Matching Items (13)

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Two-Dimensional Stratified Cavity Flow Under Harmonic Forcing

Description

We study an idealized model of a wind-driven ocean, namely a 2-D lid-driven cavity with a linear temperature gradient along the side walls and constant hot and cold temperatures on the top and bottom boundaries respectively. In particular, we determine

We study an idealized model of a wind-driven ocean, namely a 2-D lid-driven cavity with a linear temperature gradient along the side walls and constant hot and cold temperatures on the top and bottom boundaries respectively. In particular, we determine numerically the response on flow field and temperature stratification associated with the velocity of the lid driven by harmonic forcing using the Navier-Stokes equations with Boussinesq approximation in an attempt to gain an understanding of how variations of external forces (such as the wind over the ocean) transfer energy to a system by exciting internal modes through resonances. The time variation of the forcing, accounting for turbulence at the boundary is critical for allowing penetration of energy waves through the stratified medium in which the angles of the internal waves depend on these perturbation frequencies. Determining the results of the interaction of two 45 degree angle wave beams at the center of the cavity is of particular interest.

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Created

Date Created
2015-05

Robust margin based classifiers for small sample data

Description

In many classication problems data samples cannot be collected easily, example in drug trials, biological experiments and study on cancer patients. In many situations the data set size is small and there are many outliers. When classifying such data, example

In many classication problems data samples cannot be collected easily, example in drug trials, biological experiments and study on cancer patients. In many situations the data set size is small and there are many outliers. When classifying such data, example cancer vs normal patients the consequences of mis-classication are probably more important than any other data type, because the data point could be a cancer patient or the classication decision could help determine what gene might be over expressed and perhaps a cause of cancer. These mis-classications are typically higher in the presence of outlier data points. The aim of this thesis is to develop a maximum margin classier that is suited to address the lack of robustness of discriminant based classiers (like the Support Vector Machine (SVM)) to noise and outliers. The underlying notion is to adopt and develop a natural loss function that is more robust to outliers and more representative of the true loss function of the data. It is demonstrated experimentally that SVM's are indeed susceptible to outliers and that the new classier developed, here coined as Robust-SVM (RSVM), is superior to all studied classier on the synthetic datasets. It is superior to the SVM in both the synthetic and experimental data from biomedical studies and is competent to a classier derived on similar lines when real life data examples are considered.

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Agent

Created

Date Created
2011

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Comparison of MIMD and SIMT Parallel Iterative Solvers for Laplace's Equation

Description

A comparison of the performance of CUDA versus OpenMP for Jacobi, Gauss-Seidel, and S.O.R. iterative methods for Laplace's Equation with Dirichlet boundary conditions is presented. Both the number of cores and the grid size were varied for the OpenMP program,

A comparison of the performance of CUDA versus OpenMP for Jacobi, Gauss-Seidel, and S.O.R. iterative methods for Laplace's Equation with Dirichlet boundary conditions is presented. Both the number of cores and the grid size were varied for the OpenMP program, while the grid size was varied for the CUDA program. CUDA outperforms the 8-core OpenMP program with the Jacobi and Gauss-Seidel schemes for all grid sizes, and is competitive with S.O.R for all grid sizes examined.

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Created

Date Created
2013-05

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Fluid flow in a temperature-stratified, parametrically forced regime

Description

This project is a synthesis of the author's learning over the semesters in working with the CFD Group at Arizona State University. The incompressible Navier-Stokes equations are overviewed, starting with the derivation from the continuity equation, then non-dimensionalization, methods of

This project is a synthesis of the author's learning over the semesters in working with the CFD Group at Arizona State University. The incompressible Navier-Stokes equations are overviewed, starting with the derivation from the continuity equation, then non-dimensionalization, methods of solving and computing quantities of interest. The rest of this document is expository analysis of solutions in a confined fluid flow, building toward a parametrically forced regime that generates complex flow patterns including Faraday waves. The solutions come from recently published studies Dynamics in a stably stratified tilted square cavity (Grayer et al.) and Parametric instabilities of a stratified shear layer (Buchta et al).

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Date Created
2021-05

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Optimal Sampling for Function Approximation

Description

This thesis project focuses on algorithms that generate good sampling points for function approximation. In one dimension, polynomial interpolation using equispaced points is unstable, with high Oscillations near the endpoints of the interpolated interval. On the other hand, Chebyshev

This thesis project focuses on algorithms that generate good sampling points for function approximation. In one dimension, polynomial interpolation using equispaced points is unstable, with high Oscillations near the endpoints of the interpolated interval. On the other hand, Chebyshev nodes provide both stable and highly accurate points for polynomial interpolation. In higher dimensions, optimal sampling points are unknown. This project addresses this problem by finding algorithms that are robust in various domains for polynomial interpolation and least-squares. To measure the quality of the nodes produced by said algorithms, the Lebesgue constant will be used. In the algorithms, a number of numerical techniques will be used, such as the Gram-Schmidt process and the pivoted-QR process. In addition, concepts such as node density and greedy algorithms will be explored.

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Created

Date Created
2021-05

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Design and Analysis of Algorithmic Trading Automation

Description

With the coming advances of computational power, algorithmic trading has become one of the primary strategies to trading on the stock market. To understand why and how these strategies have been effective, this project has taken a look at the

With the coming advances of computational power, algorithmic trading has become one of the primary strategies to trading on the stock market. To understand why and how these strategies have been effective, this project has taken a look at the complete process of creating tools and applications to analyze and predict stock prices in order to perform low-frequency trading. The project is composed of three main components. The first component is integrating several public resources to acquire and process financial trading data and store it in order to complete the other components. Alpha Vantage API, a free open source application, provides an accurate and comprehensive dataset of features for each stock ticker requested. The second component is researching, prototyping, and implementing various trading algorithms in code. We began by focusing on the Mean Reversion algorithm as a proof of concept algorithm to develop meaningful trading strategies and identify patterns within our datasets. To augment our market prediction power (“alpha”), we implemented a Long Short-Term Memory recurrent neural network. Neural Networks are an incredibly effective but often complex tool used frequently in data science when traditional methods are found lacking. Following the implementation, the last component is to optimize, analyze, compare, and contrast all of the algorithms and identify key features to conclude the overall effectiveness of each algorithm. We were able to identify conclusively which aspects of each algorithm provided better alpha and create an entire pipeline to automate this process for live trading implementation. An additional reason for automation is to provide an educational framework such that any who may be interested in quantitative finance in the future can leverage this project to gain further insight.

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Created

Date Created
2019-05

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Robust experimental designs for fMRI with an uncertain design matrix

Description

Obtaining high-quality experimental designs to optimize statistical efficiency and data quality is quite challenging for functional magnetic resonance imaging (fMRI). The primary fMRI design issue is on the selection of the best sequence of stimuli based on a statistically meaningful

Obtaining high-quality experimental designs to optimize statistical efficiency and data quality is quite challenging for functional magnetic resonance imaging (fMRI). The primary fMRI design issue is on the selection of the best sequence of stimuli based on a statistically meaningful optimality criterion. Some previous studies have provided some guidance and powerful computational tools for obtaining good fMRI designs. However, these results are mainly for basic experimental settings with simple statistical models. In this work, a type of modern fMRI experiments is considered, in which the design matrix of the statistical model depends not only on the selected design, but also on the experimental subject's probabilistic behavior during the experiment. The design matrix is thus uncertain at the design stage, making it diffcult to select good designs. By taking this uncertainty into account, a very efficient approach for obtaining high-quality fMRI designs is developed in this study. The proposed approach is built upon an analytical result, and an efficient computer algorithm. It is shown through case studies that the proposed approach can outperform an existing method in terms of computing time, and the quality of the obtained designs.

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Agent

Created

Date Created
2014

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Effect of soil replacement option on surface deflections for expansive clay profiles

Description

Urbanization and infrastructure development often brings dramatic changes in the surface and groundwater regimes. These changes in moisture content may be particularly problematic when subsurface soils are moisture sensitive such as expansive soils. Residential foundations such as slab-on ground may

Urbanization and infrastructure development often brings dramatic changes in the surface and groundwater regimes. These changes in moisture content may be particularly problematic when subsurface soils are moisture sensitive such as expansive soils. Residential foundations such as slab-on ground may be built on unsaturated expansive soils and therefore have to resist the deformations associated with change in moisture content (matric suction) in the soil. The problem is more pronounced in arid and semi arid regions with drying periods followed by wet season resulting in large changes in soil suction. Moisture content change causes volume change in expansive soil which causes serious damage to the structures. In order to mitigate these ill effects various mitigation are adopted. The most commonly adopted method in the US is the removal and replacement of upper soils in the profile. The remove and replace method, although heavily used, is not well understood with regard to its impact on the depth of soil wetting or near-surface differential soil movements. In this study the effectiveness of the remove and replace method is studied. A parametric study is done with various removal and replacement materials used and analyzed to obtain the optimal replacement depths and best material. The depth of wetting and heave caused in expansive soil profile under climatic conditions and common irrigation scenarios are studied for arid regions. Soil suction changes and associated soil deformations are analyzed using finite element codes for unsaturated flow and stress/deformation, SVFlux and SVSolid, respectively. The effectiveness and fundamental mechanisms at play in mitigation of expansive soils for remove and replace methods are studied, and include (1) its role in reducing the depth and degree of wetting, and (2) its effect in reducing the overall heave potential, and (3) the effectiveness of this method in pushing the seat of movement deeper within the soil profile to reduce differential soil surface movements. Various non-expansive replacement layers and different surface flux boundary conditions are analyzed, and the concept of optimal depth and soil is introduced. General observations are made concerning the efficacy of remove and replace as a mitigation method.

Contributors

Agent

Created

Date Created
2013

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Rotating split-cylinder flows

Description

The three-dimensional flow contained in a rapidly rotating circular

split cylinder is studied numerically solving the Navier--Stokes

equations. The cylinder is completely filled with fluid

and is split at the midplane. Three different types of boundary

conditions were imposed, leading to a variety

The three-dimensional flow contained in a rapidly rotating circular

split cylinder is studied numerically solving the Navier--Stokes

equations. The cylinder is completely filled with fluid

and is split at the midplane. Three different types of boundary

conditions were imposed, leading to a variety of instabilities and

complex flow dynamics.

The first configuration has a strong background rotation and a small

differential rotation between the two halves. The axisymmetric flow

was first studied identifying boundary layer instabilities which

produce inertial waves under some conditions. Limit cycle states and

quasiperiodic states were found, including some period doubling

bifurcations. Then, a three-dimensional study was conducted

identifying low and high azimuthal wavenumber rotating waves due to

G’ortler and Tollmien–-Schlichting type instabilities. Over most of

the parameter space considered, quasiperiodic states were found where

both types of instabilities were present.

In the second configuration, both cylinder halves are in exact

counter-rotation, producing an O(2) symmetry in the system. The basic state flow dynamic

is dominated by the shear layer created

in the midplane. By changing the speed rotation and the aspect ratio

of the cylinder, the flow loses symmetries in a variety of ways

creating static waves, rotating waves, direction reversing waves and

slow-fast pulsing waves. The bifurcations, including infinite-period

bifurcations, were characterized and the flow dynamics was elucidated.

Additionally, preliminary experimental results for this case are

presented.

In the third set up, with oscillatory boundary conditions, inertial

wave beams were forced imposing a range of frequencies. These beams

emanate from the corner of the cylinder and from the split at the

midplane, leading to destructive/constructive interactions which

produce peaks in vorticity for some specific frequencies. These

frequencies are shown to be associated with the resonant Kelvin

modes. Furthermore, a study of the influence of imposing a phase

difference between the oscillations of the two halves of the cylinder

led to the interesting result that different Kelvin

modes can be excited depending on the phase difference.

Contributors

Agent

Created

Date Created
2017

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Properties of divergence-free kernel methods for approximation and solution of partial differential equations

Description

Divergence-free vector field interpolants properties are explored on uniform and scattered nodes, and also their application to fluid flow problems. These interpolants may be applied to physical problems that require the approximant to have zero divergence, such as the velocity

Divergence-free vector field interpolants properties are explored on uniform and scattered nodes, and also their application to fluid flow problems. These interpolants may be applied to physical problems that require the approximant to have zero divergence, such as the velocity field in the incompressible Navier-Stokes equations and the magnetic and electric fields in the Maxwell's equations. In addition, the methods studied here are meshfree, and are suitable for problems defined on complex domains, where mesh generation is computationally expensive or inaccurate, or for problems where the data is only available at scattered locations.

The contributions of this work include a detailed comparison between standard and divergence-free radial basis approximations, a study of the Lebesgue constants for divergence-free approximations and their dependence on node placement, and an investigation of the flat limit of divergence-free interpolants. Finally, numerical solvers for the incompressible Navier-Stokes equations in primitive variables are implemented using discretizations based on traditional and divergence-free kernels. The numerical results are compared to reference solutions obtained with a spectral

method.

Contributors

Agent

Created

Date Created
2016