Search Constraints

Start Over
Filtering by: Subject Investments -- Mathematical models Remove constraint Subject: Investments -- Mathematical models Committee Member Faridani, Adel Remove constraint Committee Member: Faridani, Adel Resource Type Dissertation Remove constraint Resource Type: Dissertation

Search Results

  • 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

  • Coupled dynamics of bouys and mooring tethers

    Creator:
    Idris, Krisnaldi
    Abstract:
    Time-domain models were developed to predict the response of a tethered buoy subject to hydrodynamic loadings. A coupled analysis of the interaction of a buoy and its mooring is included and three-dimensional response is assumed. External loadings include hydrodynamic forces, tethers tensions, wind loadings and the weight of both cable...
    Resource Type:
    Dissertation
    Full Text:
    . Application of the present model to solve a multi-leg/multi-point mooring system is also provided

  • Modeling studies of ocean circulation using inverse methods and bifurcation theory

    Creator:
    Vernieres, Guillaume
    Abstract:
    We present a study of the ocean circulation using state of the art numerical and data assimilation techniques. The second chapter of the thesis presents the development and application of generalized inversion to a simple dynamical model of Lake Kinneret. The intent was to develop the necessary tools to implement...
    Resource Type:
    Dissertation
    Full Text:
    inversion to a simple dynamical model of Lake Kinneret. The intent was to develop the necessary tools to

  • A parallel numerical computation of nucleon scattering from nuclei, including full spin coupling and coulomb forces

    Creator:
    Mefford, Tim
    Abstract:
    The microscopic, momentum space, optical potential description of spin 1/2 x 1/2 scattering is extended to include the coupling of the singlet-triplet spin channels and the exact handling of the Coulomb force. Computing performance in constructing the optical potential and in solving the coupled-channels Lippmann-Schwinger equations is enhanced by parallelization...
    Resource Type:
    Dissertation
    Full Text:
    model and predicts the scattering cross section and spin observables. Developed from a code originally

  • A moving boundary model of calcium alginate gel formation and the estimation of diffusion and mass transfer coefficients

    Creator:
    Inoue, Shawna K.
    Abstract:
    Calcium alginate gels are widely used in the biotechnology, food, and pharmaceutical industries for cell immobilization, food additives, and controlling the release of therapeutic agents. Different gelation conditions can lead to different gel structures which affects the diffusion of solutes in gels, thus mathematical models were developed to describe diffusion...
    Resource Type:
    Dissertation
    Full Text:
    divided into two parts, each with a mathematical model and corresponding experimental study. The

  • Development of vehicle dynamics tools for motorsports

    Creator:
    Patton, Chris
    Abstract:
    In this dissertation, a group of vehicle dynamics simulation tools is developed with two primary goals: to accurately represent vehicle behavior and to provide insight that improves the understanding of vehicle performance. Three tools are developed that focus on tire modeling, vehicle modeling and lap time simulation. Tire modeling is...
    Resource Type:
    Dissertation
    Full Text:
    is extended to provide a flexible model structure that allows arbitrary inputs to be included. For

  • Multiscale analysis of saturated flow in a porous medium with an adjacent thin channel

    Creator:
    Morales, Fernando A.
    Abstract:
    This thesis contains three parts addressing the asymptotic analysis of fluid flow through fully saturated porous medium in the presence of an adjacent thin channel. In the first part the problem is modeled by Darcy's law in both the porous medium and in the channel. The permeability in the channel...
    Resource Type:
    Dissertation
    Full Text:
    - ciple. A fully-coupled model with a lower dimensional interface problem is obtained in the limit as an