Physical Sciences and Mathematics Commons^™

Liquidity Premiums In A Levy Market, Mei Xing

Publications and Research

This paper gives a theorem for the continuous time super-replication cost of European options where the stock price follows an exponential Levy process. Under a mild assumption on the legend transform of the trading cost function, the limit of the sequence of the discrete super-replication cost is proved to be greater than or equal to an optimal control problem. The main tool is an approximation multinomial scheme based on a discrete grid on a finite time interval [0,1] for a pure jump Levy model. This multinomial model is constructed similar to that proposed by (Szimayer & Maller, Stoch. Proce. & …

Enhancing Cellular Uptake Of Magnetic Nanoparticles For Cancer Therapy Via Nanoparticle Engineering & Sonoporation, Ronald Kumon, Prem Vaishnava, Ronald Tackett, Lihua Wang, Cheryl Samaniego, Alexis Siegel, Sally Dagher

Physics Grants

Magnetic induction heating of iron oxide nanoparticles has been proposed as a method for noninvasive cancer treatment without the side effects of chemotherapy and ionizing radiation. At Kettering University we propose to improve the uptake of nanoparticles by cells through the use of nanoparticle engineering and ultrasonic fields.

Spectral Properties Of Titan’S Impact Craters Imply Chemical Weathering Of Its Surface, Catherine D. Neish

Aerospace, Physics, and Space Science Faculty Publications

We examined the spectral properties of a selection of Titan's impact craters that represent a range of degradation states. The most degraded craters have rims and ejecta blankets with spectral characteristics that suggest that they are more enriched in water ice than the rims and ejecta blankets of the freshest craters on Titan. The progression is consistent with the chemical weathering of Titan's surface. We propose an evolutionary sequence such that Titan's craters expose an intimate mixture of water ice and organic materials, and chemical weathering by methane rainfall removes the soluble organic materials, leaving the insoluble organics and water …

Shock Interaction With One-Dimensional Array Of Particles In Air, P. Sridharan, Thomas L. Jackson, J. Zhang, S. Balachandar

Aerospace, Physics, and Space Science Faculty Publications

In this paper, we present axisymmetric numerical simulations of shock propagation in air over an aluminum particle for Mach numbers up to 10. The numerical method is a finite-volume based solver on a Cartesian grid that allows for multi-material interfaces and shocks. Validation of the solver is demonstrated by comparing to existing experimental data. We compute the unsteady inviscid drag coefficient as a function of time, and show that when normalized by post-shock conditions, the maximum drag coefficient decreases with Mach number. Furthermore, for supercritical Mach numbers, we show that the inviscid steady-state drag asymptotes to a non-zero value due …

Morphology And Niche Partitioning Of Fish Assemblage In The Tonle Sap Biosphere Reserve - A Case Study Of The Prek Toal Core Area, Lan Thi Ngoc Nguyen

Environmental Studies / Environmental Science Student Scholarship

A morphological approach provides vital information on community structure and ecological adjustments among different species that occupy in the same habitat. The coexistence of competing species in a diverse community results in niche partitioning in order to increase stabilization. Tonle Sap Biosphere Reserve, one of the world’s most productive inland wetlands is a tropical river ecosystem so dynamic that supports high biodiversity, especially fish population. This study tests the relationship between morphology and niche partitioning to understand the coexistence of diverse fish assemblages in the Tonle Sap Biosphere Reserve. By measuring 31 morphological variables and gathering ecological data of the …

Traditional Medicine Usage And The Transmission Of Traditional Ecological Knowledge In Three Villages Near Phnom Kulen National Park, Kayla N. Deur

Environmental Studies / Environmental Science Student Scholarship

Traditional ecological knowledge refers to knowledge regarding the relationships between humans and the natural environment. This knowledge and skill set is acquired by local and indigenous peoples through generations of direct contact with the environment, and is often shared in an intergenerational pattern of verbal retelling and instruction. Traditional medicine is one component of traditional ecological knowledge, and this paper outlines the investigation of traditional medicine usage and the transmission of such knowledge in three villages near Phnom Kulen National Park in Siem Reap, Cambodia. The study was conducted through semi-structured interviews at homes that were both randomly and purposively …

The Introductory Physics Lab As A Consulting Firm, Daniel O. Ludwigsen

Physics Presentations And Conference Materials

Many students in our calculus-based introductory physics courses plan to pursue careers in high technology industries. The laboratory curriculum entitled Mechanics, Inc. is designed to resemble the typical work environment of an R&D consulting firm. Upon entering, students begin a series of training activities focused on applications of physics topics to situations of interest to ersatz clients. These physics topics are chosen to complement the usual sequence encountered in the classroom. Inspiration for the instructional design of the curriculum comes from Modeling Instruction, a well-known approach disseminated to science teachers in workshops across the country, and from Cognitive Apprenticeship, which …

Se Habla Español: The Health Disparity Among The Latino Population, Karen Paz

The Corinthian

Latinos are considered the fastest growing and the largest ethnic minority group in the United States. It is estimated that by 2050, 24% of the U.S. population will be Latino. According to Census data, approximately 18% of the U.S. population age five or older speaks a language other than English at home, and current projections continue to show increases in U.S. immigrant and second-language groups nationwide. About half of that population self-reported that they speak English less than “very well.” Members of this population are referred to as individuals with limited English proficiency (LEP). As the largest ethnic minority, 28 …

System Fc, As Implemented In Ghc, Richard A. Eisenberg

Computer Science Faculty Research and Scholarship

No abstract provided.

Injective Type Families For Haskell (Extended Version), Jan Stolarek, Simon Peyton Jones, Richard A. Eisenberg

Computer Science Faculty Research and Scholarship

Haskell, as implemented by the Glasgow Haskell Compiler (GHC), allows expressive type-level programming. The most popular type- level programming extension is TypeFamilies, which allows users to write functions on types. Yet, using type functions can cripple type inference in certain situations. In particular, lack of injectivity in type functions means that GHC can never infer an instantiation of a type variable appearing only under type functions.

In this paper, we describe a small modification to GHC that allows type functions to be annotated as injective. GHC naturally must check validity of the injectivity annotations. The algorithm to do so is …

Computational Notebooks For Ai Education, Keith J. O'Hara, Doug Blank, James Marshall

Computer Science Faculty Research and Scholarship

Computational notebooks are documents that serve dual purposes: they serve as an archive format containing code, text, images and equations; but they can also be run like computer programs. This paper explores the use of these new computational notebooks to teach AI and introduces tools that we have developed — ICalico and Calysto — to facilitate that use. Not only do these new tools broaden the languages and contexts available to students exploring notebook-based AI computing, but they offer a new mode of teaching and learning for the AI classroom.

An Overabundance Of Equality: Implementing Kind Equalities Into Haskell, Richard A. Eisenberg

Computer Science Faculty Research and Scholarship

Haskell, as embodied by version 7.10.1 of the Glasgow Haskell Compiler (GHC), supports reasoning about equality among types, via generalized algebraic datatypes (GADTs) and type families. However, these features are not available among the kinds that clas- sify the types. Motivated by a concrete example of how kind equali- ties can help programmers today, this paper presents the challenges and solutions encountered in integrating kind equalities into GHC, an industrial-strength compiler. The challenges addressed here all surround the many notions of type equality that exist in GHC to- day, and in particular around GHC’s role mechanism. These many different relations …

Injective Type Families For Haskell, Jan Stolarek, Simon Peyton Jones, Richard A. Eisenberg

Computer Science Faculty Research and Scholarship

Haskell, as implemented by the Glasgow Haskell Compiler (GHC), allows expressive type-level programming. The most popular type- level programming extension is TypeFamilies, which allows users to write functions on types. Yet, using type functions can cripple type inference in certain situations. In particular, lack of injectivity in type functions means that GHC can never infer an instantiation of a type variable appearing only under type functions. In this paper, we describe a small modification to GHC that allows type functions to be annotated as injective. GHC naturally must check validity of the injectivity annotations. The algorithm to do so is …

Impact Of Size, Secondary Structure, And Counterions On The Binding Of Small Ribonucleic Acids To Layered Double Hydroxide Nanoparticles, B. V. Rodriguez, J. Pescador, N. Pollok, G. W. Beall, Corina Maeder, L. K. Lewis

Chemistry Faculty Research

Use of ribonucleic acid (RNA) interference to regulate protein expression has become an important research topic and gene therapy tool, and therefore, finding suitable vehicles for delivery of small RNAs into cells is of crucial importance. Layered double metal hydroxides such as hydrotalcite (HT) have shown great promise as nonviral vectors for transport of deoxyribose nucleic acid (DNA), proteins, and drugs into cells, but the adsorption of RNAs to these materials has been little explored. In this study, the binding of small RNAs with different lengths and levels of secondary structure to HT nanoparticles has been analyzed and compared to …

Enantio-Enriched Cpl-Active Helicene–Bipyridine–Rhenium Complexes, Nidal Saleh, Monika Srebro, Thibault Reynaldo, Nicolas Vanthuyne, Loïc Toupet, Victoria Chang, Gilles Muller, J. Gareth-Williams, Christian Roussel, Jochen Autschbach, Jeanne Crassous

Faculty Publications, Chemistry

The incorporation of a rhenium atom within an extended helical π-conjugated bi-pyridine system impacts the chiroptical and photophysical properties of the resulting neutral or cationic complexes, leading to the first examples of rhenium-based phosphors that exhibit circularly polarized luminescence.

Solutions Of A Logistic Equation On Varying Time Scales: A Quantitative And Qualitative Analysis, Alexandria Amity Amorim

Theses, Dissertations and Capstones

Time Scale Calculus, introduced by Dr. Stefan Hilger in 1988, combines the study of differential and difference equations into a single topic. We begin with an introduction of sets used in this field, time scales, and build up to the definition of the exponential function on a time scale. The main focus of this work is a study of the solutions of a particular logistic dynamic equation on varying time scales. We study both the analytical and graphical solutions of this equation. Analytical solutions are worked out using theorems from Time Scale Calculus, including properties of the exponential function. Graphical …

A Generalized Inflated Geometric Distribution, Ram Datt Joshi

Theses, Dissertations and Capstones

A count data that have excess number of zeros, ones, twos or threes are commonplace in experimental studies. But these inflated frequencies at particular counts may lead to over dispersion and thus may cause difficulty in data analysis. So, to get appropriate results from them and to overcome the possible anomalies in parameter estimation, we may need to consider suitable inflated distribution.

In this thesis, we have considered a Swedish fertility dataset with inflated values at some particular counts. Generally, Inflated Poisson or Inflated Negative Binomial distribution are the most common distributions for analyzing such data. Geometric distribution can be …

Multiplication Rules For Schur And Quasisymmetric Schur Functions, Jennifer Anderson

Theses, Dissertations and Capstones

An important problem in algebraic combinatorics is finding expansions of products of symmetric functions as sums of symmetric functions. Schur functions form a well-known basis for the ring of symmetric functions. The Littlewood-Richardson rule was introduced to expand the product of two Schur functions as a positive sum of Schur functions. Remmel and Whitney introduced an algorithmic way to find the coefficients of Schur functions appearing in the expansion. Haglund et al. introduced quasisymmetric Schur functions as a refinement of Schur functions. For quasisymmetric Schur functions, the Littlewood-Richardson rule was introduced to expand the product of a Schur and quasisymmetric …

An Investigation Of The Effect Of Mn2+ On The Fth1 Ire-Irp Complex, Eric Thomas Mendenhall

Theses, Dissertations and Capstones

Iron is a widely distributed metal found in almost every physiological system in nature, thus being an essential part of life. Iron homeostasis in the human body must be tightly regulated as iron is both beneficial and harmful to different cellular processes. Ferritin is a protein that has a prominent role in maintaining iron homeostasis via iron sequestration. Additionally, this protein itself is regulated by the Iron Responsive Element (IRE) and its interaction with an apoaconitase protein or the Iron Regulatory Protein (IRP). The binding of the IRP to this IRE, located on the 5’ untranslated stem loop region of …

Glycation Of Lysozyme, Wisam Talib Joudah

Theses, Dissertations and Capstones

For this research project, I propose a method for the analysis of glycated lysozyme using Matrix Associated Laser Desorption / Ionization-Time of Flight Mass spectrometry (MALDI-TOF MS). Glycation or "Maillard reaction" is a non-enzymatic reaction that occurs between amino acid residues, usually primary and secondary amines, of proteins and the carbonyl group of reducing sugars to yield Schiff bases. The glycation mechanism occurs between the carbonyl group of the reducing sugars and a primary amine by nucleophilic addition, resulting in the formation of a Schiff base. The Schiff base can then rearrange into the more stable Amadori product which is …

Investigation Into The Biological Importance And Function Of Proinsulin C-Peptide, Christina L. Newsome

Theses, Dissertations and Capstones

The C-peptide of insulin was thought to be biologically inactive, but recent studies have shown that the C-peptide causes multiple molecular and physiological effects. Evidence has shown that C-peptide binds to a cell surface receptor, probably a G-protein coupled receptor, and that the COOH-terminal pentapeptide is essential for binding and constitutes an active site. For a further understanding of the detailed nature of the physiological effects of C-peptide, the receptor structure needs to be determined. We designed an affinity column using C-peptide to try and gain a better understanding of the biological effects by examining what proteins the affinity column …

Bilayer Lift-Off Process For Aluminum Metallization, Thomas E. Wilson, Konstantin Korolev, Nathaniel A. Crow

Physics Faculty Research

Recently published reports in the literature for bilayer lift-off processes have described recipes for the patterning of metals that have recommended metal-ion-free developers, which do etch aluminum. We report the first measurement of the dissolution rate of a commercial lift-off resist (LOR) in a sodium-based buffered commercial developer that does not etch aluminum. We describe a reliable lift-off recipe that is safe for multiple process steps in patterning thin (<100  nm) and thick aluminum devices with micron-feature sizes. Our patterning recipe consists of an acid cleaning of the substrate, the bilayer (positive photoresist/LOR) deposition and development, the sputtering of the aluminum film along with a palladium capping layer and finally, the lift-off of the metal film by immersion in the LOR solvent. The insertion into the recipe of postexposure and sequential develop-bake-develop process steps are necessary for an acceptable undercut. Our recipe also eliminates any need for accompanying sonication during lift-off that could lead to delamination of the metal pattern from the substrate. Fine patterns were achieved for both 100-nm-thick granular aluminum/palladium bilayer bolometers and 500-nm-thick aluminum gratings with 6-μm lines and 4-μm spaces

Mechanical Properties Of Self-Assembled Nanoparticle Membranes: Stretching And Bending, Yifan Wang, Pongsakorn Kanjanaboos, Sean P. Mcbride, Edward Barry, Xiao-Min Lin, Heinrich M. Jaeger

Physics Faculty Research

Monolayers composed of colloidal nanoparticles, with thickness less than ten nanometers, have remarkable mechanical strength and can suspend over micron-sized holes to form free-standing membranes. We discuss experiments probing the tensile strength and bending stiffness of these self-assembled nanoparticle sheets. The fracture behavior of monolayers and multilayers is investigated by attaching them to elastomer substrates which are then stretched. For different applied strain the fracture patterns are imaged down to the scale of single particles. The resulting detailed information about the crack width distribution allows us to relate the measured overall tensile strength to the distribution of local bond strengths …

Music-Related Media-Contents Synchronization Over Theweb: The Ieee 1599 Initiative, Adriano Baratè, Goffredo Haus, Luca A. Ludovico, Stefano Baldan, Davide Andrea Mauro

Computer Sciences and Electrical Engineering Faculty Research

IEEE 1599 is an international standard originally conceived for music, which aims at providing a comprehensive description of the media contents related to a music piece within a multi-layer and synchronized environment. A number of o_- line and stand-alone software prototypes has been realized after its standardization, occurred in 2008. Recently, thanks to some technological advances (e.g. the release of HTML5), the engine of the IEEE 1599 parser has been ported on the Web. Some non-trivial problems have been solved, e.g. the management of multiple simultaneous media streams in a client-server architecture. After providing an overview of the IEEE 1599 …

Oregon Lake Watch, 2015 Annual Report, Samuel Cimino, Rich Miller, Angela L. Strecker

Center for Lakes and Reservoirs Publications and Presentations

The Oregon Lake Watch (OLW) volunteer monitoring program completed its third year of operation during 2015 with a focus on early detection of aquatic invasive species (AIS) and water quality status and trend assessments for the better management of Oregon’s lakes and reservoirs. AIS surveys emphasized the detection of Watch List aquatic plant and species that can have a negative impacts on the beneficial uses of our waterbodies. Water transparency and temperature measurements were used to track the condition of volunteers' lakes.

Thirty-one Oregon lakes have been surveyed during the OLW’s three years, 16 of which were surveyed during 2015. …

The Scientist, 2015, San Jose State University, College Of Science

The Scientist (College of Science)

No abstract provided.

Observations Of Fire-Induced Turbulence Regimes During Low-Intensity Wildland Fires In Forested Environments: Implications For Smoke Dispersion, Warren Heilman, Craig Clements, Daisuke Seto, Xindi Bian, Kenneth Clark, Nicholas Skowronski, John Hom

Faculty Publications, Meteorology and Climate Science

Low-intensity wildland fires occurring beneath forest canopies can result in particularly adverse local air-quality conditions. Ambient and fire-induced turbulent circulations play a substantial role in the transport and dispersion of smoke during these fire events. Recent in situ measurements of fire–atmosphere interactions during low-intensity wildland fires have provided new insight into the structure of fire-induced turbulence regimes and how forest overstory vegetation can affect the horizontal and vertical dispersion of smoke. In this paper, we provide a summary of the key turbulence observations made during two low-intensity wildland fire events that occurred in the New Jersey Pine Barrens.

The Sluggs Survey: Globular Cluster Stellar Population Trends From Weak Absorption Lines In Stacked Spectra, Christopher Usher, Duncan Forbes, Jean Brodie, Aaron Romanowsky, Jay Strader, Charlie Conroy, Caroline Foster, Nicola Pastorello, Vincenzo Pota, Jacob Arnold

Faculty Publications

As part of the SAGES Legacy Unifying Globulars and GalaxieS (SLUGGS) survey, we stack 1137 Keck DEIMOS (Deep Imaging Multi-Object Spectrograph) spectra of globular clusters from 10 galaxies to study their stellar populations in detail. The stacked spectra have median signal-to-noise ratios of ∼90 Å−1. Besides the calcium triplet, we study weaker sodium, magnesium, titanium and iron lines as well as the Hα and higher order Paschen hydrogen lines. In general, the stacked spectra are consistent with old ages and a Milky Way-like initial mass function. However, we see different metal line index strengths at fixed colour and magnitude, and …

Finite-Temperature Superconducting Correlations Of The Hubbard Model, Ehsan Khatami, Richard Scalettar, Rajiv Singh

Faculty Publications

We utilize numerical linked-cluster expansions (NLCEs) and the determinantal quantum Monte Carlo algorithm to study pairing correlations in the square-lattice Hubbard model. To benchmark the NLCE, we first locate the finite-temperature phase transition of the attractive model to a superconducting state away from half filling. We then explore the superconducting properties of the repulsive model for the d-wave and extended s-wave pairing symmetries. The pairing structure factor shows a strong tendency to d-wave pairing and peaks at an interaction strength comparable to the bandwidth. The extended s-wave structure factor and correlation length are larger at higher temperatures but clearly saturate …

Spectroscopic Confirmation Of The Existence Of Large, Diffuse Galaxies In The Coma Cluster, Pieter Van Dokkum, Aaron Romanowsky, Roberto Abraham, Jean Brodie, Charlie Conroy, Marla Geha, Allison Merritt, Alexa Villaume, Jielai Zhang

Faculty Publications

No abstract provided.