Matching Items (39)
Description
Parallel Monte Carlo applications require the pseudorandom numbers used on each processor to be independent in a probabilistic sense. The TestU01 software package is the standard testing suite for detecting stream dependence and other properties that make certain pseudorandom generators ineffective in parallel (as well as serial) settings. TestU01 employs two basic schemes for testing parallel generated streams. The first applies serial tests to the individual streams and then tests the resulting P-values for uniformity. The second turns all the parallel generated streams into one long vector and then applies serial tests to the resulting concatenated stream. Various forms of stream dependence can be missed by each approach because neither one fully addresses the multivariate nature of the accumulated data when generators are run in parallel. This dissertation identifies these potential faults in the parallel testing methodologies of TestU01 and investigates two different methods to better detect inter-stream dependencies: correlation motivated multivariate tests and vector time series based tests. These methods have been implemented in an extension to TestU01 built in C++ and the unique aspects of this extension are discussed. A variety of different generation scenarios are then examined using the TestU01 suite in concert with the extension. This enhanced software package is found to better detect certain forms of inter-stream dependencies than the original TestU01 suites of tests.
ContributorsIsmay, Chester (Author) / Eubank, Randall (Thesis advisor) / Young, Dennis (Committee member) / Kao, Ming-Hung (Committee member) / Lanchier, Nicolas (Committee member) / Reiser, Mark R. (Committee member) / Arizona State University (Publisher)
Created2013
Description
Rabies disease remains enzootic among raccoons, skunks, foxes and bats in the United States. It is of primary concern for public-health agencies to control spatial spread of rabies in wildlife and its potential spillover infection of domestic animals and humans. Rabies is invariably fatal in wildlife if untreated, with a non-negligible incubation period. Understanding how this latency affects spatial spread of rabies in wildlife is the concern of chapter 2 and 3. Chapter 1 deals with the background of mathematical models for rabies and lists main objectives. In chapter 2, a reaction-diffusion susceptible-exposed-infected (SEI) model and a delayed diffusive susceptible-infected (SI) model are constructed to describe the same epidemic process -- rabies spread in foxes. For the delayed diffusive model a non-local infection term with delay is resulted from modeling the dispersal during incubation stage. Comparison is made regarding minimum traveling wave speeds of the two models, which are verified using numerical experiments. In chapter 3, starting with two Kermack and McKendrick's models where infectivity, death rate and diffusion rate of infected individuals can depend on the age of infection, the asymptotic speed of spread $c^\ast$ for the cumulated force of infection can be analyzed. For the special case of fixed incubation period, the asymptotic speed of spread is governed by the same integral equation for both models. Although explicit solutions for $c^\ast$ are difficult to obtain, assuming that diffusion coefficient of incubating animals is small, $c^\ast$ can be estimated in terms of model parameter values. Chapter 4 considers the implementation of realistic landscape in simulation of rabies spread in skunks and bats in northeast Texas. The Finite Element Method (FEM) is adopted because the irregular shapes of realistic landscape naturally lead to unstructured grids in the spatial domain. This implementation leads to a more accurate description of skunk rabies cases distributions.
ContributorsLiu, Hao (Author) / Kuang, Yang (Thesis advisor) / Jackiewicz, Zdzislaw (Committee member) / Lanchier, Nicolas (Committee member) / Smith, Hal (Committee member) / Thieme, Horst (Committee member) / Arizona State University (Publisher)
Created2013
Description
By the von Neumann min-max theorem, a two person zero sum game with finitely many pure strategies has a unique value for each player (summing to zero) and each player has a non-empty set of optimal mixed strategies. If the payoffs are independent, identically distributed (iid) uniform (0,1) random variables, then with probability one, both players have unique optimal mixed strategies utilizing the same number of pure strategies with positive probability (Jonasson 2004). The pure strategies with positive probability in the unique optimal mixed strategies are called saddle squares. In 1957, Goldman evaluated the probability of a saddle point (a 1 by 1 saddle square), which was rediscovered by many authors including Thorp (1979). Thorp gave two proofs of the probability of a saddle point, one using combinatorics and one using a beta integral. In 1965, Falk and Thrall investigated the integrals required for the probabilities of a 2 by 2 saddle square for 2 × n and m × 2 games with iid uniform (0,1) payoffs, but they were not able to evaluate the integrals. This dissertation generalizes Thorp's beta integral proof of Goldman's probability of a saddle point, establishing an integral formula for the probability that a m × n game with iid uniform (0,1) payoffs has a k by k saddle square (k ≤ m,n). Additionally, the probabilities of a 2 by 2 and a 3 by 3 saddle square for a 3 × 3 game with iid uniform(0,1) payoffs are found. For these, the 14 integrals observed by Falk and Thrall are dissected into 38 disjoint domains, and the integrals are evaluated using the basic properties of the dilogarithm function. The final results for the probabilities of a 2 by 2 and a 3 by 3 saddle square in a 3 × 3 game are linear combinations of 1, π2, and ln(2) with rational coefficients.
ContributorsManley, Michael (Author) / Kadell, Kevin W. J. (Thesis advisor) / Kao, Ming-Hung (Committee member) / Lanchier, Nicolas (Committee member) / Lohr, Sharon (Committee member) / Reiser, Mark R. (Committee member) / Arizona State University (Publisher)
Created2011
Description
Swarms of animals, fish, birds, locusts etc. are a common occurrence but their coherence and method of organization poses a major question for mathematics and biology.The Vicsek and the Attraction-Repulsion are two models that have been proposed to explain the emergence of collective motion. A major issue for the Vicsek Model is that its particles are not attracted to each other, leaving the swarm with alignment in velocity but without spatial coherence. Restricting the particles to a bounded domain generates global spatial coherence of swarms while maintaining velocity alignment. While individual particles are specularly reflected at the boundary, the swarm as a whole is not. As a result, new dynamical swarming solutions are found.
The Attraction-Repulsion Model set with a long-range attraction and short-range repulsion interaction potential typically stabilizes to a well-studied flock steady state solution. The particles for a flock remain spatially coherent but have no spatial bound and explore all space. A bounded domain with specularly reflecting walls traps the particles within a specific region. A fundamental refraction law for a swarm impacting on a planar boundary is derived. The swarm reflection varies from specular for a swarm dominated by
kinetic energy to inelastic for a swarm dominated by potential energy. Inelastic collisions lead to alignment with the wall and to damped pulsating oscillations of the swarm. The fundamental refraction law provides a one-dimensional iterative map that allows for a prediction and analysis of the trajectory of the center of mass of a flock in a channel and a square domain.
The extension of the wall collisions to a scattering experiment is conducted by setting two identical flocks to collide. The two particle dynamics is studied analytically and shows a transition from scattering: diverging flocks to bound states in the form of oscillations or parallel motions. Numerical studies of collisions of flocks show the same transition where the bound states become either a single translating flock or a rotating (mill).
The Attraction-Repulsion Model set with a long-range attraction and short-range repulsion interaction potential typically stabilizes to a well-studied flock steady state solution. The particles for a flock remain spatially coherent but have no spatial bound and explore all space. A bounded domain with specularly reflecting walls traps the particles within a specific region. A fundamental refraction law for a swarm impacting on a planar boundary is derived. The swarm reflection varies from specular for a swarm dominated by
kinetic energy to inelastic for a swarm dominated by potential energy. Inelastic collisions lead to alignment with the wall and to damped pulsating oscillations of the swarm. The fundamental refraction law provides a one-dimensional iterative map that allows for a prediction and analysis of the trajectory of the center of mass of a flock in a channel and a square domain.
The extension of the wall collisions to a scattering experiment is conducted by setting two identical flocks to collide. The two particle dynamics is studied analytically and shows a transition from scattering: diverging flocks to bound states in the form of oscillations or parallel motions. Numerical studies of collisions of flocks show the same transition where the bound states become either a single translating flock or a rotating (mill).
ContributorsThatcher, Andrea (Author) / Armbruster, Hans (Thesis advisor) / Motsch, Sebastien (Committee member) / Ringhofer, Christian (Committee member) / Platte, Rodrigo (Committee member) / Gardner, Carl (Committee member) / Arizona State University (Publisher)
Created2015
Description
Need-based transfers (NBTs) are a form of risk-pooling in which binary welfare exchanges
occur to preserve the viable participation of individuals in an economy, e.g. reciprocal gifting
of cattle among East African herders or food sharing among vampire bats. With the
broad goal of better understanding the mathematics of such binary welfare and risk pooling,
agent-based simulations are conducted to explore socially optimal transfer policies
and sharing network structures, kinetic exchange models that utilize tools from the kinetic
theory of gas dynamics are utilized to characterize the wealth distribution of an NBT economy,
and a variant of repeated prisoner’s dilemma is analyzed to determine whether and
why individuals would participate in such a system of reciprocal altruism.
From agent-based simulation and kinetic exchange models, it is found that regressive
NBT wealth redistribution acts as a cutting stock optimization heuristic that most efficiently
matches deficits to surpluses to improve short-term survival; however, progressive
redistribution leads to a wealth distribution that is more stable in volatile environments and
therefore is optimal for long-term survival. Homogeneous sharing networks with low variance
in degree are found to be ideal for maintaining community viability as the burden and
benefit of NBTs is equally shared. Also, phrasing NBTs as a survivor’s dilemma reveals
parameter regions where the repeated game becomes equivalent to a stag hunt or harmony
game, and thus where cooperation is evolutionarily stable.
occur to preserve the viable participation of individuals in an economy, e.g. reciprocal gifting
of cattle among East African herders or food sharing among vampire bats. With the
broad goal of better understanding the mathematics of such binary welfare and risk pooling,
agent-based simulations are conducted to explore socially optimal transfer policies
and sharing network structures, kinetic exchange models that utilize tools from the kinetic
theory of gas dynamics are utilized to characterize the wealth distribution of an NBT economy,
and a variant of repeated prisoner’s dilemma is analyzed to determine whether and
why individuals would participate in such a system of reciprocal altruism.
From agent-based simulation and kinetic exchange models, it is found that regressive
NBT wealth redistribution acts as a cutting stock optimization heuristic that most efficiently
matches deficits to surpluses to improve short-term survival; however, progressive
redistribution leads to a wealth distribution that is more stable in volatile environments and
therefore is optimal for long-term survival. Homogeneous sharing networks with low variance
in degree are found to be ideal for maintaining community viability as the burden and
benefit of NBTs is equally shared. Also, phrasing NBTs as a survivor’s dilemma reveals
parameter regions where the repeated game becomes equivalent to a stag hunt or harmony
game, and thus where cooperation is evolutionarily stable.
ContributorsKayser, Kirk (Author) / Armbruster, Dieter (Thesis advisor) / Lampert, Adam (Committee member) / Ringhofer, Christian (Committee member) / Motsch, Sebastien (Committee member) / Gardner, Carl (Committee member) / Arizona State University (Publisher)
Created2018
Description
This dissertation examines six different models in the field of econophysics using interacting particle systems as the basis of exploration. In each model examined, the underlying structure is a graph G = (V , E ), where each x ∈ V represents an individual who is characterized by the number of coins in her possession at time t. At each time step t, an edge (x, y) ∈ E is chosen at random, resulting in an exchange of coins between individuals x and y according to the rules of the model. Random variables ξt, and ξt(x) keep track of the current configuration and number of coins individual x has at time t respectively. Of particular interest is the distribution of coins in the long run. Considered first are the uniform reshuffling model, immediate exchange model and model with saving propensity. For each of these models, the number of coins an individual can have is nonnegative and the total number of coins in the system is conserved for all time. It is shown here that the distribution of coins converges to the exponential distribution, gamma distribution and a pseudo gamma distribution respectively. The next two models introduce debt, however, the total number of coins again remains fixed. It is shown here that when there is an individual debt limit, the number of coins per individual converges to a shifted exponential distribution. Alternatively, when a collective debt limit is imposed on the whole population, a heuristic argument is given supporting the conjecture that the distribution of coins converges to an asymmetric Laplace distribution. The final model considered focuses on the effect of cooperation on a population. Unlike the previous models discussed here, the total number of coins in the system at any given time is not bounded and the process evolves in continuous time rather than in discrete time. For this model, death of an individual will occur if they run out of coins. It is shown here that the survival probability for the population is impacted by the level of cooperation along with how productive the population is as whole.
ContributorsReed, Stephanie Jo (Author) / Lanchier, Nicolas (Thesis advisor) / Smith, Hal (Committee member) / Gumel, Abba (Committee member) / Motsch, Sebastien (Committee member) / Camacho, Erika (Committee member) / Arizona State University (Publisher)
Created2019
Description
I investigate two models interacting agent systems: the first is motivated by the flocking and swarming behaviors in biological systems, while the second models opinion formation in social networks. In each setting, I define natural notions of convergence (to a ``flock" and to a ``consensus'', respectively), and study the convergence properties of each in the limit as $t \rightarrow \infty$. Specifically, I provide sufficient conditions for the convergence of both of the models, and conduct numerical experiments to study the resulting solutions.
ContributorsTheisen, Ryan (Author) / Motsch, Sebastien (Thesis advisor) / Lanchier, Nicholas (Committee member) / Kostelich, Eric (Committee member) / Arizona State University (Publisher)
Created2018
Description
This paper uses network theory to simulate Nash equilibria for selfish travel within a traffic network. Specifically, it examines the phenomenon of Braess's Paradox, the counterintuitive occurrence in which adding capacity to a traffic network increases the social costs paid by travelers in a new Nash equilibrium. It also employs the measure of the price of anarchy, a ratio between the social cost of the Nash equilibrium flow through a network and the socially optimal cost of travel. These concepts are the basis of the theory behind undesirable selfish routing to identify problematic links and roads in existing metropolitan traffic networks (Youn et al., 2008), suggesting applicative potential behind the theoretical questions this paper attempts to answer. New topologies of networks which generate Braess's Paradox are found. In addition, the relationship between the number of nodes in a network and the number of occurrences of Braess's Paradox, and the relationship between the number of nodes in a network and a network's price of anarchy distribution are studied.
ContributorsChotras, Peter Louis (Author) / Armbruster, Dieter (Thesis director) / Lanchier, Nicolas (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Economics Program in CLAS (Contributor)
Created2015-05
Description
We model communication among social insects as an interacting particle system in which individuals perform one of two tasks and neighboring sites anti-mimic one another. Parameters of our model are a probability of defection 2 (0; 1) and relative cost ci > 0 to the individual performing task i. We examine this process on complete graphs, bipartite graphs, and the integers, answering questions about the relationship between communication, defection rates and the division of labor. Assuming the division of labor is ideal when exactly half of the colony is performing each task, we nd that on some bipartite graphs and the integers it can eventually be made arbitrarily close to optimal if defection rates are sufficiently small. On complete graphs the fraction of individuals performing each task is also closest to one half when there is no defection, but is bounded by a constant dependent on the relative costs of each task.
ContributorsArcuri, Alesandro Antonio (Author) / Lanchier, Nicolas (Thesis director) / Kang, Yun (Committee member) / Fewell, Jennifer (Committee member) / Barrett, The Honors College (Contributor) / School of International Letters and Cultures (Contributor) / Economics Program in CLAS (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2015-05
Description
This thesis explores and explains a stochastic model in Evolutionary Game Theory introduced by Dr. Nicolas Lanchier. The model is a continuous-time Markov chain that maps the two-dimensional lattice into the strategy space {1,2}. At every vertex in the grid there is exactly one player whose payoff is determined by its strategy and the strategies of its neighbors. Update times are exponential random variables with parameters equal to the absolute value of the respective cells' payoffs. The model is connected to an ordinary differential equation known as the replicator equation. This differential equation is analyzed to find its fixed points and stability. Then, by simulating the model using Java code and observing the change in dynamics which result from varying the parameters of the payoff matrix, the stochastic model's phase diagram is compared to the replicator equation's phase diagram to see what effect local interactions and stochastic update times have on the evolutionary stability of strategies. It is revealed that in the stochastic model altruistic strategies can be evolutionarily stable, and selfish strategies are only evolutionarily stable if they are more selfish than their opposing strategy. This contrasts with the replicator equation where selfishness is always evolutionarily stable and altruism never is.
ContributorsWehn, Austin Brent (Author) / Lanchier, Nicolas (Thesis director) / Kang, Yun (Committee member) / Motsch, Sebastien (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / School of International Letters and Cultures (Contributor)
Created2013-12