Matching Items (31)
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
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
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 study aims to determine if there are differences in body mass index (BMI) across ethnic groups in the United States. Modern medicine is increasingly going the way of personalized medicine, and existing literature has begun to suggest that cultural differences may have an effect on physical health. Initially, this study was to explore anorexia nervosa prevalence, but the data is simply not there; this led to a shift in focus to exploring health differences in terms of BMI. The data analyzed is from the National Health and Nutritional Examination Survey (NHANES) collected by the Centers of Disease Control and Prevention (CDC) from 1999-2013. The subjects used were aged 13-25, and the ethnicities compared were African American, Caucasian American, Mexican American, Other Hispanic American, Asian American, and Other (including multiracial). Statistical tests were run through the software program SAS and included ANOVA tests, t-tests, and z-tests. It was found that there are differences across ethnicities, and that there are far more differences among females than among males. Asian American males and Mexican American males appear to be the groups that caused males to have significant differences. Asian Americans were also found to have the lowest average BMI by far. On the other hand, African Americans and Mexican Americans appeared to have the highest average BMIs. Although these findings and others detailed in the paper are intriguing, the BMI data is not strictly normal, and is still not normalized even by transforming the variable into a log of BMI. The data is still right skewed, and must be attacked in the future with different transformations and non-parametric tests to increase the accuracy and strength of these findings.
ContributorsJohnson, Courtney Elizabeth (Author) / Hurtado, Ana Magdalena (Thesis director) / Samara, Marko (Committee member) / School of Mathematical and Statistical Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2018-05
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
Description
Serge Galams voting systems and public debate models are used to model voting behaviors of two competing opinions in democratic societies. Galam assumes that individuals in the population are independently in favor of one opinion with a fixed probability p, making the initial number of that type of opinion a binomial random variable. This analysis revisits Galams models from the point of view of the hypergeometric random variable by assuming the initial number of individuals in favor of an opinion is a fixed deterministic number. This assumption is more realistic, especially when analyzing small populations. Evolution of the models is based on majority rules, with a bias introduced when there is a tie. For the hier- archical voting system model, in order to derive the probability that opinion +1 would win, the analysis was done by reversing time and assuming that an individual in favor of opinion +1 wins. Then, working backwards we counted the number of configurations at the next lowest level that could induce each possible configuration at the level above, and continued this process until reaching the bottom level, i.e., the initial population. Using this method, we were able to derive an explicit formula for the probability that an individual in favor of opinion +1 wins given any initial count of that opinion, for any group size greater than or equal to three. For the public debate model, we counted the total number of individuals in favor of opinion +1 at each time step and used this variable to define a random walk. Then, we used first-step analysis to derive an explicit formula for the probability that an individual in favor of opinion +1 wins given any initial count of that opinion for group sizes of three. The spatial public debate model evolves based on the proportional rule. For the spatial model, the most natural graphical representation to construct the process results in a model that is not mathematically tractable. Thus, we defined a different graphical representation that is mathematically equivalent to the first graphical representation, but in this model it is possible to define a dual process that is mathematically tractable. Using this graphical representation we prove clustering in 1D and 2D and coexistence in higher dimensions following the same approach as for the voter model interacting particle system.
ContributorsTaylor, Nicole Robyn (Co-author) / Lanchier, Nicolas (Co-author, Thesis director) / Smith, Hal (Committee member) / Hurlbert, Glenn (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2013-05
Description
FastStat is a responsive website designed to work on any handheld, laptop, or desktop device. It serves as a first step into statistical calculations, educating the user on the basics of statistical analysis, and guiding them as they perform analyses of their own using built-in calculators. The calculators available can perform z tests, t tests, chi square tests, and analysis of variance tests to determine significant characteristics of the user's data. Outputted data includes means, standard deviations, significance levels, applicable statistics, and worded results indicating the outcome of the performed test. With its clean design, FastStat directs the user in an intuitive manner to fill in the information needed, giving clear indications of what types of values are needed where and flagging descriptive error messages if any inputted values are incorrect. FastStat also implements a halt to calculations if any errors are found, which saves time by avoiding impossible calculations. Once complete, FastStat outputs a variety of information of use to the user in a clearly labeled manner. The calculators are designed in such a way that the user will know what information they will get out of the calculator before performing any calculations at all. Aside from the calculators, FastStat includes introductory pages designed to get users familiar with common statistical terms and the associated tests, solidifying its purpose as an introductory tool. All tests are described by their typical uses, necessary inputs, calculated outputs, and extra notes of importance. Many terms are defined for the purpose of statistics, complete with examples to help educate the user on the concepts. With the information available, even the newest statistician can learn and begin performing tests almost immediately.
ContributorsBroin, Demetri Evan (Author) / Squire, Susan (Thesis director) / Samara, Marko (Committee member) / Graphic Information Technology (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2018-12