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  • Ruin Problems with Risky Investments

    Creator:
    Loke, Sooie-Hoe
    Abstract:
    In this dissertation, we study two risk models. First, we consider the dual risk process which models the surplus of a company that incurs expenses at a constant rate and earns random positive gains at random times. When the surplus is invested in a risky asset following a geometric Brownian...
    Resource Type:
    Dissertation
    Full Text:
    . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2. CLASSICAL DUAL RISK MODEL

  • Some mathematical models in ecology

    Creator:
    Engstrom-Heg, Verna Louise
    Resource Type:
    Masters Thesis
    Full Text:
    mathematical model that closely simulates nature Is likely to Involve a great deal of computation. Therefore

  • Solutions to some linear evolutionary systems of equations : study of the double porosity model of fluid flow in fractured rock and its applications.

    Creator:
    Bodvarsson, Gudrun M.
    Abstract:
    The present work is a study of three degenerate, linear parabolic systems of equations, each of which represents a version of the so-called double porosity model for underground fluid flows in natural fractured rock. These systems of equations together with initial and boundary conditions describe single-phase flows in fluids, slightly...
    Resource Type:
    Dissertation

  • Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities

    Creator:
    Constantinescu, Corina D.
    Abstract:
    This thesis considers one of the classical problems in the actuarial mathematics literature, the decay of the probability of ruin in the collective risk model. The claim number process N(t) is assumed to be a renewal process, the resulting model being referred as the Sparre Andersen risk model. The inter-claim...
    Resource Type:
    Dissertation
    Full Text:
    possible. There is a discrete time Markov process embedded in the model, irrespective of the investment

  • Optimal harvesting of continuous age structured populations

    Creator:
    Smith, Steven J.
    Abstract:
    We investigate the optimal harvesting strategies for McKendrick type population models. Models of this type endow the population with a continuous age structure. They consist of a partial differential equation with a boundary condition which involves an integral of the solution. We study two problems, the first concerns the yield...
    Resource Type:
    Dissertation
    Full Text:
    time interval of a linear model. It is shown that an optimal policy exists, and that it consists of

  • Numerical modeling of biofilms

    Creator:
    Mendoza, Adriana
    Abstract:
    We present a new mathematical model for the development of biofilm that extends the nonlinear density-dependent continuum model introduced by Eberl et al. in 2001. It is a coupled nonlinear density-dependent diffusion-reaction model for biomass spreading, describing the interaction of nutrient availability and biomass production. The model by Eberl has...
    Resource Type:
    Masters Thesis
    Full Text:
    Abstract approved: Malgorzata S. Peszynska We present a new mathematical model for the development of

  • Investigations concerning heat transfer involving wedge-shaped configurations

    Creator:
    King, John Michael
    Abstract:
    The temperature field inside a "truncated" wedge is investigated. For this purpose the two dimensional Green's function of the heat equation for this domain is established. Further applications of these results center around a problem of heat conduction investigated by Lebedev.
    Resource Type:
    Masters Thesis
    Full Text:
    the London Mathematical Society XVI (Ser. 2):84- 93. 1918. 3. Carslaw, H. S. and J. C. Jaeger

  • Movement of populations in restricted regions

    Creator:
    Guenther, John H.
    Abstract:
    Mathematicians have been concerned with population growth and movement since the days of Leonhard Euler and Thomas Malthus. Chapter i of this paper sketches the history of the development of the modern population theory. In Chapter II, a partial differential equation is derived which governs the growth and movement of...
    Resource Type:
    Masters Thesis
    Full Text:
    similar to the way it is still treated today. The mathematical model formulated by Galton and Watson has

  • How the perceptron reacts on non-separable classification problems

    Creator:
    Venema, Rienk S.
    Abstract:
    Neural networks are models which have been developed to simulate the anatomy of the nervous system. The connection between the elements of these networks, the so called artificial neurons, is similar to the connection between the biological neurons. In developing neural networks people are trying to create systems which have...
    Resource Type:
    Masters Thesis
    Full Text:
    Introduction 7 3.2 The McCulloch-Pitts model 7 4 The perceptron 10 4.1 Introduction 10 4.2 The perceptron

  • Numerical computation of free surface water flow

    Creator:
    Kuhnert, Jorg
    Abstract:
    The present thesis is a report of investigations on a model for computing the water flow in the wave tank of the OSU Wave Laboratory. A wave board, established at one end of the 100 m long, 4 m wide and 6 m deep wave tank, produces water waves by...
    Resource Type:
    Masters Thesis