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Title: ALTERNATIVE INCOME SPECIFICATION IN MACROECONOMIC MODELS.
Creator: MELEAR, ERIK LAMONT., Florida Atlantic University, Hemley, David D., College of Business, Department of Economics
Abstract/Description: This thesis emphasizes and evaluates the effect of different income specifications, absolute, relative and permanent, in the various stochastic equations comprising a macroeconomic model. Multiple least squares regression is employed to estimate the stochastic equations; and a dynamic multiplier simulation program evaluates the stability and calculates the impact and interim dynamic multipliers of each resultant model. The results point to an absolute income specification with the quickest...
Show moreThis thesis emphasizes and evaluates the effect of different income specifications, absolute, relative and permanent, in the various stochastic equations comprising a macroeconomic model. Multiple least squares regression is employed to estimate the stochastic equations; and a dynamic multiplier simulation program evaluates the stability and calculates the impact and interim dynamic multipliers of each resultant model. The results point to an absolute income specification with the quickest response to fiscal and monetary policy. In addition, there are inherent specification problems as enlightened by review of the size of the total impact multipliers.
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Date Issued: 1975
PURL: http://purl.flvc.org/fcla/dt/13736
Subject Headings: Income--Mathematical models
Format: Document (PDF)

Title: Gravitational signature of core-collapse supernova results of CHIMERA simulations.
Creator: Yakunin, Konstantin., Charles E. Schmidt College of Science, Department of Physics
Abstract/Description: Core-collapse supernovae (CCSN) are among the most energetic explosions in the universe, liberating ~1053 erg of gravitational binding energy of the stellar core. Most of this energy ( ~99%) is emitted in neutrinos and only 1% is released as electromagnetic radiation in the visible spectrum. Energy radiated in the form of gravitational waves (GWs) is about five orders smaller. Nevertheless, this energy corresponds to a very strong GW signal and, because of this CCSN are considered as one of...
Show moreCore-collapse supernovae (CCSN) are among the most energetic explosions in the universe, liberating ~1053 erg of gravitational binding energy of the stellar core. Most of this energy ( ~99%) is emitted in neutrinos and only 1% is released as electromagnetic radiation in the visible spectrum. Energy radiated in the form of gravitational waves (GWs) is about five orders smaller. Nevertheless, this energy corresponds to a very strong GW signal and, because of this CCSN are considered as one of the prime sources of gravitational waves for interferometric detectors. Gravitational waves can give us access to the electromagnetically hidden compact inner core of supernovae. They will provide valuable information about the angular momentum distribution and the baryonic equation of state, both of which are uncertain. Furthermore, they might even help to constrain theoretically predicted SN mechanisms. Detection of GW signals and analysis of the observations will require realistic signal predi ctions from the non-parameterized relativistic numerical simulations of CCSN. This dissertation presents the gravitational wave signature of core-collapse v supernovae. Previous studies have considered either parametric models or nonexploding models of CCSN. This work presents complete waveforms, through the explosion phase, based on first-principles models for the first time. We performed 2D simulations of CCSN using the CHIMERA code for 12, 15, and 25M non-rotating progenitors. CHIMERA incorporates most of the criteria for realistic core-collapse modeling, such as multi-frequency neutrino transport coupled with relativistic hydrodynamics, eective GR potential, nuclear reaction network, and an industry-standard equation of state., Based on the results of our simulations, I produced the most realistic gravitational waveforms including all postbounce phases of core-collapse supernovae: the prompt convection, the stationary accretion shock instability, and the corresponding explosion. Additionally, the tracer particles applied in the analysis of the GW signal reveal the origin of low-frequency component in the prompt part of gravitational waveform. Analysis of detectability of the GW signature from a Galactic event shows that the signal is within the band-pass of current and future GW observatories such as AdvLIGO, advanced Virgo, and LCGT.
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Date Issued: 2011
PURL: http://purl.flvc.org/FAU/3322512
Subject Headings: Mathematical physics, Continuum mechanics, Supernovae, Mathematical models
Format: Document (PDF)

Title: Numerical models to simulate underwater turbine noise levels.
Creator: Lippert, Renee'., College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
Abstract/Description: This work incorporates previous work done by Guerra and the application of fluid dynamics. The structure attached to the turbine will cause unsteady fluctuations in the flow, and ultimately affect the acoustic pressure. The work of Guerra is based on a lot of assumptions and simplifications to the geometry of the turbine and structure. This work takes the geometry of the actual turbine, and uses computational fluid dynamic software to numerically model the flow around the turbine structure....
Show moreThis work incorporates previous work done by Guerra and the application of fluid dynamics. The structure attached to the turbine will cause unsteady fluctuations in the flow, and ultimately affect the acoustic pressure. The work of Guerra is based on a lot of assumptions and simplifications to the geometry of the turbine and structure. This work takes the geometry of the actual turbine, and uses computational fluid dynamic software to numerically model the flow around the turbine structure. Varying the angle of the attack altered the results, and as the angle increased the noise levels along with the sound pulse, and unsteady loading increased. Increasing the number of blades and reducing the chord length both reduced the unsteady loading.
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Date Issued: 2012
PURL: http://purl.flvc.org/FAU/3355622
Subject Headings: Underwater acoustics, Mathematical models, Turbines, Vibration, Mathematical models, Fluid dynamics
Format: Document (PDF)

Title: INFECTION AGE STRUCTURED VECTOR BORNE DISEASE MODEL WITH DIRECT TRANSMISSION.
Creator: Giri, Sunil, Tuncer, Necibe, Florida Atlantic University, Department of Mathematical Sciences, Charles E. Schmidt College of Science
Abstract/Description: Mathematical modeling is a powerful tool to study and analyze the disease dynamics prevalent in the community. This thesis studies the dynamics of two time since infection structured vector borne models with direct transmission. We have included disease induced death rate in the first model to form the second model. The aim of this thesis is to analyze whether these two models have same or different disease dynamics. An explicit expression for the reproduction number denoted by R0 is derived....
Show moreMathematical modeling is a powerful tool to study and analyze the disease dynamics prevalent in the community. This thesis studies the dynamics of two time since infection structured vector borne models with direct transmission. We have included disease induced death rate in the first model to form the second model. The aim of this thesis is to analyze whether these two models have same or different disease dynamics. An explicit expression for the reproduction number denoted by R0 is derived. Dynamical analysis reveals the forward bifurcation in the first model. That is when the threshold value R0 < 1, disease free-equilibrium is stable locally implying that if there is small perturbation of the system, then after some time, the system will return to the disease free equilibrium. When R0 > 1 the unique endemic equilibrium is locally asymptotically stable. For the second model, analysis of the existence and stability of equilibria reveals the existence of backward bifurcation i.e. where the disease free equilibrium coexists with the endemic equilibrium when the reproduction number R02 is less than unity. This aspect shows that in order to control vector borne disease, it is not sufficient to have reproduction number less than unity although necessary. Thus, the infection can persist in the population even if the reproduction number is less than unity. Numerical simulation is presented to see the bifurcation behaviour in the model. By taking the reproduction number as the bifurcation parameter, we find the system undergoes backward bifurcation at R02 = 1. Thus, the model has backward bifurcation and have two positive endemic equilibrium when R02 < 1 and unique positive endemic equilibrium whenever R02 > 1. Stability analysis shows that disease free equilibrium is locally asymptotically stable when R02 < 1 and unstable when R02 > 1. When R02 < 1, lower endemic equilibrium in backward bifurcation is locally unstable.
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Date Issued: 2020
PURL: http://purl.flvc.org/fau/fd/FA00013552
Subject Headings: Vector Borne Diseases, Mathematical models, Simulations, Dynamics--Mathematical models
Format: Document (PDF)

Title: Numerical simulation of wave energy dissipation in turbulent boundary layers.
Creator: Moneris, Stephanie Sylvie., Florida Atlantic University, Slinn, D. N., College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
Abstract/Description: Shoaling surface waves create turbulent shear flows at the sea-bed and thereby contribute to wave energy dissipation in the bottom boundary layer. Turbulent boundary layers are examined using a high-resolution time-dependent three-dimensional numerical model. Simulations estimate the wave energy dissipation in the boundary layer. Results indicate that turbulence levels are coupled to the wave cycle; accelerating flow organizes the boundary layer structure, decelerating flow destabilizes it...
Show moreShoaling surface waves create turbulent shear flows at the sea-bed and thereby contribute to wave energy dissipation in the bottom boundary layer. Turbulent boundary layers are examined using a high-resolution time-dependent three-dimensional numerical model. Simulations estimate the wave energy dissipation in the boundary layer. Results indicate that turbulence levels are coupled to the wave cycle; accelerating flow organizes the boundary layer structure, decelerating flow destabilizes it and flow reversal induces the strongest turbulent bursts. Details of the flow are functions of the Reynolds number, wave frequency, wave complexity, presence of a mean current, and the flow history of the preceding wave period. Mean flow properties are compared between the three-dimensional model and one-dimensional eddy-viscosity based models. Generally, features of the boundary layer are satisfactorily approximated by the eddy-viscosity models, with accuracy depending on the wave amplitude, period, phase, and other forcing conditions.
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Date Issued: 2000
PURL: http://purl.flvc.org/fcla/dt/12692
Subject Headings: Waves--Mathematical models, Turbulent boundary layer--Mathematical models
Format: Document (PDF)

Title: Rational study of incompressible turbulent flows.
Creator: Pu, Xiaoyan., Florida Atlantic University, Yong, Yan, College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
Abstract/Description: A new turbulence model is proposed in this dissertation for two-dimensional incompressible turbulent flows. The methodology used in the present study is a unilateral-statistical-average scheme with the concept of orthotropic eddy viscosity. This methodology has never been explored before in any research work of this nature. The distinguished feature of the unilateral-statistical-average scheme, compared to Reynolds averaging, is that the first-order information of the fluctuating velocity...
Show moreA new turbulence model is proposed in this dissertation for two-dimensional incompressible turbulent flows. The methodology used in the present study is a unilateral-statistical-average scheme with the concept of orthotropic eddy viscosity. This methodology has never been explored before in any research work of this nature. The distinguished feature of the unilateral-statistical-average scheme, compared to Reynolds averaging, is that the first-order information of the fluctuating velocity field is retained. This is achieved by dividing the fluctuating velocities into two groups and applying the average only to a single group. It is proved that the mean value of the fluctuating velocities of the first group solutions is not equal to zero. This non-zero quantity, together with a specified length vector, is used to define a 3 x 3 matrix of orthotropic eddy viscosity. In an off-streamline coordinate system, the eddy-viscosity matrix exhibits anisotropy characteristic, where each component of the turbulent stresses is related to all the components of the rate of strains of the mean fluid flow. The present model has been successfully applied to turbulent boundary-layer flow, turbulent free-shear jet flow, and turbulent wall-bounded separation flow without using empirical constants or wall-functions. Good agreements between the numerical results and experimental data or empirical predictions demonstrate that the unilateral-statistical-average scheme and the orthotropic non-linear eddy-viscosity formulation are robust and efficient in modeling basic turbulent flows. Applicability and predictability of the model to more complex engineering turbulence problems are worthy of further investigation in the future research.
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Date Issued: 1999
PURL: http://purl.flvc.org/fcla/dt/12610
Subject Headings: Turbulence--Mathematical models, Turbulent boundary layer--Mathematical models
Format: Document (PDF)

Title: Investigating the effects of measured noise source heights on the predicted insertion loss of noise barriers in the new TNM software.
Creator: Glynn, Charles D., Florida Atlantic University, Glegg, Stewart A. L.
Abstract/Description: At the present time the Federal Highway Administration is developing a new highway noise prediction model called TNM that is anticipated to be a superior model than its predecessor STAMINA 2.0. TNM will use frequency dependent measured noise source heights as a function of speed, acceleration, pavement type, road grade and vehicle class in its propagation loss and insertion loss calculations. Also, TNM will split the equivalent source height into two sub-sources at specified heights and...
Show moreAt the present time the Federal Highway Administration is developing a new highway noise prediction model called TNM that is anticipated to be a superior model than its predecessor STAMINA 2.0. TNM will use frequency dependent measured noise source heights as a function of speed, acceleration, pavement type, road grade and vehicle class in its propagation loss and insertion loss calculations. Also, TNM will split the equivalent source height into two sub-sources at specified heights and calculate the insertion loss of noise barriers from these two sub-sources. The accuracy of this concept is investigated in this thesis, and it is found that on the average the two sub-source approach is less accurate than the single equivalent source approximation but will overestimate the attenuated levels, thus a conservative barrier height can be designed from this result.
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Date Issued: 1997
PURL: http://purl.flvc.org/fcla/dt/15411
Subject Headings: Traffic noise--Mathematical models, Noise barriers--Mathematical models
Format: Document (PDF)

Title: Stochastic processes in the social sciences: markets, prices and wealth distributions.
Creator: Romero, Natalia E., Charles E. Schmidt College of Science, Department of Physics
Abstract/Description: The present work uses statistical mechanics tools to investigate the dynamics of markets, prices, trades and wealth distribution. We studied the evolution of market dynamics in different stages of historical development by analyzing commodity prices from two distinct periods : ancient Babylon, and medieval and early modern England. We find that the first-digit distributrions of both Babylon and England commodity prices follow Benford's Law, indicating that the data represent empirical...
Show moreThe present work uses statistical mechanics tools to investigate the dynamics of markets, prices, trades and wealth distribution. We studied the evolution of market dynamics in different stages of historical development by analyzing commodity prices from two distinct periods : ancient Babylon, and medieval and early modern England. We find that the first-digit distributrions of both Babylon and England commodity prices follow Benford's Law, indicating that the data represent empirical observations typically arising from a free market. Further, we find that the normalized prices of both Babylon and England agricultural commodities are characterized by stretched exponential distributions, and exhibit persistent correlations of a power law type over long periods of up to several centuries, in contrast to contemporary markets. Our findings suggest that similar market interactions may underlie the dynamics of ancient agricultural commodity prices, and that these interactions may remain stable across centuries. To further investigate the dynamics of markets, we present the analogy between transfers of money between individuals and the transfer of energy through particle collisions by means of the kinetic theory of gases. We introduce a theoretical framework of how micro rules of trading lead to the emergence of income and wealth distribution. Particularly, we study the effects of different types of distribution of savings/investments among individuals in a society and different welfare/subsidies redistribution policies. Results show that while considering savings propensities, the models approach empirical distributions of wealth quite well. The effect of redistribution better captures specific features of the distributions which earlier models failed to do. Moreover, the models still preserve the exponential decay observed in empirical income distributions reported by tax data and surveys.
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Date Issued: 2012
PURL: http://purl.flvc.org/FAU/3352825
Subject Headings: Stochastic processes, Mathematical models, Consumption (Economics), Mathematical models, Business cycles, Mathematical models, Statics and dynamics (Social sciences), Mathematical models
Format: Document (PDF)

Title: Discrete signal representation using triangular basis functions.
Creator: Nallur, Padmanabha., Florida Atlantic University, Hartt, William H., College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
Abstract/Description: This thesis deals with the representation of discrete signals using triangular basis functions. Signals are usually represented by Fourier series expansions where the basis functions are cosine and sine functions which are all mutually orthogonal. The triangular basis functions used here are called TRIC (triangular cosine) and TRIS (triangular sine) functions. The TRIC and TRIS functions are like their cosine and sine function counterparts except that they are linear. The TRIC and TRIS...
Show moreThis thesis deals with the representation of discrete signals using triangular basis functions. Signals are usually represented by Fourier series expansions where the basis functions are cosine and sine functions which are all mutually orthogonal. The triangular basis functions used here are called TRIC (triangular cosine) and TRIS (triangular sine) functions. The TRIC and TRIS functions are like their cosine and sine function counterparts except that they are linear. The TRIC and TRIS functions are not all mutually orthogonal, though most of them are. A matrix method of representing discrete signals using TRIC and TRIS functions is presented. A discrete triangular transform matrix is developed and a method of deriving this matrix is presented. A Fortran program is written to derive the discrete triangular transform matrix and to prove the reconstruction of several basic functions like impulse, step, pulse and sinusoidal waveforms.
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Date Issued: 1988
PURL: http://purl.flvc.org/fcla/dt/14451
Subject Headings: Signal processing--Mathematical models
Format: Document (PDF)

Title: Evaluations and comparisons of exchange rate models and regimes: A survey of recent economic literature.
Creator: Marcotte, Roland Tennis., Florida Atlantic University, Redmon, Milton, College of Business, Department of Economics
Abstract/Description: This thesis examines two alternative solutions for alleviating the exchange rate risk associated with increased exchange rate volatility following the adoption of a floating rate regime in 1973. Evidence concerning the potential deleterious effects of volatile exchange rates on trade and investment is examined. Studies which utilize models for predicting exchange rate movements in order to manage exchange rate risk are reviewed. Modeling is found to offer some explanatory but little...
Show moreThis thesis examines two alternative solutions for alleviating the exchange rate risk associated with increased exchange rate volatility following the adoption of a floating rate regime in 1973. Evidence concerning the potential deleterious effects of volatile exchange rates on trade and investment is examined. Studies which utilize models for predicting exchange rate movements in order to manage exchange rate risk are reviewed. Modeling is found to offer some explanatory but little predictive ability primarily because expectations enter the model as a key determinant of short-run fluctuations. Evaluation of the alternative solution, which would replace floating rates with a fixed or semi-fixed system, concludes that present theoretical and empirical knowledge does not permit a definitive judgment on the workability and on the potential costs relative to the expected benefits of decreased exchange rate volatility under fixed or semi-fixed system.
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Date Issued: 1989
PURL: http://purl.flvc.org/fcla/dt/14528
Subject Headings: Foreign exchange--Mathematical models
Format: Document (PDF)

Title: SUPPLY AND DEMAND OF URBAN PUBLIC SERVICES.
Creator: LESKO, ROBERT DONALD, Florida Atlantic University
Abstract/Description: This thesis is an application of the current economic theory of Julius Margolis and Walter Hirsch on the supply and demand for public goods and services. It is shown that the demand for public services has a negative slope and that conscious cutbacks in services result in an upward shift and movement to the left along a new supply curve, thereby increasing the unit cost of the service or good. Next, it is argued that forecasting municipal expenditures based on a small sample can yield...
Show moreThis thesis is an application of the current economic theory of Julius Margolis and Walter Hirsch on the supply and demand for public goods and services. It is shown that the demand for public services has a negative slope and that conscious cutbacks in services result in an upward shift and movement to the left along a new supply curve, thereby increasing the unit cost of the service or good. Next, it is argued that forecasting municipal expenditures based on a small sample can yield meaningful results if care is exercised in adjusting and compiling the data base. It is concluded that there exists a significant level of explanatory power to the small body of current economic literature within this field.
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Date Issued: 1979
PURL: http://purl.flvc.org/fcla/dt/13961
Subject Headings: Municipal services--Mathematical models
Format: Document (PDF)

Title: TRANSMISSION-LINE-MATRIX MODELING OF INHOMOGENEOUS RECTANGULAR WAVEGUIDES AND CAVITIES.
Creator: Agba, Lawrence C., Florida Atlantic University, Sadiku, Matthew
Abstract/Description: Fortran algorithms were developed to analyze inhomogeneous rectangular waveguides and cavities using the method of transmission-line-matrix. These algorithms were used specifically to determine the field components, impedances, modes, and power decay rates. The computations were done in one, two or three space dimensions and time. Results obtained were compared with analytical results, where possible. In general, the results were found to be in better agreement with the analytical results...
Show moreFortran algorithms were developed to analyze inhomogeneous rectangular waveguides and cavities using the method of transmission-line-matrix. These algorithms were used specifically to determine the field components, impedances, modes, and power decay rates. The computations were done in one, two or three space dimensions and time. Results obtained were compared with analytical results, where possible. In general, the results were found to be in better agreement with the analytical results than the results obtained using other numerical method.
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Date Issued: 1987
PURL: http://purl.flvc.org/fcla/dt/14378
Subject Headings: Electromagnetic waves--Mathematical models
Format: Document (PDF)

Title: An empirical analysis of the convergence hypothesis across countries: New evidence.
Creator: Butzin, Blake Donald., Florida Atlantic University, Yuhn, Ky-hyang
Abstract/Description: The Solow growth model examines the effects of saving, population and technological advances on the growth of an economy. Long-run economic growth is explained by the exogenous variable, technology. In this model lower income countries will experience higher rates of economic growth, which will lead to convergence in the standards of living between low-income and high-income countries. Additional theories including the augmented Solow model, which tests for conditional convergence and...
Show moreThe Solow growth model examines the effects of saving, population and technological advances on the growth of an economy. Long-run economic growth is explained by the exogenous variable, technology. In this model lower income countries will experience higher rates of economic growth, which will lead to convergence in the standards of living between low-income and high-income countries. Additional theories including the augmented Solow model, which tests for conditional convergence and endogenous growth theories have been developed recently. An empirical inquiry of the convergence hypothesis has been conducted using a variety samples based on income classifications and geographical locations.
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Date Issued: 1997
PURL: http://purl.flvc.org/fcla/dt/15485
Subject Headings: Economic development--Mathematical models
Format: Document (PDF)

Title: INFLATION IN A SHORT RUN MACROECONOMIC MODEL.
Creator: BLANKSTEEN, MERRILL BERNARD, Florida Atlantic University
Abstract/Description: This paper uses quarterly national accounts data, 1948 - 1971, to estimate a short run macroeconomic model incorporating inflationary expectations. An inflationary expectations series is generated using the Box-Jenkins method. The impact and cumulative multipliers of the model are computed and interpreted in terms of their application to theories on adjustment to expected inflation. The policy implications of the multipliers are also discussed.
Date Issued: 1975
PURL: http://purl.flvc.org/fcla/dt/13705
Subject Headings: Inflation (Finance)--Mathematical models
Format: Document (PDF)

Title: INDUCTIVE AND MODEL-TREE-BASED APPROACHES FOR FORECASTING TEMPERATURE.
Creator: Schauer, Alexis, Teegavarapu, Ramesh S. V., Florida Atlantic University, Department of Civil, Environmental and Geomatics Engineering, College of Engineering and Computer Science
Abstract/Description: Inductive and model-tree (MT) approach-based models are developed and evaluated for forecasting mean, minimum and maximum monthly temperature in this study. The models are developed and tested using long-term historical temperature time series data derived from U.S. Historical Climatology Network at 22 sites located in the state of Florida. Inductive models developed include conceptually simple naïve models to multiple regression models utilizing lagged temperature values, sea surface...
Show moreInductive and model-tree (MT) approach-based models are developed and evaluated for forecasting mean, minimum and maximum monthly temperature in this study. The models are developed and tested using long-term historical temperature time series data derived from U.S. Historical Climatology Network at 22 sites located in the state of Florida. Inductive models developed include conceptually simple naïve models to multiple regression models utilizing lagged temperature values, sea surface temperatures (SSTs), correction factors derived using historical data. A global model using data from all the sites is also developed. The performances of the models were evaluated using observed temperature records and several error and performance measures. A composite measure combining multiple error and performance measures is developed to select the best model. MT approach-based and regression models with SSTs and correction factors along with lagged temperature values are found to be best models for forecasting temperature based on assessments of composite measures and error diagnostics.
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Date Issued: 2021
PURL: http://purl.flvc.org/fau/fd/FA00013856
Subject Headings: Temperature, Forecasting--Mathematical models
Format: Document (PDF)

Title: MONETARY AND FISCAL POLICIES AND THE BALANCE OF PAYMENTS.
Creator: OKTAR, MURAT RUSTU., Florida Atlantic University, Redman, Milton, College of Business, Department of Economics
Abstract/Description: This thesis deals with the effect of the fiscal and monetary policies in the models of the balance of payments for a small country model with and without nontraded goods. The first chapter provides an introduction. In Chapter Two, a balance of payments model which makes no distinction between traded and nontraded goods is examined under the fixed and flexible exchange rates. In Chapter Three, the definition of nontraded goods is given and the Dornbush model is analyzed in the case of demand...
Show moreThis thesis deals with the effect of the fiscal and monetary policies in the models of the balance of payments for a small country model with and without nontraded goods. The first chapter provides an introduction. In Chapter Two, a balance of payments model which makes no distinction between traded and nontraded goods is examined under the fixed and flexible exchange rates. In Chapter Three, the definition of nontraded goods is given and the Dornbush model is analyzed in the case of demand shift from the traded goods to nontraded goods and the transfer payments to the foreign country. In Chapter Four, a balance of payments model with nontraded goods is examined under the fixed and flexible exchange rates. The fifth chapter summarizes the previous chapters and gives some conclusions.
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Date Issued: 1982
PURL: http://purl.flvc.org/fcla/dt/14109
Subject Headings: Balance of payments--Mathematical models, Fiscal policy--Mathematical models, Monetary policy--Mathematical models
Format: Document (PDF)

Title: Measurement of source height on moving highway vehicles.
Creator: Yoon, Jong Rak, Florida Atlantic University, Glegg, Stewart A. L., College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
Abstract/Description: A measurement method for the equivalent noise source height of an arbitrary distribution of moving noise sources is developed to investigate the highway vehicle equivalent source heights which are currently used by the FHWA for noise barrier design. The study is intended to provide information required to improve this noise barrier design code. The equivalent point source position is defined for an arbitrary distribution of acoustic sources above a reflecting plane and a method for its...
Show moreA measurement method for the equivalent noise source height of an arbitrary distribution of moving noise sources is developed to investigate the highway vehicle equivalent source heights which are currently used by the FHWA for noise barrier design. The study is intended to provide information required to improve this noise barrier design code. The equivalent point source position is defined for an arbitrary distribution of acoustic sources above a reflecting plane and a method for its measurement using a microphone array is developed. The normalized errors of the measured equivalent source heights are defined including the effects of background noise, the geometric near field, source size, and source directionality. Normalized errors of the measured source heights obtained by a numerical simulation for each parameter lead to optimization of the microphone spacing and to the design of an array of microphones which give the equivalent source height as a function of frequency. The method is then applied to the measurement of the equivalent source height of stationary loudspeakers and is shown to give results which are consistent with theoretical predictions. The effect of the Doppler frequency shift of moving vehicles is investigated using a loudspeaker mounted on the roof of a moving car. If the speed of a moving noise source is less than 97 kph, the error due to the Doppler frequency shift was found to be negligible. Results of measurement on highway vehicles show that the noise source heights for heavy trucks and for automobiles are different from those used currently by the FHWA.
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Date Issued: 1990
PURL: http://purl.flvc.org/fcla/dt/12247
Subject Headings: Traffic noise--Mathematical models, Traffic noise--Measurement--Mathematical models, Noise barriers--Mathematical models
Format: Document (PDF)

Title: Modeling simple epidemics.
Creator: Segovia, Linda., Harriet L. Wilkes Honors College
Abstract/Description: Epidemic models help us predict the outcome of an epidemic. I will discuss and compare two simple epidemic models: a deterministic model implemented by a simple differential equation, and a stochastic model, which is more realistic, but harder to analyze. In both models we assume, for simplicity, that each individual goes through only two stages: healthy (susceptible) and sick (infective). Such models, called SI epidemic models, describe infections with no immunity. We will show that, when...
Show moreEpidemic models help us predict the outcome of an epidemic. I will discuss and compare two simple epidemic models: a deterministic model implemented by a simple differential equation, and a stochastic model, which is more realistic, but harder to analyze. In both models we assume, for simplicity, that each individual goes through only two stages: healthy (susceptible) and sick (infective). Such models, called SI epidemic models, describe infections with no immunity. We will show that, when the population gets large, the more realistic stochastic model approaches the simple deterministic model on the average, which will allow us to see that the deterministic model is used for a good reason.
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Date Issued: 2007
PURL: http://purl.flvc.org/FAU/40972
Subject Headings: Biomathematics, Medicine, Mathematics, Population biology, Mathematics, Epidemiology, Mathematical models
Format: Document (PDF)

Title: Asymmetric information in fads models in Lâevy markets.
Creator: Buckley, Winston S., Florida Atlantic University, Charles E. Schmidt College of Science, Department of Mathematical Sciences
Abstract/Description: Fads models for stocks under asymmetric information in a purely continuous(GBM) market were first studied by P. Guasoni (2006), where optimal portfolios and maximum expected logarithmic utilities, including asymptotic utilities for the informed and uninformed investors, were presented. We generalized this theory to Lâevy markets, where stock prices and the process modeling the fads are allowed to include a jump component, in addition to the usual continuous component. We employ the methods of...
Show moreFads models for stocks under asymmetric information in a purely continuous(GBM) market were first studied by P. Guasoni (2006), where optimal portfolios and maximum expected logarithmic utilities, including asymptotic utilities for the informed and uninformed investors, were presented. We generalized this theory to Lâevy markets, where stock prices and the process modeling the fads are allowed to include a jump component, in addition to the usual continuous component. We employ the methods of stochastic calculus and optimization to obtain analogous results to those obtained in the purely continuous market. We approximate optimal portfolios and utilities using the instantaneous centralized and quasi-centralized moments of the stocks percentage returns. We also link the random portfolios of the investors, under asymmetric information to the purely deterministic optimal portfolio, under symmetric information.
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Date Issued: 2009
PURL: http://purl.flvc.org/FAU/3337187
Subject Headings: Investments, Mathematical models, Capital market, Mathematical models, Finance, Mathematical models, Information theory in economics, Capital asset pricing model, Lâevy processes
Format: Document (PDF)

Title: Revisiting the methodology and application of Value-at-Risk.
Creator: Chung, Kyong., Charles E. Schmidt College of Science, Department of Mathematical Sciences
Abstract/Description: The main objective of this thesis is to simulate, evaluate and discuss three standard methodologies of calculating Value-at-Risk (VaR) : Historical simulation, the Variance-covariance method and Monte Carlo simulations. Historical simulation is the most common nonparametric method. The Variance-covariance and Monte Carlo simulations are widely used parametric methods. This thesis defines the three aforementioned VaR methodologies, and uses each to calculate 1-day VaR for a hypothetical...
Show moreThe main objective of this thesis is to simulate, evaluate and discuss three standard methodologies of calculating Value-at-Risk (VaR) : Historical simulation, the Variance-covariance method and Monte Carlo simulations. Historical simulation is the most common nonparametric method. The Variance-covariance and Monte Carlo simulations are widely used parametric methods. This thesis defines the three aforementioned VaR methodologies, and uses each to calculate 1-day VaR for a hypothetical portfolio through MATLAB simulations. The evaluation of the results shows that historical simulation yields the most reliable 1-day VaR for the hypothetical portfolio under extreme market conditions. Finally, this paper concludes with a suggestion for further studies : a heavy-tail distribution should be used in order to imporve the accuracy of the results for the two parametric methods used in this study.
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Date Issued: 2012
PURL: http://purl.flvc.org/FAU/3358328
Subject Headings: Valuation, Econometric models, Prices, Econometric models, Financial risk management, Mathematical optimization, Finance, Mathematical models
Format: Document (PDF)

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