The goal of this study is to test the accuracy of
various mutual fund timing and selectivity models under a
range of portfolio managerial skills and varying market
conditions. Portfolio returns in a variety of skill
environments are generated using a simulation procedure. The
generated portfolio returns are based on...
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...
In certain cases in system modeling, parameter search problems
are complicated by the availability of scanty and corrupt physical
system data and a large number of model parameters. An algorithm
using man-machine interaction is presented to attack this type
of parameter search problem with the objective of efficiency in the...
Biomechanical models have been used in designing human work environments to evaluate potential risks to workers before a work environment is constructed. In order for work environments to be modeled correctly, most biomechanical models require as input, an accurate body posture of the worker. This information can be obtained by,...
This dissertation consists of three papers on land use economics and policies. The first two papers focus primarily on local land use policies and urban development. The third paper addresses the question how environmental amenities affect households' residential choices in a metropolitan area. In the first paper, an option value...
Many engineering devices and propulsion systems suffer from undesirable effects of cavitation; such as degradation in the efficiency of pumps and turbines, generation of noise and vibration on ship propeller, increased drag and erosion of propeller blade, etc.
In spite of decades of research on this problem, detailed study of...
A model is presented which predicts the net present
value of a stand level multi-entry harvest plan. The model
accounts for potential volume losses due to harvest-related soil compaction. The goal of this project was to answer five economic questions about the issue of soil compaction in forestry. The five...
The atmospheric fluidized bed combustor (AFBC) is an alternative to
the pulverized coal burner. The size of a utility scale AFBC would be
enormous so that the use of large particles is necessary to reduce its
size. In modeling the combustion of coal and capture of sulfur released
from the...
A mathematical model of Limiting Dilution Analysis for two limiting
parameters is presented and investigated. Limiting Dilution Analysis is a microbiological
cell assay developed for immunological application. In the given
case we deal with the interaction between B lymphocytes, macrophage derived
factor and T-independent antigens. The state of the art...
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...
There are numerous techniques for improving the mixing of fuel and
oxidant species. However, many of these methods cannot be applied to combustion
systems due to material limitations. A means of mixing the reacting species without
physically invading the flow stream is therefore desired.
In this work, induced electromagnetic forces...
A new method for accelerating the Upstream Corner Balance (UCB) discretization of the equation of transfer is introduced. The inconsistent acceleration equations for the UCB discretization are derived by applying the "Modified 4-Step" diffusion synthetic acceleration technique not to the UCB discretization, but instead to the simple corner balance (SCB)...
Motivated by observations of locally enhanced sea level variability near steep
topographic slopes in regions of strong time-mean flows, effects of zonal ridge topography
on zonal oceanic jet flow are investigated. Unstable wave properties and the
dynamics of eddy-mean flow interaction are evaluated as a function of topographic
geometry using...
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...
Hydrodynamic models are used as a diagnostic tool to understand the temporal variability of shallow-water processes that are difficult to completely resolve with traditional field measurements. For all simulations, modeled quantities are qualitatively or quantitatively compared with available measurements to gain confidence in conclusions derived from the modeled results. In...
Mass transfer processes were evaluated in an artificial, non-uniform porous medium with a power law distribution of diffusion rate coefficients obtained from physical characterization of solute and porous medium. Breakthrough curves of several pulse experiments conducted at different velocities were compared (1) to analytical expressions for concentrations at mass transfer...
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...
Supplementary mathematical analysis and comparison with the results of tests. This report is one of a series issued in cooperation with the Army-Navy-Civil Committee on Aircraft Design Criteria under the supervision of the Aeronautical Board.
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...
This paper discusses the development of a computer simulation program for the operation of a log landing for the proposed Helistat airship. The first part of the paper describes the time study used to develop production rates for the chasers, buckers, front-end loaders, and skidders to be used on the...
The principles of mobility are applied to the forest setting to
simulate the movement of logs with a rubber tired-skidder. A computer
program was written to perform the analysis . Vehicle-terrain and logterrain
interactions are the resistances which must be overcome by
the available vehicle power. The rate at which...
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...
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...
The mathematical technique of overrelaxation is used here to speed the convergence of a numerical method for solving viscous, incompressible fluid flow problems. The method, called MAC, involves approximating the complete two-dimensional incompressible Navier-Stokes equations with analogous finite-difference equations. The MAC method was developed by the Los Alamos Scientific Laboratory...
The effect of entering streamflow on currents of a density
stratified reservoir has been studied in a laboratory model to
provide insight into the prediction, control, and maintenance of
quality water discharge from a thermally stratified reservoir.
Twenty experiments were performed using various concentrations
of a sodium chloride solution to...
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.
It is popular belief that the volatility of the exchange rate is due
to the balance of payments, which in turn is mainly influenced by the
balance of trade. A closed-loop dynamic economic model is proposed
to describe and analyse the effect of the international trade of a
country on...
An algorithm for computing the parameter sensitivities of an excitation system for a hydroelectric generation system is developed for model analysis in this thesis. The IEEE Type 1 excitation system representation, linked with a simplified alternator and voltage regulator equivalent, provide a closed-loop model for digital simulation. Parametric sensitivities are...
This thesis develops a model for locating field offices for the
Motor Vehicles Division of Oregon. The locations are determined by
minimizing the total cost to the Public. This is reasonable because
the Public finances the operation and the opening of the offices
through tax dollars, and it bears the...
The objective of this thesis is to develop criteria for a data
acquisition system for electrical machinery capable of sampling a
signal every 0.2 msec with a desired accuracy of 0.1%. The system to
be measured includes both AC and DC voltage and current signals from
several points. The main...
Unit cell or pin cell calculations form the basis for
most nuclear core modeling. Because of this, it is of primary
importance to perform these unit cell calculations
accurately.
The subject of this thesis is the analysis of one of
the major approximations made in unit cell modeling, the
infinite...
Pattern recognition techniques and their application to a
consumer behavior study are presented. The Local Majority Method
(LOMAME) utilizes a set of prototypes and corrective factors which
undergo a training cycle before being utilized as pattern classifiers.
Its advantages over the Minimum-Distance Method and the Fix
and Hodges Method are...
A simulation method using a hybrid computer is developed in
this dissertation to enhance the study of wind-driven ocean circulation.
The simulation is based on the mathematical model developed by
Ekman. Pure digital simulation is not economical due to excessive
computer time required for the solution of the partial differential...
An analytical tool to assist municipal planners in evaluating
alternative planning strategies is proposed. Schlager's Land Use
Plan Design Model provides the linear formulation of the problem,
Goal Programming is used to create alternatives, and Brown and Kirby's
Measures of Urban Performance serve to evaluate the alternatives.
Resource Planning and...
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...
The viability of incorporating optimization within budgeting
methodologies is examined.
Resource Planning and Management System and optimization are
proposed as tools to enhance the planning and control functions of the
budgeting process. Three hypotheses are proposed: (1) Integer
Programming, Integer Goal Programming and Dynamic Programming
can be substituted in place...
In this paper, we discuss extensions of two coordinated ordering
methods which reduce inventory costs for multi-item systems.
Goyal's method, which is useful for constant demand, decreases cost
by assigning an order interval for each item, and an optimum number
of purchase orders per period. Goyal's method is modified to...
The economic aspects of quality control have received wide concern since its developmental stages, however, they have not been sufficiently explored. Moreover, as the need for complex products of high precision and reliability increases, most industrial firms have experienced some difficulties in meeting that need at reasonable costs with their...
The exact frequencies and mode shapes of flexural vibration of a
rotating beam are found. The beam has a linear mass and stiffness
distribution.
With certain simplifying assumptions, the kinetic and potential
energies of the rotating beam are found. Hamilton's principle is then
used to determine the equation governing the...
This thesis presents work done to verify the accuracy of a
heuristic method for computing availability percentiles for
cascaded independent systems. Previous work has provided a model
for a single line that will be used as the basis for a simulation
of cascaded and parallel systems of lines. The simulation...
