Physical Sciences and Mathematics Commons^™

Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai

Electronic Theses and Dissertations

Traditional approaches to predicting financial market dynamics tend to be linear and stationary, whereas financial time series data is increasingly nonlinear and non-stationary. Lately, advances in dynamical systems theory have enabled the extraction of complex dynamics from time series data. These developments include theory of time delay embedding and phase space reconstruction of dynamical systems from a scalar time series. In this thesis, a time delay embedding approach for predicting intraday stock or stock index movement is developed. The approach combines methods of nonlinear time series analysis with those of causality testing, theory of dynamical systems and machine learning (artificial …

Boundary Conditions As Dynamical Fields, V. Parameswaran Nair, Dimitra Karabali

Publications and Research

The possibility of treating boundary conditions in terms of a bilocal dynamical field is formalized in terms of a boundary action. This allows for a simple path-integral perturbation theory approach to physical effects such as radiation from a time-dependent boundary. The nature of the action which governs the dynamics of the bilocal field is investigated for a limited case (which includes the Robin boundary conditions).

A Systems Approach To Point Source Indication Of Metformin Found In Local Water Systems – The Case Of Milwaukee County, Mohamed Salem Baitelmal

Theses and Dissertations

Pharmaceutical pollutants are present in traceable concentrations in Milwaukee County water system and Lake Michigan. The actual point sources and nature of entry into the water system is difficult to determine with certainty. Pharmaceuticals have been found to persist at the South Shore Wastewater Treatment Facility (SSWTF) in Milwaukee, Wisconsin. The highest concentration was found to be for the pharmaceutical drug metformin. Metformin is a first line drug for the treatment of type 2 diabetes mellitus.

The broad goal of this exploratory study; the first of its kind, is to correlate trace concentrations of drugs to the point sources. Particularly, …

Water Withdrawal And Consumption Reduction Analysis For Electrical Energy Generation System, Narjes Nouri

Theses and Dissertations

There is an increasing concern over shrinking water resources. Water use in the energy sector primarily occurs in electricity generation. Anticipating scarcer supplies, the value of water is undoubtedly on the rise and design, implementation, and utilization of water saving mechanisms in energy generation systems are becoming inevitable. Most power plants generate power by boiling water to produce steam to spin electricity-generating turbines. Large quantities of water are often used to cool the steam in these plants. As a consequence, most fossil-based power plants in addition to consuming water, impact the water resources by raising the temperature of water withdrawn …

Investigation Of Electrolyte Wetting In Lithium Ion Batteries: Effects Of Electrode Pore Structures And Solution, Yangping Sheng

Theses and Dissertations

Beside natural source energy carriers such as petroleum, coal and natural gas, the lithium ion battery is a promising man-made energy carrier for the future. This is a similar process evolved from horse-powered era to engine driven age. There are still a lot of challenges ahead like low energy density, low rate performance, aging problems, high cost and safety etc.

In lithium ion batteries, investigation about manufacturing process is as important as the development of material. The manufacturing of lithium ion battery, including production process (slurry making, coating, drying etc.), and post-production (slitting, calendering etc.) is also complicated and critical …

Analysis Of Repairable M[X]/(G1,G2)/1 - Feedback Retrial G-Queue With Balking And Starting Failures Under At Most J Vacations, P. Rajadurai, M. C. Saravanarajan, V. M. Chandrasekaran

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we discuss the steady state analysis of a batch arrival feedback retrial queue with two types of service and negative customers. Any arriving batch of positive customers finds the server is free, one of the customers from the batch enters into the service area and the rest of them join into the orbit. The negative customer, arriving during the service time of a positive customer, will remove the positive customer in-service and the interrupted positive customer either enters into the orbit or leaves the system. If the orbit is empty at the service completion of each type …

Use Of Cubic B-Spline In Approximating Solutions Of Boundary Value Problems, Maria Munguia, Dambaru Bhatta

Applications and Applied Mathematics: An International Journal (AAM)

Here we investigate the use of cubic B-spline functions in solving boundary value problems. First, we derive the linear, quadratic, and cubic B-spline functions. Then we use the cubic B-spline functions to solve second order linear boundary value problems. We consider constant coefficient and variable coefficient cases with non-homogeneous boundary conditions for ordinary differential equations. We also use this numerical method for the space variable to obtain solutions for second order linear partial differential equations. Numerical results for various cases are presented and compared with exact solutions.

A Boundedness And Stability Results For A Kind Of Third Order Delay Differential Equations, Moussadek Remili, Djamila Beldjerd

Applications and Applied Mathematics: An International Journal (AAM)

The objective of this study was to get some sufficient conditions which guarantee the asymptotic stability and uniform boundedness of the null solution of some differential equations of third order with the variable delay. The most efficient tool for the study of the stability and boundedness of solutions of a given nonlinear differential equation is provided by Lyapunov theory. However the construction of such functions which are positive definite with corresponding negative definite derivatives is in general a difficult task, especially for higher-order differential equations with delay. Such functions and their time derivatives along the system under consideration must satisfy …

On The Stability Of A Pexiderized Functional Equation In Intuitionistic Fuzzy Banach Spaces, Nabin C. Kayal, Pratap Mondal, T. K. Samanta

Applications and Applied Mathematics: An International Journal (AAM)

During the last few decades several researchers have been devoted to establishing stability of different kinds of functional equations, differential equations, functional differential equations, fractional differential equations, etc. under different sufficient conditions in different spaces like Banach spaces, Banach modules, fuzzy Banach spaces etc. In this paper, we remain confined in the discussion of stability of functional equations in intuitionistic fuzzy Banach spaces. Ulam was the first person who introduced an open question concerning the stability of a group homomorphism in an international conference. Thereafter several researchers have replied and are still replying to this open question in different contexts. …

On The Growth Of Solutions Of The Generalized Axially Symmetric, Reduced Wave Equation In (N + 1) Variables, Devendra Kumar

Applications and Applied Mathematics: An International Journal (AAM)

In this paper we have investigated the growth properties of solutions of the generalized axially symmetric, reduced wave equation in (n + 1) variables. Results analogus to those for order and type found in the theory of entire functions of several complex variables, of solutions, in terms of their expansion coefficients have been obtained. Our study is essential to a detailed understanding of the scattering of waves by central potentials and may be applied for generalized (n + 2)􀀀dimensional problems of potential scattering in quantum mechanics.

Hydromagnetic Flow And Heat Transfer Of Eyring-Powell Fluid Over An Oscillatory Stretching Sheet With Thermal Radiation, S. U. Khan, N. Ali

Applications and Applied Mathematics: An International Journal (AAM)

An analysis is carried out to investigate the magnetohydrodynamic flow and heat transfer in an unsteady flow of Eyring-Powell fluid over an oscillatory stretching surface. The radiation effects are also considered in energy equation. The flow is induced due to infinite elastic sheet which is stretched periodically back and forth in its own plane. Finite difference scheme is used to solve dimensionless partial differential equations. The effects of emerging parameters on both velocity and temperature profiles are illustrated through graphs. The results obtained by means of finite difference scheme are compared with earlier studies and found in excellent agreement.

An Optimal Reinsurance Contract From Insurer's And Reinsurer's Viewpoints, Ali P. Bazaz, Amir T. Payandeh Najafabadi

Applications and Applied Mathematics: An International Journal (AAM)

This article constructs two classes of appropriate reinsurance contracts from both an insurer’s and a reinsurer’s viewpoints. The first class, say C; has been constructed by minimizing the conditional tail expectation, say CTE, of an insurer’s random risk. Then an optimal reinsurance contract has been obtained by estimating the reinsurance’s random risk, using the Bayesian estimation method while the second class of reinsurance contracts, say C*; is obtained by minimizing a convex combination of the CTE of both the insurer’s and reinsurer’s random risks. These two approaches consider both the insurer’s and reinsurer’s viewpoints to establish an optimal reinsurance contract. …

Boundary-Layer Flow Of Nanofluids Over A Moving Surface In The Presence Of Thermal Radiation, Viscous Dissipation And Chemical Reaction, Eshetu Haile, B. Shankar

Applications and Applied Mathematics: An International Journal (AAM)

The flow problem presented in the paper is boundary-layer flow of nanofluids over a moving surface in the presence of thermal radiation, viscous dissipation and chemical reaction. The plate is assumed to move in the same or opposite direction to the free stream which depends on the sign of the velocity parameter. The partial differential equations appearing in the governing equations are transformed into a couple of nonlinear ordinary differential equations using similarity transformations. The transformed equations in turn are solved numerically by the shooting method along with the fourth order Runge-Kutta integration technique. Influences of the pertinent parameters in …

Algorithm For Solving Tri-Diagonal Finite Volume Discretized Linear Systems, J. S. V. R. Krishna Prasad, Parag V. Patil

Applications and Applied Mathematics: An International Journal (AAM)

In this paper we present efficient computational algorithms for solving finite volume discretized tri-diagonal linear systems. The implementation of the algorithm for steady state finite volume structured grids linear system using MS Excel is presented. An example is given in order to illustrate the algorithms.

Kaluza-Klein Type Cosmological Model Of The Universe With Inhomogeneous Equation Of State, G. S. Khadekar, Rajani Shelote

Applications and Applied Mathematics: An International Journal (AAM)

In this paper we study Kaluza-Klein type cosmological model of the universe filled with an ideal fluid obeying an inhomogeneous equation of state depending on time. It is shown that there appears a quasi-periodic universe, which repeats the cycles of phantom type space acceleration.

Numerical Solution Of Linear Fredholm Integro-Differential Equations By Non-Standard Finite Difference Method, Pramod K. Pandey

Applications and Applied Mathematics: An International Journal (AAM)

In this article we consider a non-standard finite difference method for numerical solution of linear Fredholm integro-differential equations. The non-standard finite difference method and the repeated / composite trapezoidal quadrature method are used to transform the Fredholm integro-differential equation into a system of non-linear algebraic equations. The numerical experiments on some linear model problems show the simplicity and efficiency of the proposed method. It is observed from the numerical experiments that our method is convergent and second order accurate.

Local Fractional Variational Iteration Method For Solving Nonlinear Partial Differential Equations Within Local Fractional Operators, Hossein Jafari, Hassan K. Jassim

Applications and Applied Mathematics: An International Journal (AAM)

In this article, the local fractional variational iteration method is proposed to solve nonlinear partial differential equations within local fractional derivative operators. To illustrate the ability and reliability of the method, some examples are illustrated. A comparison between local fractional variational iteration method with the other numerical methods is given, revealing that the proposed method is capable of solving effectively a large number of nonlinear differential equations with high accuracy. In addition, we show that local fractional variational iteration method is able to solve a large class of nonlinear problems involving local fractional operators effectively, more easily and accurately, and …

Solution To Some Open Problems On E-Super Vertex Magic Total Labeling Of Graphs, G. Marimuthu, M. S. Raja Durga, G. D. Devi

Applications and Applied Mathematics: An International Journal (AAM)

Let G be a finite graph with p vertices and q edges. A vertex magic total labeling is a bijection f from V(G)∪E(G) to the consecutive integers 1, 2, ..., p+q with the property that for every u∈V(G) , f( u)+ ∑f(uv)=K for some constant k. Such a labeling is E-super if f :E(G)→{1, 2,..., q}. A graph G is called E-super vertex magic if it admits an E-super vertex magic labeling. In this paper, we solve two open problems given by Marimuthu, Suganya, Kalaivani and Balakrishnan (Marimuthu et al., 2015).

The Distribution And Reproductive Success Of The Western Snowy Plover Along The Oregon Coast - 2015, David J. Lauten, Kathleen A. Castelein, J. Daniel Farrar, Adam A. Kotaich, Eleanor P. Gaines

Institute for Natural Resources Publications

We monitored the distribution, abundance and productivity of the federally threatened Western Snowy Plover (Charadrius nivosus nivosus) along the Oregon coast from 3 April – 11 September 2015. From north to south, we surveyed and monitored plover activity at Sutton Beach, Siltcoos River estuary, the Dunes Overlook, North and South Tahkenitch Creek, Tenmile Creek, Coos Bay North Spit, Bandon Snowy Plover Management Area, New River HRA and adjacent lands, and Floras Lake. Our objectives in 2015 were to: 1) estimate the size of the adult Snowy Plover population along the Oregon coast, 2) locate plover nests, 3) determine …

Prediction Of Laser Ablation In Brain: Sensitivity, Calibration, And Validation, Samuel J. Fahrenholtz

Dissertations & Theses (Open Access)

The surgical planning of MR-guided laser induced thermal therapy (MRgLITT) stands to benefit from predictive computational modeling. The dearth of physical model parameter data leads to modeling uncertainty. This work implements a well-accepted framework with three key steps for model-building: model-parameter sensitivity analysis, model calibration, and model validation.

The sensitivity study is via generalized polynomial chaos (gPC) paired with a transient finite element (FEM) model. Uniform probability distribution functions (PDFs) capture the plausible range of values suggested by the literature for five model parameters. The five PDFs are input separately into the FEM model to gain a probabilistic sensitivity response …

Voxel-Level Absorbed Dose Calculations With A Deterministic Grid-Based Boltzmann Solver For Nuclear Medicine And The Clinical Value Of Voxel-Level Calculations, Justin Mikell

Dissertations & Theses (Open Access)

Voxel-level absorbed dose (VLAD) is rarely calculated for nuclear medicine (NM) procedures involving unsealed sources or 90Y microspheres (YM). The current standard of practice for absorbed dose calculations in NM utilizes MIRD S-values, which 1) assume a uniform distribution in organs, 2) do not use patient specific geometry, and 3) lack a tumor model. VLADs overcome these limitations. One reason VLADs are not routinely performed is the difficulty in obtaining accurate absorbed doses in a clinically acceptable time. The deterministic grid-based Boltzmann solver (GBBS) was recently applied to radiation oncology where it was reported as fast and accurate for both …

Observation Of Transverse Spin-Dependent Azimuthal Correlations Of Charged Pion Pairs In P + P At Sqrt(S) = 200 Gev, Adam Gibson-Even, Shirvel Stanislaus, Donald Koetke, Star Collaboration

Physics and Astronomy Faculty Publications

No abstract provided.

Assessing The Importance Of Nurse Plant Associations To The Growth Of Pre-~Reproductive Yucca Brevifolia, Eric James Chameroy

UNLV Theses, Dissertations, Professional Papers, and Capstones

Facilitation and competition among plant species, in addition to abiotic factors, play an important role in determining plant community structure in arid and semi-arid environments. I conducted a study in Dry Lake Valley, Lincoln County, Nevada, USA to investigate the importance of nurse plant associations to pre-reproductive Yucca brevifolia (Joshua tree). Dry Lake Valley lies within a transition desert between the Mojave and Great Basin Deserts with ecotonal plant communities consisting of species representative of both deserts. A vegetation survey described the communities in which this study was conducted as a Y. brevifolia woodland dominated by an understory of Ephedra …

Fall Detection By Using Video, Robert J. Gripentog

UNLV Theses, Dissertations, Professional Papers, and Capstones

Cameras have become common in our society and as a result there is more video available today than ever before. While the video can be used for entertainment or possibly as storage it can also be used as a sensor capturing crucial information, The information captured can be put to all types of uses, but one particular use is to identify a fall. The importance of identifying a fall can be seen especially in the older population that is affected by falls every year. The falls experienced by the elderly are devastating as they can cause apprehension to normal life …

Ecosystem Response To Recent Climate Change In Alpine Environments, Patrick Shawn Sawyer

UNLV Theses, Dissertations, Professional Papers, and Capstones

Recent variations in meteorological conditions indicate the earth’s climate is changing in ways that can impact delicate ecological balances in sensitive regions. These impacts threaten the essential services provided by such ecosystems. Determining how climate changes are affecting the biosphere is essential to adapt and mitigate harmful consequences. In order to mitigate the negative effects of climate change and adapt to shifting ecological resource constraints, it is imperative to locate such changes and determine vulnerability of ecological resources to changing environmental conditions.

Identifying climate driven ecological changes faces numerous challenges given the reliance on vegetation indices as the primary measure …

Comparing The Strength Of Diagonally Non-Recursive Functions In The Absence Of Σ02 Induction, Francois G. Dorais, Jeffry L. Hirst, Paul Shafer

Dartmouth Scholarship

We prove that the statement "there is a k such that for every f there is a k-bounded diagonally non-recursive function relative to f" does not imply weak K\"onig's lemma over RCA0+BΣ02. This answers a question posed by Simpson. A recursion-theoretic consequence is that the classic fact that every k-bounded diagonally non-recursive function computes a 2-bounded diagonally non-recursive function may fail in the absence of IΣ02.

Gridline Graphs In Three And Higher Dimensions, Susanna Lange, Holly Raglow

Honors Projects

No abstract provided.

Using Mathematical Games To Align Classroom Materials With The Common Core State Standards, Christine M. Lampen

Honors Projects

No abstract provided.

Using Foraminifera Shell Geochemistry To Test Proxies For Paleoenvironmental Reconstruction, Catherine Hudson

Honors Theses

No abstract provided.

Quiet-Sun Network Bright Point Phenomena With Sigmoidal Signatures, David L. Chesney, Hakeem M. Oluşeyi, Norton Brice Orange, Patrick R. Champey

Aerospace, Physics, and Space Science Faculty Publications

Ubiquitous solar atmospheric coronal and transition region bright points (BPs) are compact features overlying strong concentrations of magnetic flux. Here, we utilize high-cadence observations from the Atmospheric Imaging Assembly on board the Solar Dynamics Observatory to provide the first observations of extreme ultraviolet quietSun (QS) network BP activity associated with sigmoidal structuring. To our knowledge, this previously unresolved fine structure has never been associated with such small-scale QS events. This QS event precedes a bi-directional jet in a compact, low-energy, and low-temperature environment, where evidence is found in support of the typical fan-spine magnetic field topology. As in active regions …