

An emerging trend is to leverage human capabilities in the computational loop at different capacities, ranging from tapping knowledge from a richly heterogeneous pool of knowledge resident in the general population to soliciting expert opinions. These practices are, in general, termed human-in-the-loop (HITL) computations.

A HITL process requires holistic treatment and optimization from multiple standpoints considering all stakeholders: a. applications, b. platforms, c. humans. In application-centric optimization, the factors of interest usually are latency (how long it takes for a set of tasks to finish), cost (the monetary or computational expenses incurred in the process), and quality of the completed …

Periodic Fast Multipole Method, Ruqi Pei

Dissertations

Applications in electrostatics, magnetostatics, fluid mechanics, and elasticity often involve sources contained in a unit cell C, centered at the origin, on which periodic boundary condition are imposed. The free-space Green’s functions for many classical partial differential equations (PDE), such as the modified Helmholtz equation, are well-known. Among the existing schemes for imposing the periodicity, three common approaches are: direct discretization of the governing PDE including boundary conditions to yield a large sparse linear system of equations, spectral methods which solve the governing PDE using Fourier analysis, and the method of images based on tiling the plane with copies of …

Nystrom Methods For High-Order Cq Solutions Of The Wave Equation In Two Dimensions, Erli Wind-Andersen

Dissertations

An investigation of high order Convolution Quadratures (CQ) methods for the solution of the wave equation in unbounded domains in two dimensions is presented. These rely on Nystrom discretizations for the solution of the ensemble of associated Laplace domain modified Helmholtz problems. Two classes of CQ discretizations are considered: one based on linear multistep methods and the other based on Runge-Kutta methods. Both are used in conjunction with Nystrom discretizations based on Alpert and QBX quadratures of Boundary Integral Equation (BIE) formulations of the Laplace domain Helmholtz problems with complex wavenumbers. CQ in conjunction with BIE is an excellent candidate …

Type I Error Rate Controlling Procedures For Multiple Hypotheses Testing, Beibei Li

Dissertations

This dissertation addresses several different but related topics arising in the field of multiple testing, including weighted procedures and graphical approaches for controlling the familywise error rate (FWER), and stepwise procedures with control of the false discovery rate (FDR) for discrete data. It consists of three major parts.

The first part investigates weighted procedures for controlling the FWER. In many statistical applications, hypotheses may be differentially weighted according to their different importance. Many weighted multiple testing procedures (wMTPs) have been developed for controlling the FWER. Among these procedures, two weighted Holm procedures are commonly used in practice: one is based …

Characterization Of A Family Of Rotationally Symmetric Spherical Quadrangulations, Lowell Abrams, Daniel Slilaty

Mathematics and Statistics Faculty Publications

A spherical quadrangulation is an embedding of a graph G in the sphere in which each facial boundary walk has length four. Vertices that are not of degree four in G are called curvature vertices. In this paper we classify all spherical quadrangulations with n-fold rotational symmetry (n ≥ 3) that have minimum degree 3 and the least possible number of curvature vertices, and describe all such spherical quadrangulations in terms of nets of quadrilaterals. The description reveals that such rotationally symmetric quadrangulations necessarily also have a pole-exchanging symmetry.

Modeling Empirical Stock Market Behavior Using A Hybrid Agent-Based Dynamical Systems Model, Daniel A. Cline, Grant T. Aguinaldo, Christian Lemp

Northeast Journal of Complex Systems (NEJCS)

We describe the development and calibration of a hybrid agent-based dynamical systems model of the stock market that is capable of reproducing empirical market behavior. The model consists of two types of trader agents, fundamentalists and noise traders, as well as an opinion dynamic for the latter (optimistic vs. pessimistic). The trader agents switch types stochastically over time based on simple behavioral rules. A system of ordinary differential equations is used to model the stock price as a function of the states of the trader agents. We show that the model can reproduce key stylized facts (e.g., volatility clustering and …

Statistical Characteristics Of High-Frequency Gravity Waves Observed By An Airglow Imager At Andes Lidar Observatory, Alan Z. Liu, Bing Cao

Publications

The long-term statistical characteristics of high-frequency quasi-monochromatic gravity waves are presented using multi-year airglow images observed at Andes Lidar Observatory (ALO, 30.3° S, 70.7° W) in northern Chile. The distribution of primary gravity wave parameters including horizontal wavelength, vertical wavelength, intrinsic wave speed, and intrinsic wave period are obtained and are in the ranges of 20–30 km, 15–25 km, 50–100 m s−1, and 5–10 min, respectively. The duration of persistent gravity wave events captured by the imager approximately follows an exponential distribution with an average duration of 7–9 min. The waves tend to propagate against the local background winds and …

Universality And Synchronization In Complex Quadratic Networks (Cqns), Anca R. Radulescu, Danae Evans

Biology and Medicine Through Mathematics Conference

No abstract provided.

Epidemiological Assessment Of Wolbachia-Based Biocontrol For Reduction Of Dengue Morbidity, Olga Vasilieva, Oscar E. Escobar, Hector J. Martinez, Pierre-Alexandre Bliman, Yves Dumont

Biology and Medicine Through Mathematics Conference

No abstract provided.

2d Spatio-Temporal Patterns In Coupled Phase Oscillators: Spiral Waves And Chimeras, Yujie Ding, Bard Ermentrout

Biology and Medicine Through Mathematics Conference

No abstract provided.

Understanding Biofilm-Phage Interactions In Mathematical Framework, Blessing Emerenini

Biology and Medicine Through Mathematics Conference

No abstract provided.

Optimal Design Of Bacterial Carpets For Fluid Pumping, Minghao W. Rostami, Weifan Liu, Amy Buchmann, Eva Strawbridge, Longhua Zhao

Biology and Medicine Through Mathematics Conference

No abstract provided.

Optimal Intervention Strategies To Minimize Spread Of Infectious Diseases And Economic Impact On A Dynamic Small-World Network, Malindi Whyte, Danielle Dasilva

Biology and Medicine Through Mathematics Conference

No abstract provided.

Implementation Of A Least Squares Method To A Navier-Stokes Solver, Jada P. Lytch, Taylor Boatwright, Ja'nya Breeden

Rose-Hulman Undergraduate Mathematics Journal

The Navier-Stokes equations are used to model fluid flow. Examples include fluid structure interactions in the heart, climate and weather modeling, and flow simulations in computer gaming and entertainment. The equations date back to the 1800s, but research and development of numerical approximation algorithms continues to be an active area. To numerically solve the Navier-Stokes equations we implement a least squares finite element algorithm based on work by Roland Glowinski and colleagues. We use the deal.II academic library , the C++ language, and the Linux operating system to implement the solver. We investigate convergence rates and apply the least squares …

A Triphasic Physiologically Based Pharmacokinetic Model Of Vitamin D3 And Metabolites In Vitamin D Insufficient Patients, Colton W. Sawyer, Stacey M. Tuey, Raymond E. West Iii, Thomas D. Nolin, Melanie S. Joy

Biology and Medicine Through Mathematics Conference

No abstract provided.

De-Coupling Cell-Autonomous And Non-Cell-Autonomous Fitness Effects Allows Solution Of The Fokker-Planck Equation For The Evolution Of Interacting Populations, Steph J. Owen

Biology and Medicine Through Mathematics Conference

No abstract provided.

A Novel Correction For The Adjusted Box-Pierce Test, Sidy Danioko, Jianwei Zheng, Kyle Anderson, Alexander Barrett, Cyril S. Rakovski

Mathematics, Physics, and Computer Science Faculty Articles and Research

The classical Box-Pierce and Ljung-Box tests for auto-correlation of residuals possess severe deviations from nominal type I error rates. Previous studies have attempted to address this issue by either revising existing tests or designing new techniques. The Adjusted Box-Pierce achieves the best results with respect to attaining type I error rates closer to nominal values. This research paper proposes a further correction to the adjusted Box-Pierce test that possesses near perfect type I error rates. The approach is based on an inflation of the rejection region for all sample sizes and lags calculated via a linear model applied to simulated …

Bioeconomic Analysis In A Predator-Prey System With Harvesting: A Case Study In The Chesapeake Bay Fisheries, Iordanka Panayotova, Maila Hallare

Biology and Medicine Through Mathematics Conference

No abstract provided.