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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

  • Bridge Model Parameter Sensitivity in Pushover and Nonlinear Time History Analysis

    Creator:
    Johnsohn, Karryn E.
    Abstract:
    The aim of this research is to understand and quantify the modeling differences between CSiBridge and OpenSees, and to determine sensitive model parameters. When designing bridges for the high seismic region of California, the California Department of Transportation (Caltrans) performs nonlinear time history analysis of their bridge models. For three-dimensional...
    Resource Type:
    Masters Thesis
    Full Text:
    degree of Master of Science in Civil Engineering presented on June 9, 2016. Title: Bridge Model

  • 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

  • A methodology for scheduling jobs in a flexible flowshop with sequence dependent setup times and machine skipping

    Creator:
    Pandya, Vaibhav
    Abstract:
    A flexible flowshop, comprised of one or more stages having unrelated parallel machines, is investigated in this research. Unrelated parallel machines can perform the same function but have different capacity or capability. Since this problem is motivated by industry research, dynamic job release times and dynamic machine availability times have...
    Resource Type:
    Masters Thesis
    Full Text:
    : ........................................................................................................... 12 4.4 Mathematical Model

  • Simulations of geckos dry adhesion system

    Creator:
    Hu, Congcong
    Abstract:
    Simulation models were developed to explore the reversible nature of gecko dry adhesion system. The central idea of this model is that even with a small moment imparted on the contact tip, the seta can be easily ad-adhered. It is shown that this contact condition is very sensitive, but can...
    Resource Type:
    Masters Thesis
    Full Text:
    of this model is that even with a small moment imparted on the contact tip, the seta can be easily

  • Modeling in-situ vapor extraction during flow boiling in microscale channel

    Creator:
    Salakij, Saran
    Abstract:
    In-situ vapor extraction is performed by applying a pressure differential across a hydrophobic porous membrane that forms a wall of the channel as a means of reducing the local quality of flow boiling within the channel. As the local quality is reduced, the heat transfer capability can be improve while...
    Resource Type:
    Dissertation
    Full Text:
    can be used as a basis for a regime-based vapor extraction rate model. The effects of vapor

  • Reinforcement learning-based off-equilibrium incentives to approximate the VCG mechanism

    Creator:
    Moissinac, Béatrice
    Abstract:
    Auctions are used to solve resource allocation problem between many agents and many items in real-world settings. Unfortunately, in most cases, it is possible for selfish agents to manipulate the system for their own interest at the expense of the social welfare. Such manipulation can be prevented using the Vickrey-Clarke-Groves...
    Resource Type:
    Masters Thesis
    Full Text:
    System & Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . 25 4.2.2 CubeSats Model 1

  • The Mathematics of Critical Shifts in Ecological Networks with Alternative Stable State Theory, A Potential Framework for Early Warning Indicators

    Creator:
    Kupperman, Michael D.
    Abstract:
    A long running problem in mathematical biology is the prediction of extinction events, a specialized case of the larger global stability problem found in differential equations and dynamical systems theory. A central technical question is how to introduce the randomness observed in real ecological systems not accounted for in deterministic...
    Resource Type:
    Honors College Thesis
    Full Text:
    biology have emphasized the mathematical and ecological relationships between model parameters, rather

  • Simulating the dose enhancement effects of platinum nanoparticles in a spherical geometry with Monte Carlo calculations

    Creator:
    Mathews, Joshua A.
    Abstract:
    Background: The use of high-Z nanoparticles as radiation dose enhancers has been researched thoroughly over the past decade. High-Z nanoparticles introduced to a medium increase the probability of photoelectric absorption. This leads to an increase in the production of short range characteristic and Auger electrons and, thus, local radiation dose....
    Resource Type:
    Masters Thesis
    Full Text:
    difference in the dose before and after interfaces can be approximated using a mathematical model (Martin

  • Stochastic Characterization of Highway Capacity and Its Applications

    Creator:
    Dong, Shangjia
    Abstract:
    Highway capacity has traditionally been treated as deterministic. In reality, however, capacity can vary from time to time and location to location due to inclement weather, various driving behavior, traffic incident, bottleneck and workzone. This thesis aims to characterize the stochastic variations of highway capacity, and explore its applications. The...
    Resource Type:
    Masters Thesis
    Full Text:
    Average (STARIMA) model. It is identified following a Seasonal STARIMA model (0, 0, 23)×(0, 1, 0)2