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Pages
 Title
 3Manifolds of S1Category Three.
 Creator

Wang, Dongxu, Heil, Wolfgang, Niu, Xufeng, Klassen, Eric P., Hironaka, Eriko, Nichols, Warren D., Department of Mathematics, Florida State University
 Abstract/Description

I study 3manifold theory, which is a fascinating research area in topology. Many new ideas and techniques were introduced during these years, which makes it an active and fast developing subject. It is one of the most fruitful branches of today's mathematics and with the solution of the Poincare conjecture, it is getting more attention. This dissertation is motivated by results about categorical properties for 3manifolds. This can be rephrased as the study of 3manifolds which can be...
Show moreI study 3manifold theory, which is a fascinating research area in topology. Many new ideas and techniques were introduced during these years, which makes it an active and fast developing subject. It is one of the most fruitful branches of today's mathematics and with the solution of the Poincare conjecture, it is getting more attention. This dissertation is motivated by results about categorical properties for 3manifolds. This can be rephrased as the study of 3manifolds which can be covered by certain sets satisfying some homotopy properties. A special case is the problem of classifying 3manifolds that can be covered by three simple S1contractible subsets. S1contractible subsets are subsets of a 3manifold M3 that can be deformed into a circle in M3. In this thesis, I consider more geometric subsets with this property, namely subsets are homeomorphic to 3balls, solid tori and solid Klein bottles. The main result is a classication of all closed 3manifolds that can be obtained as a union of three solid Klein bottles.
Show less  Date Issued
 2013
 Identifier
 FSU_migr_etd7650
 Format
 Thesis
 Title
 4D Var Data Assimilation and POD Model Reduction Applied to Geophysical Dynamics Models.
 Creator

Chen, Xiao, Navon, Ionel Michael, Sussman, Mark, Hart, Robert, Wang, Xiaoming, Gordon, Erlebacher, Department of Mathematics, Florida State University
 Abstract/Description

Standard spatial discretization schemes for dynamical system (DS), usually lead to largescale, highdimensional, and in general, nonlinear systems of ordinary differential equations.Due to limited computational and storage capabilities, Reduced Order Modeling (ROM) techniques from system and control theory provide an attractive approach to approximate the largescale discretized state equations using lowdimensional models. The objective of 4D variational data assimilation (4D Var) is to...
Show moreStandard spatial discretization schemes for dynamical system (DS), usually lead to largescale, highdimensional, and in general, nonlinear systems of ordinary differential equations.Due to limited computational and storage capabilities, Reduced Order Modeling (ROM) techniques from system and control theory provide an attractive approach to approximate the largescale discretized state equations using lowdimensional models. The objective of 4D variational data assimilation (4D Var) is to obtain the minimum of a cost functional estimating the discrepancy between the model solutions and distributed observations in time and space. A control reduction methodology based on Proper Orthogonal Decomposition (POD), referred to as POD 4D Var, has been widely used for nonlinear systems with tractable computations. However, the appropriate criteria for updating a POD ROM are not yet known in the application to optimal control. This is due to the limited validity of the POD ROM for inverse problems. Therefore, the classical TrustRegion (TR) approach combined with POD (TRPOD) was recently proposed as a way to alleviate the above difficulties. There is a global convergence result for TR, and benefiting from the trustregion philosophy, rigorous convergence results guarantee that the iterates produced by the TRPOD algorithm will converge to the solution of the original optimization problem. In order to reduce the POD basis size and still achieve the global convergence, a method was proposed to incorporate information from the 4D Var system into the ROM procedure by implementing a dual weighted POD (DWPOD) method. The first new contribution in my dissertation consists in studying a new methodology combining the dual weighted snapshots selection and trust region POD adaptivity (DWTRPOD). Another new contribution is to combine the incremental POD 4D Var, balanced truncation techniques and method of snapshots methodology. In the linear DS, this is done by integrating the linear forward model many times using different initial conditions in order to construct an ensemble of snapshots so as to generate the forward POD modes. Then those forward POD modes will serve as the initial conditions for its corresponding adjoint system. We then integrate the adjoint system a large number of times based on different initial conditions generated by the forward POD modes to construct an ensemble of adjoint snapshots. From this ensemble of adjoint snapshots, we can generate an ensemble of socalled adjoint POD modes. Thus we can approximate the controllability Grammian of the adjoint system instead of solving the computationally expensive coupled Lyapunov equations. To sum up, in the incremental POD 4D Var, we can approximate the controllability Grammian by integrating the TLM a number of times and approximate observability Grammian by integrating its adjoint also a number of times. A new idea contributed in this dissertation is to extend the snapshots based POD methodology to the nonlinear system. Furthermore, we modify the classical algorithms in order to save the computations even more significantly. We proposed a novel idea to construct an ensemble of snapshots by integrating the tangent linear model (TLM) only once, based on which we can obtain its TLM POD modes. Then each TLM POD mode will be used as an initial condition to generate a small ensemble of adjoint snapshots and their adjoint POD modes. Finally, we can construct a large ensemble of adjoint POD modes by putting together each small ensemble of adjoint POD modes. To sum up, our idea in a forthcoming study is to test approximations of the controllability Grammian by integrating TLM once and observability Grammian by integrating adjoint model a reduced number of times. Optimal control of a finite element limitedarea shallow water equations model is explored with a view to apply variational data assimilation(VDA) by obtaining the minimum of a functional estimating the discrepancy between the model solutions and distributed observations. In our application, some simplified hypotheses are used, namely the error of the model is neglected, only the initial conditions are considered as the control variables, lateral boundary conditions are periodic and finally the observations are assumed to be distributed in space and time. Derivation of the optimality system including the adjoint state, permits computing the gradient of the cost functional with respect to the initial conditions which are used as control variables in the optimization. Different numerical aspects related to the construction of the adjoint model and verification of its correctness are addressed. The data assimilation setup is tested for various mesh resolutions scenarios and different time steps using a modular computer code. Finally, impact of largescale unconstrained minimization solvers LBFGS is assessed for various lengths of the time windows. We then attempt to obtain a reducedorder model (ROM) of above inverse problem, based on proper orthogonal decomposition(POD), referred to as POD 4D Var. Different approaches of POD implementation of the reduced inverse problem are compared, including a dualweighed method for snapshot selection coupled with a trustregion POD approach. Numerical results obtained point to an improved accuracy in all metrics tested when dualweighing choice of snapshots is combined with POD adaptivity of the trustregion type. Results of adhoc adaptivity of the POD 4D Var turn out to yield less accurate results than trustregion POD when compared with highfidelity model. Finally, we study solutions of an inverse problem for a global shallow water model controlling its initial conditions specified from the 40yr ECMWF ReAnalysis (ERA40) datasets, in presence of full or incomplete observations being assimilated in a time interval (window of assimilation) presence of background error covariance terms. As an extension of this research, we attempt to obtain a reducedorder model of above inverse problem, based on proper orthogonal decomposition (POD), referred to as POD 4D Var for a finite volume global shallow water equations model based on the LinRood fluxform semiLagrangian semiimplicit time integration scheme. Different approaches of POD implementation for the reduced inverse problem are compared, including a dualweighted method for snapshot selection coupled with a trustregion POD adaptivity approach. Numerical results with various observational densities and background error covariance operator are also presented. The POD 4D Var model results combined with the trust region adaptivity exhibit similarity in terms of various error metrics to the full 4D Var results, but are obtained using a significantly lesser number of minimization iterations and require lesser CPU time. Based on our previous and current research work, we conclude that POD 4D Var certainly warrants further studies, with promising potential for its extension to operational 3D numerical weather prediction models.
Show less  Date Issued
 2011
 Identifier
 FSU_migr_etd3836
 Format
 Thesis
 Title
 Acknowledging the Religious Beliefs Students Bring into the Science Classroom: Using the Bounded Nature of Science.
 Creator

Southerland, Sherry A., Scharmann, Lawrence Conrad
 Abstract/Description

Scientific knowledge often appears to contradict many students' religious beliefs. Indeed, the assumptions of science appear contradictory to the metaphysical claims of many religions. This conflict is most evident in discussions of biological evolution. Teachers, in attempts to limit the controversy, often avoid this topic or teach it superficially. Recently, there has been a political effort to "teach to the controversy" – which some see as a way of introducing religious explanations for...
Show moreScientific knowledge often appears to contradict many students' religious beliefs. Indeed, the assumptions of science appear contradictory to the metaphysical claims of many religions. This conflict is most evident in discussions of biological evolution. Teachers, in attempts to limit the controversy, often avoid this topic or teach it superficially. Recently, there has been a political effort to "teach to the controversy" – which some see as a way of introducing religious explanations for biological diversity into science classrooms. Many science educators reject this approach, insisting that we limit classroom discussions to science alone. This "science only" approach leaves the negotiation of alternative knowledge frameworks to students, who are often illprepared for such epistemological comparisons. To support students' understanding of science while maintaining their religious commitments, this article explores the utility of emphasizing the boundaries of scientific knowledge and the need to support students in their comparison of contradictory knowledge frameworks.
Show less  Date Issued
 2013
 Identifier
 FSU_migr_ste_faculty_publications0013, 10.1080/07351690.2013.743778
 Format
 Citation
 Title
 Adaptive Spectral Element Methods to Price American Options.
 Creator

Willyard, Matthew, Kopriva, David, Eugenio, Paul, Case, Bettye Anne, Gallivan, Kyle, Nolder, Craig, Okten, Giray, Department of Mathematics, Florida State University
 Abstract/Description

We develop an adaptive spectral element method to price American options, whose solutions contain a moving singularity, automatically and to within prescribed errors. The adaptive algorithm uses an error estimator to determine where refinement or derefinement is needed and a work estimator to decide whether to change the element size or the polynomial order. We derive two local error estimators and a global error estimator. The local error estimators are derived from the Legendre...
Show moreWe develop an adaptive spectral element method to price American options, whose solutions contain a moving singularity, automatically and to within prescribed errors. The adaptive algorithm uses an error estimator to determine where refinement or derefinement is needed and a work estimator to decide whether to change the element size or the polynomial order. We derive two local error estimators and a global error estimator. The local error estimators are derived from the Legendre coefficients and the global error estimator is based on the adjoint problem. One local error estimator uses the rate of decay of the Legendre coefficients to estimate the error. The other local error estimator compares the solution to an estimated solution using fewer Legendre coefficients found by the Tau method. The global error estimator solves the adjoint problem to weight local error estimates to approximate a terminal error functional. Both types of error estimators produce meshes that match expectations by being fine near the early exercise boundary and strike price and coarse elsewhere. The produced meshes also adapt as expected by derefining near the strike price as the solution smooths and staying fine near the moving early exercise boundary. Both types of error estimators also give solutions whose error is within prescribed tolerances. The adjointbased error estimator is more flexible, but costs up to three times as much as using the local error estimate alone. The global error estimator has the advantages of tracking the accumulation of error in time and being able to discount large local errors that do not affect the chosen terminal error functional. The local error estimator is cheaper to compute because the global error estimator has the added cost of solving the adjoint problem.
Show less  Date Issued
 2011
 Identifier
 FSU_migr_etd0892
 Format
 Thesis
 Title
 Algorithms for Computing Congruences Between Modular Forms.
 Creator

Heaton, Randy, Agashe, Amod, Van Hoeij, Mark, Capstick, Simon, Aldrovandi, Ettore, Department of Mathematics, Florida State University
 Abstract/Description

Let $N$ be a positive integer. We first discuss a method for computing intersection numbers between subspaces of $S_{2}(Gamma_{0}(N),C)$. Then we present a new method for computing a basis of qexpansions for $S_{2}(Gamma_{0}(N),Q)$, describe an algorithm for saturating such a basis in $S_{2}(Gamma_{0}(N),Z)$, and show how these results have applications to computing congruence primes and studying cancellations in the conjectural Birch and SwinnertonDyer formula.
 Date Issued
 2012
 Identifier
 FSU_migr_etd4904
 Format
 Thesis
 Title
 All Speed MultiPhase Flow Solvers.
 Creator

Kadioglu, Samet Y., Sussman, Mark, Telotte, John, Hussaini, Yousuﬀ, Wang, Qi, Erlebacher, Gordon, Department of Mathematics, Florida State University
 Abstract/Description

A new second order primitive preconditioner technique (an all speed method) for solving all speed single/multiphase flow is presented. With this technique, one can compute both compressible and incompressible flows with Machuniform accuracy and efficiency (i.e., accuracy and efficiency of the method are independent of Mach numbers). The new primitive preconditioner (all speed/Mach uniform) technique can handle both strong and weak shocks, providing highly resolved shock solutions together...
Show moreA new second order primitive preconditioner technique (an all speed method) for solving all speed single/multiphase flow is presented. With this technique, one can compute both compressible and incompressible flows with Machuniform accuracy and efficiency (i.e., accuracy and efficiency of the method are independent of Mach numbers). The new primitive preconditioner (all speed/Mach uniform) technique can handle both strong and weak shocks, providing highly resolved shock solutions together with correct shock speeds. In addition, the new technique performs very well at the zero Mach limit. In the case of multiphase flow, the new primitive preconditioner technique enables one to accurately treat phase boundaries in which there is a large impedance mismatch. When solving multidimensional all speed multiphase flows, we introduce adaptive solution techniques which exploit the advantages of Machuniform methods. We compute a variety of problems from low (low speed) to high Mach number (high speed) flows including multiphase flow tests, i.e, computing the growth and collapse of adiabatic bubbles for study of underwater explosions
Show less  Date Issued
 2005
 Identifier
 FSU_migr_etd3391
 Format
 Thesis
 Title
 Alternative Models for Stochastic Volatility Corrections for Equity and Interest Rate Derivatives.
 Creator

Liang, Tianyu, Kercheval, Alec N., Wang, Xiaoming, Liu, Ewald, Brian, Nichols, Warren D., Department of Mathematics, Florida State University
 Abstract/Description

A lot of attention has been paid to the stochastic volatility model where the volatility is randomly fluctuating driven by an additional Brownian motion. In our work, we change the mean level in the meanreverting process from a constant to a function of the underlying process. We apply our models to the pricing of both equity and interest rate derivatives. Throughout the thesis, a singular perturbation method is employed to derive closedform formulas up to first order asymptotic solutions....
Show moreA lot of attention has been paid to the stochastic volatility model where the volatility is randomly fluctuating driven by an additional Brownian motion. In our work, we change the mean level in the meanreverting process from a constant to a function of the underlying process. We apply our models to the pricing of both equity and interest rate derivatives. Throughout the thesis, a singular perturbation method is employed to derive closedform formulas up to first order asymptotic solutions. We also implement multiplicative noise to arithmetic OrnsteinUhlenbeck process to produce a wider variety of effects. Calibration and Monte Carlo simulation results show that the proposed model outperform Fouque's original stochastic volatility model during some particular window in history. A more efficient numerical scheme, the heterogeneous multiscale method (HMM), is introduced to simulate the multiscale differential equations discussed over the chapters.
Show less  Date Issued
 2012
 Identifier
 FSU_migr_etd4990
 Format
 Thesis
 Title
 Analysis and Approximation of a TwoBand GinzburgLandau Model of Superconductivity.
 Creator

Chan, WanKan, Gunzburger, Max, Peterson, Janet, Manousakis, Efstratios, Wang, Xiaoming, Department of Mathematics, Florida State University
 Abstract/Description

In 2001, the discovery of the intermetallic compound superconductor MgB2 having a critical temperature of 39K stirred up great interest in using a generalization of the GinzburgLandau model, namely the twoband timedependent GinzburgLandau (2BTDGL) equations, to model the phenomena of twoband superconductivity. In this work, various mathematical and numerical aspects of the twodimensional, isothermal, isotropic 2BTDGL equations in the presence of a timedependent applied magnetic field...
Show moreIn 2001, the discovery of the intermetallic compound superconductor MgB2 having a critical temperature of 39K stirred up great interest in using a generalization of the GinzburgLandau model, namely the twoband timedependent GinzburgLandau (2BTDGL) equations, to model the phenomena of twoband superconductivity. In this work, various mathematical and numerical aspects of the twodimensional, isothermal, isotropic 2BTDGL equations in the presence of a timedependent applied magnetic field and a timedependent applied current are investigated. A new gauge is proposed to facilitate the inclusion of a timedependent current into the model. There are three parts in this work. First, the 2BTDGL model which includes a timedependent applied current is derived. Then, assuming sufficient smoothness of the boundary of the domain, the applied magnetic field, and the applied current, the global existence, uniqueness and boundedness of weak solutions of the 2BTDGL equations are proved. Second, the existence, uniqueness, and stability of finite element approximations of the solutions are shown and error estimates are derived. Third, numerical experiments are presented and compared to some known results which are related to MgB2 or general twoband superconductivity. Some novel behaviors are also identified.
Show less  Date Issued
 2007
 Identifier
 FSU_migr_etd3923
 Format
 Thesis
 Title
 An analysis of mushchimney structure.
 Creator

Yang, YoungKyun., Florida State University
 Abstract/Description

When a multicomponent liquid is cooled and solidified, commonly, the solid phase advances from the cold boundary into the liquid as a branching forest of dendritic crystals. This creates a region of mixed solid and liquid phases, referred to as a mushy zone, in which the solid forms a rigidly connected framework with the liquid occurring in the intercrystalline gaps. When the fluid seeps through the dendrites, further freezing occurs which fills in pores of the matrix and reduces its...
Show moreWhen a multicomponent liquid is cooled and solidified, commonly, the solid phase advances from the cold boundary into the liquid as a branching forest of dendritic crystals. This creates a region of mixed solid and liquid phases, referred to as a mushy zone, in which the solid forms a rigidly connected framework with the liquid occurring in the intercrystalline gaps. When the fluid seeps through the dendrites, further freezing occurs which fills in pores of the matrix and reduces its permeability to the liquid flow. In particular, if a binary alloy (for example, NH$\sb4$ClH$\sb2$O solution) is cooled at bottom and a dense component (for example, NH$\sb4$Cl) is solidified, buoyant material released during freezing in the pores returns to the melt only through thin, vertical, but widely separated, 'chimneys', the flow through the matrix between them being organized to supply these chimneys., We presented photos of a mushchimney system obtained from the ammonium chloride experiment, and we studied how convection with horizontal divergence affects the structure and flow of the mushchimney system. We use a simple ODE system in the mush derived by assuming that the temperature depends on vertical coordinate only. We find that the mass fraction of solid increases and the depth of a mush decreases when the strength of convection increases., We present an axisymmetric model containing only one chimney to analyze the structure of the mushchimney system. We find solutions of the temperature, the solid fraction, and the pressure in the chimney wall. In particular, the pressure expression shows that the fluid flow needs a huge pressure in order to pass through the chimney wall if its permeability is very small., We assume that a ratio of composition is large, which allows us to neglect the pressure contribution of the chimney wall. We use the knowledge of the variables in the mush, evaluated on the chimney wall, to find the fluid flow in the chimney and the radius of chimney. Our procedure employs the von KarmanPohlhausen technique for determining chimney flow (Roberts & Loper, 1983) and makes use of the fact that the radius of the chimney is much less than the thickness of the mush. We find a relation between a parameter measuring the ratio of viscous and buoyancy forces in the chimney and the vertical velocity component on the top of the mush, and estimate numerically the value of this velocity measuring the strength of convection. The results obtained show reasonably good agreement with theoretical and experimental works (Roberts & Loper (1983), Chen & Chen (1991), Tait & Jaupart (1992), Hellawell etc. (1993), Worster (1991)).
Show less  Date Issued
 1995, 1995
 Identifier
 AAI9540067, 3088707, FSDT3088707, fsu:77509
 Format
 Document (PDF)
 Title
 Analysis of Orientational Restraints in SolidState Nuclear Magnetic Resonance with Applications to Protein Structure Determination.
 Creator

Achuthan, Srisairam, Quine, John R., Cross, Timothy A., Sumners, DeWitt, Bertram, Richard, Department of Mathematics, Florida State University
 Abstract/Description

Of late, pathbreaking advances are taking place and flourishing in the field of solidstate Nuclear Magnetic Resonance (ssNMR)spectroscopy. One of the major applications of ssNMR techniques is to high resolution threedimensional structures of biological molecules like the membrane proteins. An explicit example of this is PISEMA (Polarization Inversion Spin Exchange at Magic Angle). This dissertation studies and analyzes the use of the orientational restraints in general, and particularly...
Show moreOf late, pathbreaking advances are taking place and flourishing in the field of solidstate Nuclear Magnetic Resonance (ssNMR)spectroscopy. One of the major applications of ssNMR techniques is to high resolution threedimensional structures of biological molecules like the membrane proteins. An explicit example of this is PISEMA (Polarization Inversion Spin Exchange at Magic Angle). This dissertation studies and analyzes the use of the orientational restraints in general, and particularly the restraints measured through PISEMA. Here, we have applied our understanding of orientational restraints to briefly investigate the structure of Amantadine bound M2TMD, a membrane protein in Influenza A Virus. We model the protein backbone structure as a discrete curve in space with atoms represented by vertices and covalent bonds connecting them as the edges. The oriented structure of this curve with respect to an external vector is emphasized. The map from the surface of the unit sphere to the PISEMA frequency plane is examined in detail. The image is a powder pattern in the frequency plane. A discussion of the resulting image is provided. Solutions to PISEMA equations lead to multiple orientations for the magnetic field vector for a given point in the frequency plane. These are duly captured by sign degeneracies for the vector coordinates. The intensity of NMR powder patterns is formulated in terms of a probability density function for 1d spectra and a joint probability density function for the 2d spectra. The intensity analysis for 2d spectra is found to be rather helpful in addressing the robustness of the PISEMA data. To build protein structures by gluing together diplanes, certain necessary conditions have to be met. We formulate these as continuity conditions to be realized for diplanes. The number of oriented protein structures has been enumerated in the degeneracy framework for diplanes. Torsion angles are expressed via sign degeneracies. For aligned protein samples, the PISA wheel approach to modeling the protein structure is adopted. Finally, an atomic model of the monomer structure of M2TMD with Amantadine has been elucidated based on PISEMA orientational restraints. This is a joint work with Jun Hu and Tom Asbury. The PISEMA data was collected by Jun Hu and the molecular modeling was performed by Tom Asbury.
Show less  Date Issued
 2006
 Identifier
 FSU_migr_etd0109
 Format
 Thesis
 Title
 Analysis of Two Partial Differential Equation Models in Fluid Mechanics: Nonlinear Spectral EddyViscosity Model of Turbulence and InfinitePrandtlNumber Model of Mantle Convection.
 Creator

Saka, Yuki, Gunzburger, Max D., Wang, Xiaoming, ElAzab, Anter, Peterson, Janet, Wang, Xiaoqiang, Department of Mathematics, Florida State University
 Abstract/Description

This thesis presents two problems in the mathematical and numerical analysis of partial differential equations modeling fluids. The first is related to modeling of turbulence phenomena. One of the objectives in simulating turbulence is to capture the large scale structures in the flow without explicitly resolving the small scales numerically. This is generally accomplished by adding regularization terms to the NavierStokes equations. In this thesis, we examine the spectral viscosity models...
Show moreThis thesis presents two problems in the mathematical and numerical analysis of partial differential equations modeling fluids. The first is related to modeling of turbulence phenomena. One of the objectives in simulating turbulence is to capture the large scale structures in the flow without explicitly resolving the small scales numerically. This is generally accomplished by adding regularization terms to the NavierStokes equations. In this thesis, we examine the spectral viscosity models in which only the highfrequency spectral modes are regularized. The objective is to retain the largescale dynamics while modeling the turbulent fluctuations accurately. The spectral regularization introduces a host of parameters to the model. In this thesis, we rigorously justify effective choices of parameters. The other problem is related to modeling of the mantle flow in the Earth's interior. We study a model equation derived from the Boussinesq equation where the Prandtl number is taken to infinity. This essentially models the flow under the assumption of a large viscosity limit. The novelty in our problem formulation is that the viscosity depends on the temperature field, which makes the mathematical analysis nontrivial. Compared to the constant viscosity case, variable viscosity introduces a secondorder nonlinearity which makes the mathematical question of wellposedness more challenging. Here, we prove this using tools from the regularity theory of parabolic partial differential equations.
Show less  Date Issued
 2007
 Identifier
 FSU_migr_etd2108
 Format
 Thesis
 Title
 An Analytic Approach to Estimating the Required Surplus, Benchmark Profit, and Optimal Reinsurance Retention for an Insurance Enterprise.
 Creator

Boor, Joseph A. (Joseph Allen), Born, Patricia, Case, Bettye Anne, Tang, Qihe, Rogachev, Grigory, Okten, Giray, Aldrovandi, Ettore, Paris, Steve, Department of Mathematics,...
Show moreBoor, Joseph A. (Joseph Allen), Born, Patricia, Case, Bettye Anne, Tang, Qihe, Rogachev, Grigory, Okten, Giray, Aldrovandi, Ettore, Paris, Steve, Department of Mathematics, Florida State University
Show less  Abstract/Description

This paper presents an analysis of the capital needs, needed return on capital, and optimum reinsurance retention for insurance companies, all in the context where claims are either paid out or known with certainty within or soon after the policy period. Rather than focusing on how to estimate such values using Monte Carlo simulation, it focuses on closed form expressions and approximations for key quantities that are needed for such an analysis. Most of the analysis is also done using a...
Show moreThis paper presents an analysis of the capital needs, needed return on capital, and optimum reinsurance retention for insurance companies, all in the context where claims are either paid out or known with certainty within or soon after the policy period. Rather than focusing on how to estimate such values using Monte Carlo simulation, it focuses on closed form expressions and approximations for key quantities that are needed for such an analysis. Most of the analysis is also done using a distributionfree approach with respect to the loss severity distribution, so minimal or no assumptions surrounding the specific distribution are needed when analyzing the results. However, one key parameter, that is treated via an exhaustion of cases, involves the degree of parameter uncertainty, the number of separate lines of business involved. This is done for the no parameter uncertainty monoline compound Poisson distribution as well as situations involving (lognormal) severity parameter uncertainty, (gamma/negative binomial) count parameter uncertainty, the multiline compound Poisson case, and the compound Poisson scenario with parameter uncertainty, and especially parameter uncertainty correlated across the lines of business. It shows how the risk of extreme aggregate losses that is inherent in insurance operations may be understood (and, implicitly, managed) by performing various calculations using the loss severity distribution, and, where appropriate, key parameters driving the parameter uncertainty distributions. Formulas are developed that estimate the capital and surplus needs of a company(using the VaR approach), and therefore the profit needs of a company that involve tractable calculations. As part of that the process the benchmark loading for profit, reflecting both the needed financial support for the amount of capital to adequately secure to a given one year survival probability, and the amount needed to recompense investors for diversifiable risk is discussed. An analysis of whether or not the loading for diversifiable risk is needed is performed. Approximations to the needed values are performed using the moments of the capped severity distribution and analytic formulas from the frequency distribution as inputs into method of moments normal and lognormal approximations to the percentiles of the aggregate loss distribution. An analysis of the optimum reinsurance retention/policy limit is performed as well, with capped loss distribution/frequency distribution equations resulting from the relationship that the marginal profit (with respect to the loss cap) should be equal to the marginal expense and profit dollar loading with respect to the loss cap. Analytical expressions are developed for the optimum reinsurance retention. Approximations to the optimum retention based on the normal distribution were developed and their error analyzed in great detail. The results indicate that in the vast majority of practical scenarios, the normal distribution approximation to the optimum retention is acceptable. Also included in the paper is a brief comparison of the VaR (survival probability) and expected policyholder deficit (EPD) and TVaR approaches to surplus adequacy (which conclude that the VaR approach is superior for most property/casualty companies); a mathematical analysis of the propriety of insuring the upper limits of the loss distribution, which concludes that, even if unlimited funds were available to secure losses in capital and reinsurance, it would not be in the insured's best interest to do so. Further inclusions to date include a illustrative derivation of the generalized collective risk equation and a method for interpolating ``along'' a mathematical curve rather than directly using the values on the curve. As a prelude to a portion of the analysis, a theorem was proven indicating that in most practical situations, the n1st order derivatives of a suitable probability mass function at values L, when divided by the product of L and the nth order derivative, generate a quotient with a limit at infinity that is less than 1/n.
Show less  Date Issued
 2012
 Identifier
 FSU_migr_etd4726
 Format
 Thesis
 Title
 An analytical approach to the thermal residual stress problem in fiberreinforced composites.
 Creator

Xie, Zhiyun., Florida State University
 Abstract/Description

A pair of two new tensors called Generalized Plane Strain (GPS) tensors S and D is proposed for the concentric cylindrical inclusion problem. GPS tensors take the fiber volume fraction explicitly into account. When the cylindrical matrix is of infinite radius, tensor S reduces to the appropriate Eshelby's tensor. The GPS tensors provide a convenient form of solution to a class of problems involving eigenstrain, e.g., strain due to thermal expansion, phase transformation, plastic and misfit...
Show moreA pair of two new tensors called Generalized Plane Strain (GPS) tensors S and D is proposed for the concentric cylindrical inclusion problem. GPS tensors take the fiber volume fraction explicitly into account. When the cylindrical matrix is of infinite radius, tensor S reduces to the appropriate Eshelby's tensor. The GPS tensors provide a convenient form of solution to a class of problems involving eigenstrain, e.g., strain due to thermal expansion, phase transformation, plastic and misfit strain. Explicit expressions to evaluate thermal residual stresses in the matrix and the fiber using GPS tensors are developed for metallic/intermetallic matrix composites. Results are compared with Eshelby's infinite domain solution and Finite Element solution for SCS6/Ti24Al11Nb composite. The method of superposition using GPS tensor is proposed for evaluating thermal residual stress distribution in a fiber reinforced composite with periodic arrays. The results compare very favorably with Finite Element solution. GPS tensors are also used in the evaluation of the effective material properties. We demonstrated the approach by studying two fiber reinforced composites, Graphite/Epoxy and Glass/Epoxy composites. A good agreement between analytical results using GPS tensor and experimental data was found. We also compared the results of using GPS tensor along with the original Eshelby's tensor and found that GPS tensor provides a better match with experimental data.
Show less  Date Issued
 1995, 1995
 Identifier
 AAI9526758, 3088646, FSDT3088646, fsu:77448
 Format
 Document (PDF)
 Title
 Analytical Results on the Role of Flexibility in Flapping Propulsion.
 Creator

Moore, Nicholas
 Abstract/Description

Wing or fin flexibility can dramatically affect the performance of flying and swimming animals. Both laboratory experiments and numerical simulations have been used to study these effects, but analytical results are notably lacking. Here, we develop smallamplitude theory to model a flapping wing that pitches passively due to a combination of wing compliance, inertia and fluid forces. Remarkably, we obtain a class of exact solutions describing the wing's emergent pitching motions, along with...
Show moreWing or fin flexibility can dramatically affect the performance of flying and swimming animals. Both laboratory experiments and numerical simulations have been used to study these effects, but analytical results are notably lacking. Here, we develop smallamplitude theory to model a flapping wing that pitches passively due to a combination of wing compliance, inertia and fluid forces. Remarkably, we obtain a class of exact solutions describing the wing's emergent pitching motions, along with expressions for how thrust and efficiency are modified by compliance. The solutions recover a range of realistic behaviours and shed new light on how flexibility can aid performance, the importance of resonance, and the separate roles played by wing and fluid inertia. The simple robust estimates afforded by our theory may prove valuable even in situations where details of the flapping motion and wing geometry differ.
Show less  Date Issued
 2014
 Identifier
 FSU_migr_math_faculty_publications0002, 10.1017/jfm.2014.533
 Format
 Citation
 Title
 Anova for Parameter Dependent Nonlinear PDEs and Numerical Methods for the Stochastic Stokes Equations.
 Creator

Chen, Zheng, Gunzburger, Max, Huﬀer, Fred, Peterson, Janet, Wang, Xiaoqiang, Department of Mathematics, Florida State University
 Abstract/Description

This dissertation includes the application of analysisofvariance (ANOVA) expansions to analyze solutions of parameter dependent partial differential equations and the analysis and finite element approximations of the Stokes equations with stochastic forcing terms. In the first part of the dissertation, the impact of parameter dependent boundary conditions on the solutions of a class of nonlinear PDEs is considered. Based on the ANOVA expansions of functionals of the solutions, the effects...
Show moreThis dissertation includes the application of analysisofvariance (ANOVA) expansions to analyze solutions of parameter dependent partial differential equations and the analysis and finite element approximations of the Stokes equations with stochastic forcing terms. In the first part of the dissertation, the impact of parameter dependent boundary conditions on the solutions of a class of nonlinear PDEs is considered. Based on the ANOVA expansions of functionals of the solutions, the effects of different parameter sampling methods on the accuracy of surrogate optimization approaches to PDE constrained optimization is considered. The effects of the smoothness of the functional and the nonlinearity in the PDE on the decay of the higherorder ANOVA terms are studied. The concept of effective dimensions is used to determine the accuracy of the ANOVA expansions. Demonstrations are given to show that whenever truncated ANOVA expansions of functionals provide accurate approximations, optimizers found through a simple surrogate optimization strategy are also relatively accurate. The effects of several parameter sampling strategies on the accuracy of the surrogate optimization method are also considered; it is found that for this sparse sampling application, the Latin hypercube sampling method has advantages over other wellknown sampling methods. Although most of the results are presented and discussed in the context of surrogate optimization problems, they also apply to other settings such as stochastic ensemble methods and reducedorder modeling for nonlinear PDEs. In the second part of the dissertation, we study the numerical analysis of the Stokes equations driven by a stochastic process. The random processes we use are white noise, colored noise and the homogeneous Gaussian process. When the process is white noise, we deal with the singularity of matrix Green's functions in the form of mild solutions with the aid of the theory of distributions. We develop finite element methods to solve the stochastic Stokes equations. In the 2D and 3D cases, we derive error estimates for the approximate solutions. The results of numerical experiments are provided in the 2D case that demonstrate the algorithm and convergence rates. On the other hand, the singularity of the matrix Green's functions necessitates the use of the homogeneous Gaussian process. In the framework of theory of abstract Wiener spaces, the stochastic integrals with respect to the homogeneous Gaussian process can be defined on a larger space than L2 . With some conditions on the density function in the definition of the homogeneous Gaussian process, the matrix Green's functions have well defined integrals. We have studied the probability properties of this kind of integral and simulated discretized colored noise.
Show less  Date Issued
 2007
 Identifier
 FSU_migr_etd3851
 Format
 Thesis
 Title
 Applications of Quantum Dots in Gene Therapy.
 Creator

Barnes, Laura F., Strouse, Geoffrey, Logan, Timothy, Miller, Brian, Department of Chemistry and Biochemistry, Florida State University
 Abstract/Description

Gene therapy is a rising field and requires multifunctional delivery platforms in order to overcome the cellular barriers. Quantum dots (QDs) provide a optically fluorescent and biocompatible surface to act as a multifunctional delivery platform for gene therapy. The objective of this research is to manipulate the surface of quantum dots for use in gene therapy. The first goal was to make the QDs water soluble and therefore biocompatible. The second goal was to functionalize the surface of...
Show moreGene therapy is a rising field and requires multifunctional delivery platforms in order to overcome the cellular barriers. Quantum dots (QDs) provide a optically fluorescent and biocompatible surface to act as a multifunctional delivery platform for gene therapy. The objective of this research is to manipulate the surface of quantum dots for use in gene therapy. The first goal was to make the QDs water soluble and therefore biocompatible. The second goal was to functionalize the surface of the QDs with plasmid DNA for direct use in gene therapy. This approach uses chemoselective coupling chemistry between an InP/ZnS quantum dot (QD) and linker DNA (DNAlinker) to control the timing of protein expression. Linear DNA (lDNA), containing the CMV promoter and DsRedExpress gene, was condensed on the surface of the QDDNAlinker. Optical and flow cytometry analysis of the DsRedExpress expression after transfection of the QDlDNA into CHO cells shows a delayed protein expression for both coupling chemistries compared to naked lDNA. It is also clear that the protein expression form the QDSlDNA turns on quicker than the QDNHlDNA. We believe the protein expression delay is due to the site of coupling between the QD and DNAlinker and its affect on the lDNA packing strength. The SDNAlinker is believed to couple by direct exchange at the vertices of the QD whereas the NHDNAlinker couples through a condensation reaction to the facets. The delay in protein expression reflects the delayed exchange rate at the facets over the vertices. The ability to control the coupling chemistry and timing of release from the QD surface suggests a mechanism for dose control in transient gene therapeutics, and show QD delivery approaches are ideal candidates for multifunctional, targeted, drug carrying platforms that can simultaneously control dosing. The third goal of this research was to functionalize the surface of the QDs with the HIV cell penetrating peptide, TAT, and study its affects on QD internalization as well as toxicological affects within the cells. Tracking of the cellular uptake of these QDs by optical microscopy shows rapid, diffuse accumulation of both 10 % TAT and 100 % TAT passivated QDs throughout the cytosol of the cells. Toxicity studies were conducted by flow cytometry to investigate the effects of these materials on apoptosis, necrosis, and metabolic damage in Chinese Hamster Ovary (CHO) cells. These studies suggest toxic effects of the cell penetrating QDs are dependent on the amount of CAAKATAT used on the surface of the QD as well as the concentration of QD added. These observations aid in the use of QDs as self transfecting, nano delivery scaffolds for drug or gene therapy.
Show less  Date Issued
 2010
 Identifier
 FSU_migr_etd5467
 Format
 Thesis
 Title
 Applications of Representation Theory and HigherOrder Perturbation Theory in NMR.
 Creator

Srinivasan, Parthasarathy, Quine, John R., Gan, Zhehong, Chapman, Michael S., Bowers, Philip, Sumners, DeWitt, Department of Mathematics, Florida State University
 Abstract/Description

Solid State Nuclear Magnetic Resonance (NMR) is perhaps the only spectroscopic technique that allows experimentalists to manipulate the spin systems they are interested in. Of particular interest are nuclei with spins greater than 1/2, or quadrupolar nuclei, as they constitute over 70% of the magnetically active spins. Two of the important mathematical tools used in the theory of studying NMR are representation theory together with perturbation theory. We will use both these tools to describe...
Show moreSolid State Nuclear Magnetic Resonance (NMR) is perhaps the only spectroscopic technique that allows experimentalists to manipulate the spin systems they are interested in. Of particular interest are nuclei with spins greater than 1/2, or quadrupolar nuclei, as they constitute over 70% of the magnetically active spins. Two of the important mathematical tools used in the theory of studying NMR are representation theory together with perturbation theory. We will use both these tools to describe the underlying mathematical theory for quadrupolar nuclei. The theory shows that for nonsymmetric satellite transitions in halfinteger quadrupolar nuclei, perturbation effects up to thirdorder feature in the NMR spectra. We will also use irreducible representations to analyze experiments conducted on various spin systems and discuss ways to design new ones. Another topic that will also be explored is the theory of rotary resonance in halfinteger quadrupolar nuclei. This theory explains why techniques like FASTER (FAster Spinning gives Transfer Enhancement at Rotary resonance) improve the efficiency of symmetric multiple quantum experiments.
Show less  Date Issued
 2005
 Identifier
 FSU_migr_etd1600
 Format
 Thesis
 Title
 Asset Market Dynamics of Heterogeneous Agent Models with Learning.
 Creator

Guan, Yuanying, Beaumont, Paul M., Kercheval, Alec N., Marquis, Milton, MestertonGibbons, Mike, Nichols, Warren D., Department of Mathematics, Florida State University
 Abstract/Description

The standard Lucas asset pricing model makes two common assumptions of homogeneous agents and rational expectations equilibrium. However, these assumptions are unrealistic for real financial markets. In this work, we relax these assumptions and establish a Lucas type agentbased asset pricing model. We create an artificial economy with a single risky asset and populate it with heterogeneous, boundedly rational, utility maximizing, infinitely lived and forward looking agents. We restrict...
Show moreThe standard Lucas asset pricing model makes two common assumptions of homogeneous agents and rational expectations equilibrium. However, these assumptions are unrealistic for real financial markets. In this work, we relax these assumptions and establish a Lucas type agentbased asset pricing model. We create an artificial economy with a single risky asset and populate it with heterogeneous, boundedly rational, utility maximizing, infinitely lived and forward looking agents. We restrict agents' information by allowing them to use only available information when they make optimal choices. With independent, identically distributed market returns, agents are able to compute their policy functions and the equilibrium pricing function with Duffie's method (Duffie, 1988) without perfect information about the market. When agents are out of equilibrium, they simultaneously compute their policy functions with predictive pricing functions and use adaptive learning schemes to learn the motion of the correct pricing function. Agents are able to learn the correct equilibrium pricing function with certain risk and learning parameters. In some other cases, the market price has excess volatility and the trading volume is very high. Simulations of the market behavior show rich dynamics, including a whole cascade from period doubling bifurcations to chaos. We apply the full families theory (De Melo and Van Strien, 1993) to prove that the rich dynamics do not come from numerical errors but are embedded in the structure of our dynamical system.
Show less  Date Issued
 2011
 Identifier
 FSU_migr_etd3938
 Format
 Thesis
 Title
 Asset Pricing in a Lucas Framework with Boundedly Rational, Heterogeneous Agents.
 Creator

Culham, Andrew J. (Andrew James), Beaumont, Paul M., Kercheval, Alec N., Schlagenhauf, Don, Goncharov, Yevgeny, Kopriva, David, Department of Mathematics, Florida State University
 Abstract/Description

The standard dynamic general equilibrium model of financial markets does a poor job of explaining the empirical facts observed in real market data. The common assumptions of homogeneous investors and rational expectations equilibrium are thought to be major factors leading to this poor performance. In an attempt to relax these assumptions, the literature has seen the emergence of agentbased computational models where artificial economies are populated with agents who trade in stylized asset...
Show moreThe standard dynamic general equilibrium model of financial markets does a poor job of explaining the empirical facts observed in real market data. The common assumptions of homogeneous investors and rational expectations equilibrium are thought to be major factors leading to this poor performance. In an attempt to relax these assumptions, the literature has seen the emergence of agentbased computational models where artificial economies are populated with agents who trade in stylized asset markets. Although they offer a great deal of flexibility, the theoretical community has often criticized these agentbased models because the agents are too limited in their analytical abilities. In this work, we create an artificial market with a single risky asset and populate it with fully optimizing, forward looking, infinitely lived, heterogeneous agents. We restrict the state space of our agents by not allowing them to observe the aggregate distribution of wealth so they are required to compute their conditional demand functions while simultaneously learning the equations of motion for the aggregate state variables. We develop an efficient and flexible model code that can be used to explore a wide number of asset pricing questions while remaining consistent with conventional asset pricing theory. We validate our model and code against known analytical solutions as well as against a new analytical result for agents with differing discount rates. Our simulation results for general cases without known analytical solutions show that, in general, agents' asset holdings converge to a steadystate distribution and the agents are able to learn the equilibrium prices despite the restricted state space. Further work will be necessary to determine whether the exceptional cases have some fundamental theoretical explanation or can be attributed to numerical issues. We conjecture that convergence to the equilibrium is global and that the marketclearing price acts to guide the agents' forecasts toward that equilibrium.
Show less  Date Issued
 2007
 Identifier
 FSU_migr_etd2948
 Format
 Thesis
 Title
 Asymptotic Behaviour of Convection in Porous Media.
 Creator

Parshad, Rana Durga, Wang, Xiaoming, Ye, Ming, Case, Bettye Anne, Ewald, Brian, N.Kercheval, Alec, Nolder, Craig, Department of Mathematics, Florida State University
 Abstract/Description

This dissertation investigates asymptotic behaviour of convection in a fluid saturated porous medium. We analyse the DarcyBoussinesq system under perturbation of the DarcyPrandtl number parameter. In very tightly packed media this parameter is of very large order and can be driven to infinity to yield the infinite DarcyPrandtl number model. We show convergence of global attractors and invariant measures of the DarcyBoussinesq system to that of the infinite DarcyPrandtl number model with...
Show moreThis dissertation investigates asymptotic behaviour of convection in a fluid saturated porous medium. We analyse the DarcyBoussinesq system under perturbation of the DarcyPrandtl number parameter. In very tightly packed media this parameter is of very large order and can be driven to infinity to yield the infinite DarcyPrandtl number model. We show convergence of global attractors and invariant measures of the DarcyBoussinesq system to that of the infinite DarcyPrandtl number model with respect to perturbation of the DarcyPrandtl number parameter.
Show less  Date Issued
 2009
 Identifier
 FSU_migr_etd2182
 Format
 Thesis
 Title
 An Asymptotically Preserving Method for Multiphase Flow.
 Creator

Jemison, Matthew, Sussman, Mark, Nof, Doron, Cogan, Nick, Gallivan, Kyle, Wang, Xiaoming, Department of Mathematics, Florida State University
 Abstract/Description

A unified, asymptoticallypreserving method for simulating multiphase flows using an exactly mass, momentum, and energy conserving CellIntegrated SemiLagrangian advection algorithm is presented. The new algorithm uses a semiimplicit pressure update scheme that asymptotically preserves the standard incompressible pressure projection method in the limit of infinite sound speed. The asymptotically preserving attribute makes the new method applicable to compressible and incompressible flows,...
Show moreA unified, asymptoticallypreserving method for simulating multiphase flows using an exactly mass, momentum, and energy conserving CellIntegrated SemiLagrangian advection algorithm is presented. The new algorithm uses a semiimplicit pressure update scheme that asymptotically preserves the standard incompressible pressure projection method in the limit of infinite sound speed. The asymptotically preserving attribute makes the new method applicable to compressible and incompressible flows, including stiff materials, which enables large time steps characteristic of incompressible flow algorithms rather than the small time steps required by explicit methods. Shocks are captured and material discontinuities are tracked, without the aid of any approximate or exact Riemann solvers. The new method enables one to simulate the flow of multiple materials, each possessing a potentially exotic equation of state. Simulations of multiphase flow in one and two dimensions are presented which illustrate the effectiveness of the new algorithm at efficiently computing multiphase flows containing shock waves and material discontinuities with large ''impedance mismatch.'' Additionally, new techniques related to the MomentofFluid interface reconstruction are presented, including a novel, asymptoticallypreserving method for capturing ''filaments,'' and an improved method for initializing the MomentofFluid optimization problem on unstructured, triangular grids.
Show less  Date Issued
 2014
 Identifier
 FSU_migr_etd9012
 Format
 Thesis
 Title
 Bayesian nonparametric estimation via Gibbs sampling for coherent systems with redundancy.
 Creator

Lawson, Kevin Lee., Florida State University
 Abstract/Description

We consider a coherent system S consisting of m independent components for which we do not know the distributions of the components' lifelengths. If we know the structure function of the system, then we can estimate the distribution of the system lifelength by estimating the distributions of the lifelengths of the individual components. Suppose that we can collect data under the 'autopsy model', wherein a system is run until a failure occurs and then the status (functioning or dead) of each...
Show moreWe consider a coherent system S consisting of m independent components for which we do not know the distributions of the components' lifelengths. If we know the structure function of the system, then we can estimate the distribution of the system lifelength by estimating the distributions of the lifelengths of the individual components. Suppose that we can collect data under the 'autopsy model', wherein a system is run until a failure occurs and then the status (functioning or dead) of each component is obtained. This test is repeated n times. The autopsy statistics consist of the age of the system at the time of breakdown and the set of parts that are dead by the time of breakdown. Using the structure function and the recorded status of the components, we then classify the failure time of each component. We develop a nonparametric Bayesian estimate of the distributions of the component lifelengths and then use this to obtain an estimate of the distribution of the lifelength of the system. The procedure is applicable to machinetest settings wherein the machines have redundant designs. A parametric procedure is also given.
Show less  Date Issued
 1994, 1994
 Identifier
 AAI9502812, 3088467, FSDT3088467, fsu:77272
 Format
 Document (PDF)
 Title
 Biomedical Applications of Shape Descriptors.
 Creator

Celestino, Christian Edgar Laing, Sumners, De Witt, Greenbaum, Nancy, Mio, Washington, Hurdal, Monica, Department of Mathematics, Florida State University
 Abstract/Description

Given an edgeoriented polygonal graph in R3, we describe a method for computing the writhe as the average of weighted directional writhe numbers of the graph in a few directions. These directions are determined by the graph and the weights are determined by areas of pathconnected open regions on the unit sphere. Within each open region, the directional writhe is constant. We developed formulas for the writhe of polygons on Bravais lattices and a few crystallographic groups, and discuss...
Show moreGiven an edgeoriented polygonal graph in R3, we describe a method for computing the writhe as the average of weighted directional writhe numbers of the graph in a few directions. These directions are determined by the graph and the weights are determined by areas of pathconnected open regions on the unit sphere. Within each open region, the directional writhe is constant. We developed formulas for the writhe of polygons on Bravais lattices and a few crystallographic groups, and discuss applications to ring polymers. In addition, we obtained a closed formula for the writhe for graphs which extends the formula for the writhe of a polygon in R3, including the important special case of writhe of embedded open arcs. Additionally, we have developed shape descriptors based on a family of geometric measures for the purpose of classification and identification of shape differences for graphs. These shape descriptors involve combinations of writhe and average crossing numbers of curves, as well as total curvature, ropelength and thickness. We have applied these shape descriptors to RNA tertiary structures and families of sulcal curves from human brain surfaces. Preliminary results give an automatic method to distinguish RNA motifs. Clear differentiation among tRNA and/or ribozymes, and a distinction among mesophilic and thermophilic tRNA is shown. In addition, we notice a direct correlation between the length of an RNA backbone and its mean average crossing number which is described accurately by a power function. As a neuroscience application, human brain surfaces were extracted from MRI scans of human brains. In our preliminary results, an automatic differentiation between sulcal paths from the left or right hemispheres, an age differentiation and a malefemale classification were achieved.
Show less  Date Issued
 2007
 Identifier
 FSU_migr_etd3314
 Format
 Thesis
 Title
 Boundaries of groups.
 Creator

Ruane, Kim E., Florida State University
 Abstract/Description

In recent years, the theory of infinite groups has been revolutionized by the introduction of geometric methods. In his foundational paper, "Hyperbolic Groups", Gromov outlines a geometric group theory which provides tools for studying a wide class of groups meant to generalize the classical groups coming from Riemannian geometry. In this setting, the metric geometry of the space is used to study the algebraic properties of the group. One aspect of the metric geometry is the behavior of...
Show moreIn recent years, the theory of infinite groups has been revolutionized by the introduction of geometric methods. In his foundational paper, "Hyperbolic Groups", Gromov outlines a geometric group theory which provides tools for studying a wide class of groups meant to generalize the classical groups coming from Riemannian geometry. In this setting, the metric geometry of the space is used to study the algebraic properties of the group. One aspect of the metric geometry is the behavior of geodesic rays in the space. A technique used for studying this behavior is to compactify the space by adding the endpoints of geodesic raysi.e. the boundary of the space., Several new theorems in group theory were proven only after the introduction of these geometric methodsfor instance, the Scott conjectureand many known theorems can be given new, elegant geometric proofs. With the success of this approach, Gromov wrote a second paper which gives certain minimum requirements for a theory including certain nonpositively curved groups., The first task is to define a notion of nonpositive curvature that will generalize the classical Riemannian notion. One proposed notion goes back to the work of Alexandroff and Topogonov wherein they compare the triangles in a given geometry to the triangles in Euclidean geometry and ask that those in the former be as least as thin as those in the latter. Then a class of nonpositively curved groups can be defined as those that act geometrically on one of these nonpositively curved spaces., My research has focused on studying the boundary of the nonpositively curved spaces which admit geometric actions by a group. The overriding question is a question in Gromov's second paper: If a group acts geometrically on two such spaces, then do they have homeomorphic boundaries?
Show less  Date Issued
 1996, 1996
 Identifier
 AAI9627212, 3088922, FSDT3088922, fsu:77721
 Format
 Document (PDF)
 Title
 The boundedness of a certain convolution operator.
 Creator

Rhee, Jungsoo., Florida State University
 Abstract/Description

Let M be a nonnegative measurable function on (0,$\infty)$ and let $\tilde{M}(x) = \vert x\vert\sp{{n\over p}{n\over q}n} M(\vert x\vert), x\in R\sp{n}.$ We can consider a convolution operator: for a suitable f,, (UNFORMATTED TABLE OR EQUATION FOLLOWS), (a) Suppose $1\le s\le\infty.$ Then $M\in L\sp{t}({dr\over r})$ implies that $T\sb{M}:L\sp{p}(R\sp{n})\to L\sp{q}(R\sp{n})$ is bounded for all $({1\over p},{1\over q})$ in the typediagram triangle with vertices $(1  {1\over s},0),\ (1,{1...
Show moreLet M be a nonnegative measurable function on (0,$\infty)$ and let $\tilde{M}(x) = \vert x\vert\sp{{n\over p}{n\over q}n} M(\vert x\vert), x\in R\sp{n}.$ We can consider a convolution operator: for a suitable f,, (UNFORMATTED TABLE OR EQUATION FOLLOWS), (a) Suppose $1\le s\le\infty.$ Then $M\in L\sp{t}({dr\over r})$ implies that $T\sb{M}:L\sp{p}(R\sp{n})\to L\sp{q}(R\sp{n})$ is bounded for all $({1\over p},{1\over q})$ in the typediagram triangle with vertices $(1  {1\over s},0),\ (1,{1\over s})\ {\rm and}\ (1  {1\over(n+1)s},{1\over(n+1)s})$ if and only if s = t., (b) Suppose $1  Date Issued
 1993, 1993
 Identifier
 AAI9334267, 3088175, FSDT3088175, fsu:76982
 Format
 Document (PDF)
 Title
 Calibration of Local Volatility Models and Proper Orthogonal Decomposition Reduced Order Modeling for Stochastic Volatility Models.
 Creator

Geng, Jian, Navon, Ionel Michael, Case, Bettye Anne, Contreras, Rob, Okten, Giray, Kercheval, Alec N., Ewald, Brian, Department of Mathematics, Florida State University
 Abstract/Description

There are two themes in this thesis: local volatility models and their calibration, and Proper Orthogonal Decomposition (POD) reduced order modeling with application in stochastic volatility models, which has a potential in the calibration of stochastic volatility models. In the first part of this thesis (chapters IIIII), the local volatility models are introduced first and then calibrated for European options across all strikes and maturities of the same underlying. There is no...
Show moreThere are two themes in this thesis: local volatility models and their calibration, and Proper Orthogonal Decomposition (POD) reduced order modeling with application in stochastic volatility models, which has a potential in the calibration of stochastic volatility models. In the first part of this thesis (chapters IIIII), the local volatility models are introduced first and then calibrated for European options across all strikes and maturities of the same underlying. There is no interpolation or extrapolation of either the option prices or the volatility surface. We do not make any assumption regarding the shape of the volatility surface except to assume that it is smooth. Due to the smoothness assumption, we apply a second order Tikhonov regularization. We choose the Tikhonov regularization parameter as one of the singular values of the Jacobian matrix of the Dupire model. Finally we perform extensive numerical tests to assess and verify the aforementioned techniques for both local volatility models with known analytical solutions of European option prices and real market option data. In the second part of this thesis (chapters IVV), stochastic volatility models, POD reduced order modeling are introduced first respectively. Then POD reduced order modeling is applied to the Heston stochastic volatility model for the pricing of European options. Finally, chapter VI summaries the thesis and points out future research areas.
Show less  Date Issued
 2013
 Identifier
 FSU_migr_etd7388
 Format
 Thesis
 Title
 Calibration of Multivariate Generalized Hyperbolic Distributions Using the EM Algorithm, with Applications in Risk Management, Portfolio Optimization and Portfolio Credit Risk.
 Creator

Hu, Wenbo, Kercheval, Alec, Huﬀer, Fred, Case, Bettye, Nichols, Warren, Nolder, Craig, Department of Mathematics, Florida State University
 Abstract/Description

The distributions of many financial quantities are wellknown to have heavy tails, exhibit skewness, and have other nonGaussian characteristics. In this dissertation we study an especially promising family: the multivariate generalized hyperbolic distributions (GH). This family includes and generalizes the familiar Gaussian and Student t distributions, and the socalled skewed t distributions, among many others. The primary obstacle to the applications of such distributions is the numerical...
Show moreThe distributions of many financial quantities are wellknown to have heavy tails, exhibit skewness, and have other nonGaussian characteristics. In this dissertation we study an especially promising family: the multivariate generalized hyperbolic distributions (GH). This family includes and generalizes the familiar Gaussian and Student t distributions, and the socalled skewed t distributions, among many others. The primary obstacle to the applications of such distributions is the numerical difficulty of calibrating the distributional parameters to the data. In this dissertation we describe a way to stably calibrate GH distributions for a wider range of parameters than has previously been reported. In particular, we develop a version of the EM algorithm for calibrating GH distributions. This is a modification of methods proposed in McNeil, Frey, and Embrechts (2005), and generalizes the algorithm of Protassov (2004). Our algorithm extends the stability of the calibration procedure to a wide range of parameters, now including parameter values that maximize loglikelihood for our real market data sets. This allows for the first time certain GH distributions to be used in modeling contexts when previously they have been numerically intractable. Our algorithm enables us to make new uses of GH distributions in three financial applications. First, we forecast univariate ValueatRisk (VaR) for stock index returns, and we show in outofsample backtesting that the GH distributions outperform the Gaussian distribution. Second, we calculate an efficient frontier for equity portfolio optimization under the skewedt distribution and using Expected Shortfall as the risk measure. Here, we show that the Gaussian efficient frontier is actually unreachable if returns are skewed t distributed. Third, we build an intensitybased model to price Basket Credit Default Swaps by calibrating the skewed t distribution directly, without the need to separately calibrate xi the skewed t copula. To our knowledge this is the first use of the skewed t distribution in portfolio optimization and in portfolio credit risk.
Show less  Date Issued
 2005
 Identifier
 FSU_migr_etd3694
 Format
 Thesis
 Title
 CANONICAL SYSTEMS OF TORI AND KLEIN BOTTLES IN NONORIENTABLE 3MANIFOLDS OF GENUS TWO.
 Creator

CARDONA, IVAN., Florida State University
 Abstract/Description

Let M be a closed nonorientable 3manifold with a Heegaard splitting of genus two. We show that, if M has a nonseparating essential Klein bottle, then there is a nonseparating essential Klein bottle (or torus) K such that the intersection of K and one of the handlebodies in the Heegaard splitting is an essential disk. Also, if every essential Klein bottle (or torus) is separating in M and if M has a nontrivial canonical system of 2sided tori and Klein bottles, then there is a canonical...
Show moreLet M be a closed nonorientable 3manifold with a Heegaard splitting of genus two. We show that, if M has a nonseparating essential Klein bottle, then there is a nonseparating essential Klein bottle (or torus) K such that the intersection of K and one of the handlebodies in the Heegaard splitting is an essential disk. Also, if every essential Klein bottle (or torus) is separating in M and if M has a nontrivial canonical system of 2sided tori and Klein bottles, then there is a canonical system such that the intersection of this system with one of the handlebodies in the Heegaard splitting consists of at most two essential disks. We use these results to give a complete list of all the nonorientable 3manifolds with a Heegaard splitting of genus two which are either not P('2)irreducible or contain an incompressible torus or Klein bottle.
Show less  Date Issued
 1987, 1987
 Identifier
 AAI8713306, 3086609, FSDT3086609, fsu:76084
 Format
 Document (PDF)
 Title
 Centroidal Voronoi Tessellations for Mesh Generation: from Uniform to Anisotropic Adaptive Triangulations.
 Creator

Nguyen, Hoa V., Gunzburger, Max D., ElAzab, Anter, Peterson, Janet, Wang, Xiaoming, Wang, Xiaoqiang, Department of Mathematics, Florida State University
 Abstract/Description

Mesh generation in regions in Euclidean space is a central task in computational science, especially for commonly used numerical methods for the solution of partial differential equations (PDEs), e.g., finite element and finite volume methods. Mesh generation can be classified into several categories depending on the element sizes (uniform or nonuniform) and shapes (isotropic or anisotropic). Uniform meshes have been well studied and still find application in a wide variety of problems....
Show moreMesh generation in regions in Euclidean space is a central task in computational science, especially for commonly used numerical methods for the solution of partial differential equations (PDEs), e.g., finite element and finite volume methods. Mesh generation can be classified into several categories depending on the element sizes (uniform or nonuniform) and shapes (isotropic or anisotropic). Uniform meshes have been well studied and still find application in a wide variety of problems. However, when solving certain types of partial differential equations for which the solution variations are large in some regions of the domain, nonuniform meshes result in more efficient calculations. If the solution changes more rapidly in one direction than in others, nonuniform anisotropic meshes are preferred. In this work, first we present an algorithm to construct uniform isotropic meshes and discuss several mesh quality measures. Secondly we construct an adaptive method which produces nonuniform anisotropic meshes that are well suited for numerically solving PDEs such as the convection diffusion equation. For the uniform Delaunay triangulation of planar regions, we focus on how one selects the positions of the vertices of the triangulation. We discuss a recently developed method, based on the centroidal Voronoi tessellation (CVT) concept, for effecting such triangulations and present two algorithms, including one new one, for CVTbased grid generation. We also compare several methods, including CVTbased methods, for triangulating planar domains. Furthermore, we define several quantitative measures of the quality of uniform grids. We then generate triangulations of several planar regions, including some having complexities that are representative of what one may encounter in practice. We subject the resulting grids to visual and quantitative comparisons and conclude that all the methods considered produce highquality uniform isotropic grids and that the CVTbased grids are at least as good as any of the others. For more general grid generation settings, e.g., nonuniform and/or anistropic grids, such quantitative comparisons are much more difficult, if not impossible, to either make or interpret. This motivates us to develop CVTbased adaptive nonuniform anisotropic mesh refinement in the context of solving the convectiondiffusion equation with emphasis on convectiondominated problems. The challenge in the numerical approximation of this equation is due to large variations in the solution over small regions of the physical domain. Our method not only refines the underlying grid at these regions but also stretches the elements according to the solution variation. Three main ingredients are incorporated to improve the accuracy of numerical solutions and increase the algorithm's robustness and efficiency. First, a streamline upwind Petrov Galerkin method is used to produce a stabilized solution. Second, an adapted metric tensor is computed from the approximate solution. Third, optimized anisotropic meshes are generated from the computed metric tensor. Our algorithm has been tested on a variety of 2dimensional examples. It is robust in detecting layers and efficient in resolving nonphysical oscillations in the numerical approximation.
Show less  Date Issued
 2008
 Identifier
 FSU_migr_etd2616
 Format
 Thesis
 Title
 Chern Classes of Sheaves of Logarithmic Vector Fields for Free Divisors.
 Creator

Liao, Xia, Aluﬃ, Paolo, Reina, Laura, Klassen, Eric P., Aldrovandi, Ettore, Petersen, Kathleen, Department of Mathematics, Florida State University
 Abstract/Description

The thesis work we present here focuses on solving a conjecture raised by Aluffi about ChernSchwartzMacPherson classes. Let $X$ be a nonsingular variety defined over an algebraically closed field $k$ of characteristic $0$, $D$ a reduced effective divisor on $X$, and $U = X smallsetminus D$ the open complement of $D$ in $X$. The conjecture states that $c_{textup{SM}}(1_U) = c(textup{Der}_X(log D)) cap [X]$ in $A_{*}(X)$ for any locally quasihomogeneous free divisor $D$. We prove a stronger...
Show moreThe thesis work we present here focuses on solving a conjecture raised by Aluffi about ChernSchwartzMacPherson classes. Let $X$ be a nonsingular variety defined over an algebraically closed field $k$ of characteristic $0$, $D$ a reduced effective divisor on $X$, and $U = X smallsetminus D$ the open complement of $D$ in $X$. The conjecture states that $c_{textup{SM}}(1_U) = c(textup{Der}_X(log D)) cap [X]$ in $A_{*}(X)$ for any locally quasihomogeneous free divisor $D$. We prove a stronger version of this conjecture. We also report on work aimed at studying the Grothedieck class of hypersurfaces of low degree. In this work, we verified the Geometric ChevalleyWarning conjecture in several low dimensional cases.
Show less  Date Issued
 2013
 Identifier
 FSU_migr_etd7467
 Format
 Thesis
 Title
 ChernSchwartzMacpherson Classes of Graph Hypersurfaces and Schubert Varieties.
 Creator

Stryker, Judson P., Aluﬃ, Paolo, Van Engelen, Robert, Aldrovandi, Ettore, Hironaka, Eriko, Van Hoeij, Mark, Department of Mathematics, Florida State University
 Abstract/Description

This dissertation finds some partial results in support of two positivity conjectures regarding the ChernSchwartzMacPherson (CSM) classes of graph hypersurfaces (conjectured by Aluffi and Marcolli) and Schubert varieties (conjectured by Aluffi and Mihalcea). Direct calculations of some of these CSM classes are performed. Formulas for CSM classes of families of both graph hypersurfaces and coefficients of Schubert varieties are developed. Additionally, the positivity of the CSM class of...
Show moreThis dissertation finds some partial results in support of two positivity conjectures regarding the ChernSchwartzMacPherson (CSM) classes of graph hypersurfaces (conjectured by Aluffi and Marcolli) and Schubert varieties (conjectured by Aluffi and Mihalcea). Direct calculations of some of these CSM classes are performed. Formulas for CSM classes of families of both graph hypersurfaces and coefficients of Schubert varieties are developed. Additionally, the positivity of the CSM class of certain families of these varieties is proven. The first chapter starts with an overview and introduction to the material along with some of the background material needed to understand this dissertation. In the second chapter, a series of equivalences of graph hypersurfaces that are useful for reducing the number of cases that must be calculated are developed. A table of CSM classes of all but one graph with 6 or fewer edges are explicitly computed. This table also contains Fulton Chern classes and Milnor classes for the graph hypersurfaces. Using the equivalences and a series of formulas from a paper by Aluffi and Mihalcea, a new series of formulas for the CSM classes of certain families of graph hypersurfaces are deduced. I prove positivity for all graph hypersurfaces corresponding to graphs with first Betti number of 3 or less. Formulas for graphs equivalent to graphs with 6 or fewer edges are developed (as well as cones over graphs with 6 or fewer edges). In the third chapter, CSM classes of Schubert varieties are discussed. It is conjectured by Aluffi and Mihalcea that all Chern classes of Schubert varieties are represented by effective cycles. This is proven in special cases by B. Jones. I examine some positivity results by analyzing and applying combinatorial methods to a formula by Aluffi and Mihalcea. Positivity of what could be considered the ``typical' case for low codimensional coefficients is found. Some other general results for positivity of certain coefficients of Schubert varieties are found. This technique establishes positivity for some known cases very quickly, such as the codimension 1 case as described by Jones, as well as establishing positivity for codimension 2 and families of cases that were previously unknown. An unexpected connection between one family of cases and a second order PDE is also found. Positivity is shown for all cases of codimensions 14 and some higher codimensions are discussed. In both the graph hypersurfaces and Schubert varieties, all calculated ChernSchwartzMacPherson classes were found to be positive.
Show less  Date Issued
 2011
 Identifier
 FSU_migr_etd1531
 Format
 Thesis
 Title
 Closed Form Solutions of Linear Difference Equations.
 Creator

Cha, Yongjae, Van Hoeij, Mark, Van Engelen, Robert A., Agashe, Amod, Aldrovandi, Ettore, Aluﬃ, Paolo, Department of Mathematics, Florida State University
 Abstract/Description

In this thesis we present an algorithm that finds closed form solutions for homogeneous linear recurrence equations. The key idea is transforming an input operator Linp to an operator Lg with known solutions. The main problem of this idea is how to find a solved equation Lg to which Linp can be reduced. To solve this problem, we use local data of a difference operator, that is invariant under the transformation.
 Date Issued
 2011
 Identifier
 FSU_migr_etd3960
 Format
 Thesis
 Title
 Combinatorial Type Problems for Triangulation Graphs.
 Creator

Wood, William E., Bowers, Philip, Hawkes, Lois, Bellenot, Steve, Klassen, Eric, Nolder, Craig, Quine, Jack, Department of Mathematics, Florida State University
 Abstract/Description

The main result in this thesis bounds the combinatorial modulus of a ring in a triangulation graph in terms of the modulus of a related ring. The bounds depend only on how the rings are related and not on the rings themselves. This may be used to solve the combinatorial type problem in a variety of situation, most significant in graphs with unbounded degree. Other results regarding the type problem are presented along with several examples illustrating the limits of the results.
 Date Issued
 2006
 Identifier
 FSU_migr_etd0794
 Format
 Thesis
 Title
 A COMPARATIVE STUDY OF THE ABILITY OF FOURTH YEAR HIGH SCHOOL MATHEMATICSSTUDENTS TO USE THE PRINCIPLE OF MATHEMATICAL INDUCTION AND THE WELL ORDERING PRINCIPLE TO PROVE CONJECTURES.
 Creator

WARD, RONALD ALLISON., The Florida State University
 Date Issued
 1971, 1971
 Identifier
 AAI7210053, 2986635, FSDT2986635, fsu:71144
 Format
 Document (PDF)
 Title
 A COMPARISON OF TWO GUIDED DISCOVERY STRATEGIES AND AN EXPOSITORY STRATEGY FOR TEACHING COLLEGE FRESHMEN PROOF OF THEOREMS BASED UPON THE FIELDAXIOMS.
 Creator

ESPIGH, MERRILL ALVIN., The Florida State University
 Date Issued
 1974, 1974
 Identifier
 AAI7418071, 2987602, FSDT2987602, fsu:72109
 Format
 Document (PDF)
 Title
 A comparison of verbal and nonverbal instruction in elementary school mathematics.
 Creator

Hollingsworth, Caroline Dean, Nichols, Eugene Douglas, Florida State University
 Abstract/Description

This study assessed the relative effectiveness of verbal and nonverbal teaching methods in facilitating the learning of mathematics. The two treatments differed only in that nonverbal instruction did not permit oral communication or use of written words. Chalkboard instruction was characterized by complete silence in nonverbal classes. In verbal classes, new terminology was introduced by writing the terms on the board and using them thorughout the lesson. Four fourthgrade classes consisting...
Show moreThis study assessed the relative effectiveness of verbal and nonverbal teaching methods in facilitating the learning of mathematics. The two treatments differed only in that nonverbal instruction did not permit oral communication or use of written words. Chalkboard instruction was characterized by complete silence in nonverbal classes. In verbal classes, new terminology was introduced by writing the terms on the board and using them thorughout the lesson. Four fourthgrade classes consisting of 88 students in one school were randomly assigned to treatment groups so that two were taught nonverbally, and two by the conventional verbal method. Two teachers were assigned one class of each type. Treatment and teacher factors were crossed in a pretestposttest control group design. The demonstrated comparability of the two teaching methods not only points to nonverbal instruction as an alternate mode, but also seriously questions the effectiveness of conventional teacher talk in enhancing learning. Teachers with a creative bent should be encouraged to experiment with nonverbal instruction and design activities for all levels of development. The technique could be used effectively to break the routine of conventional instruction. The importance of nonverbal components should be stressed in methods courses for pre and inservice teachers. Techniques of nonverbal instruction should be practiced in student teaching practices.
Show less  Date Issued
 1973
 Identifier
 FSU_afa8702
 Format
 Thesis
 Title
 A Comparison Study of Principal Component Analysis and Nonlinear Principal Component Analysis.
 Creator

Wu, Rui, Magnan, Jerry F., Bellenot, Steven, Sussman, Mark, Department of Mathematics, Florida State University
 Abstract/Description

In the field of data analysis, it is important to reduce the dimensionality of data, because it will help to understand the data, extract new knowledge from the data, and decrease the computational cost. Principal Component Analysis (PCA) [1, 7, 19] has been applied in various areas as a method of dimensionality reduction. Nonlinear Principal Component Analysis (NLPCA) [1, 7, 19] was originally introduced as a nonlinear generalization of PCA. Both of the methods were tested on various...
Show moreIn the field of data analysis, it is important to reduce the dimensionality of data, because it will help to understand the data, extract new knowledge from the data, and decrease the computational cost. Principal Component Analysis (PCA) [1, 7, 19] has been applied in various areas as a method of dimensionality reduction. Nonlinear Principal Component Analysis (NLPCA) [1, 7, 19] was originally introduced as a nonlinear generalization of PCA. Both of the methods were tested on various artificial and natural datasets sampled from: "F(x) = sin(x) + x", the Lorenz Attractor, and sunspot data. The results from the experiments have been analyzed and compared. Generally speaking, NLPCA can explain more variance than a neural network PCA (NN PCA) in lower dimensions. However, as a result of increasing the dimension, the NLPCA approximation will eventually loss its advantage. Finally, we introduce a new combination of NN PCA and NLPCA, and analyze and compare its performance.
Show less  Date Issued
 2007
 Identifier
 FSU_migr_etd0704
 Format
 Thesis
 Title
 Computational Aeroacoustics Cascade Model of Fan Noise.
 Creator

Lepoudre, Philip P., Tam, Christopher, Shih, Chiang, Gallivan, Kyle, Hussaini, Yousuff, Wang, Xiaoming, Department of Mathematics, Florida State University
 Abstract/Description

A Computational Aeroacoustics [CAA] cascade model has been built to study the generation and propagation mechanisms of noise resulting from the interaction of the fan and outlet guide vanes in a highbypass ratio turbofan engine. Also called rotorstator interaction noise, this noise source is a dominant contributor to the total tone and broadband noise levels produced by the engine, and therefore an improved understanding of the noise generation processes will assist in developing successful...
Show moreA Computational Aeroacoustics [CAA] cascade model has been built to study the generation and propagation mechanisms of noise resulting from the interaction of the fan and outlet guide vanes in a highbypass ratio turbofan engine. Also called rotorstator interaction noise, this noise source is a dominant contributor to the total tone and broadband noise levels produced by the engine, and therefore an improved understanding of the noise generation processes will assist in developing successful noise reduction strategies. The CAA cascade model directly solves the nonlinear compressible NavierStokes equations on a twodimensional linear cascade representation of the fan blade rows. The model incorporates real blade geometry and the rotor and stator blade rows are joined together with a sliding interface method. The fullycoupled aerodynamic flow and acoustic field are directly captured in one high resolution simulation, and therefore the noise production and propagation mechanisms can be visualized and measured in detail. The model includes the fullycoupled physics of the nonlinear sound generation and propagation in swirling wake flow, as well as the transmission and reflection of sound through the blade rows. Previous models of rotorstator interaction noise have typically involved some level of decoupling between the blade rows in order to simplify the noise problem. Stateoftheart CAA methodology is used to produce a high quality numerical solution with minimal dissipation and dispersion of supported waves. The multisizemesh multitimestep Dispersion Relation Preserving [DRP] scheme is used for efficient computation of the wide range of length and time scales in the problem. A conformal mapping technique is used to generate bodyfitted grids around the blade shapes, which are overset on a background grid to create the blade rows. An optimized interpolation scheme is employed for data transfer between the overset grids and also to create the sliding interface between the moving rotorfixed grid and stationary statorfixed grid. A completely new computer program was built for efficient implementation of the cascade model on parallel computers using Message Passing Interface [MPI], and the code was shown to have good parallel performance. The program is a general purpose solver for CAA calculations involving complex flow and geometry, and is a valuable resource for future research. A representative rotorstator cascade with three rotor blades and five stator blades was constructed using real fan and outlet guide vane crosssectional shapes from the NASA Glenn 22in. model fan. A fully developed flow was obtained through the blade rows at the approach condition of the model fan. The performance of the sliding interface method was analyzed by comparing the solution on the rotorfixed and statorfixed grids at the coincident sliding interface mesh line, and the error in grid transfer interpolation was found to be comparable to the low error levels of the underlying DRP scheme. The simulation was used to produce animations of pressure and Mach contour, which provided a wealth of visual information about the flow field and noise generation and propagation behaviour in the cascade. The ability of the CAA cascade model to produce a high fidelity picture of the interaction noise has been demonstrated. In addition, the velocity and pressure fields were measured at various axial locations in the domain to quantify the mean and fluctuating components of the swirling wake flow between the blade rows and after the stator. The tone noise results were compared with interaction tone linear theory. The theory predicted the existence of a small number of propagating spinning wave modes at harmonics of rotor blade passing frequency [BPF]. In particular, the dominant interaction tone at BPF, labelled , was predicted to have two wave fronts in the circumferential domain period and to spin counter to the direction of the rotor. This interaction tone was clearly visible in animations of the pressure contour as an intense shock wave moving at an oblique spiral angle between the blade rows and after the stator. The wave shape was measured using a moving average, and the high amplitude waveform showed characteristic nonlinear steepening, which calls into question the common assumption that the interaction tones can be adequately represented by single linear wave modes. The spinning modes in the solution were measured at various axial locations using a joint temporalspatial modal decomposition of the fluctuating pressure field, and very good agreement was observed with the modal content predicted by linear theory. The relationship of the mode spiral angle to blade stagger angle and the phase velocity of the spinning modes were shown to govern the transmission and reflection behaviour of the modes through the blade rows. The mode was reflected and frequency shifted by the rotor, and the reflected mode propagated through the stator blade row to the outlet. Only corotating modes were able to propagate through the rotor to the inlet, and hence the sound levels in the inlet were significantly lower than in the outlet. This behaviour is in good agreement with the trends observed in experimental studies of fan noise. The unsteady flow and surface pressure fluctuations around a stator blade were also measured. Spectral analysis of the surface pressure fluctuations revealed the highest sound pressure levels occurred near the blade leading edge and on the upper blade surface near the trailing edge. The sound source mechanisms on the stator blade are related to the fluctuating loading on the blade as it cuts through the rotor wake profile and experiences significant variation in the local angle of attack.
Show less  Date Issued
 2011
 Identifier
 FSU_migr_etd3115
 Format
 Thesis
 Title
 A Computational Study of Ion Conductance in the KcsA K⁺ Channel Using a NernstPlanck Model with Explicit Resident Ions.
 Creator

Jung, Yong Woon, Mascagni, Michael A., Huﬀer, Fred, Bowers, Philip, Klassen, Eric, Cogan, Nick, Department of Mathematics, Florida State University
 Abstract/Description

In this dissertation, we describe the biophysical mechanisms underlying the relationship between the structure and function of the KcsA K+ channel. Because of the conciseness of electrodiffusion theory and the computational advantages of a continuum approach, NernstPlanck (NP) type models such as the GoldmanHodgkinKatz (GHK) and PoissonNernstPlanck (PNP) models have been used to describe currents in ion channels. However, the standard PNP (SPNP) model is known to be inapplicable to...
Show moreIn this dissertation, we describe the biophysical mechanisms underlying the relationship between the structure and function of the KcsA K+ channel. Because of the conciseness of electrodiffusion theory and the computational advantages of a continuum approach, NernstPlanck (NP) type models such as the GoldmanHodgkinKatz (GHK) and PoissonNernstPlanck (PNP) models have been used to describe currents in ion channels. However, the standard PNP (SPNP) model is known to be inapplicable to narrow ion channels because it cannot handle discrete ion properties. To overcome this weakness, we formulated the explicit resident ions NernstPlanck (ERINP) model, which applies a local explicit model where the continuum model fails. Then we tested the effects of the ERI Coulomb potential, the ERI induced potential, and the ERI dielectric constant for ion conductance were tested in the ERINP model. Using the currentvoltage (IV ) and currentconcentration (IC) relationships determined from the ERINP model, we discovered biologically significant information that is unobtainable from the traditional continuum model. The mathematical analysis of the K+ ion dynamics revealed a tight structurefunction system with a shallow well, a deep well, and two K+ ions resident in the selectivity filter. We also demonstrated that the ERINP model not only reproduced the experimental results with a realistic set of parameters, it also reduced CPU costs.
Show less  Date Issued
 2010
 Identifier
 FSU_migr_etd3741
 Format
 Thesis