In this paper, we discuss two possible modifications to a numerical solution method for a model of microbiologically induced calcite precipitation (MICP). MICP provides a means to seal cracks in the surfaces of geological structures. From a mathematical and computational point of view MICP has very interesting features which make...
There are three chapters of manuscripts in this dissertation and all of them are talking about a specific theme: stochastic control, but with completely different perspectives.
In the first manuscript, we solve the optimal barrier strategy for dividend distribution in a complicated Lévy system. In this system, the capital of...
In this work, we provide a detailed analysis of a discrete time regime switching financial market model with jumps. We consider the model under two different scenarios: known and unknown initial regime. For each scenario we investigated conditions that guarantee the model's completeness. We find that the model under consideration...
Within this dissertation, we develop tools and techniques to demonstrate the feasibility of real-time optimization of a magnetohydrodynamics generator. To ease computational complexity, we work on the kinematic magnetohydrodynamic system, prescribing the fluid-flow and model the material response of the system through an updated Generalized Ohm’s law. We focus on...
Observations of the Oregon coast’s physical oceanography over the last few decades have revealed falling dissolved oxygen levels associated with seasonal upwelling, as well as rising water temperatures. In extreme cases, these changes have been associated with die-offs, redistribution, and decreased abundance and diversity of benthic fish and invertebrates. Many...
A fully-saturated poroelastic medium is confined by the sides of a cylinder, and the regions below and above the medium are filled with fluid at respective constant pressures. The filtration flow of fluid through the poroelastic medium and the small deformations of the medium are described by a quasi-static Biot...
Stein's method initially introduced in 1970 by C. Stein is a powerful technique for bounding the distance between the laws of two real-valued random variables. Stein's method has been used to prove distributional convergence to many standard probability distributions such as normal, multivariate normal, Poisson and Brownian motion approximation. In...
Many geophysical phenomena exhibit complicated dynamics that, due to a variety of factors, diverge quickly from physical models. The arrival of new observations allows researchers to combine the model estimate with measurements in a statistical process called data assimilation to produce a revised estimate of the phenomenon. This assimilation of...
The topic of statistical mechanics has been studied for over a century, and it is one of the pillars of modern physics. This theory can be applied to the study of the thermodynamic behavior of large systems of interacting particles, in which case it is referred to as equilibrium statistical...
The Brownian motion of micron-scale particles reflects the viscoelastic response of the local environment of the medium. Tracking the thermal fluctuations of these particles is a measure of the rheology of the material at the microscopic scale. This technique is called passive microrheology. Microrheology has been developed to assess the...