A meshfree approximation scheme based on the radial basis function methods is presented for the numerical solution of the options pricing model. This thesis deals with the valuation of the European, Barrier, Asian, American options of a single asset and American options of multi assets. The option prices are modeled by the Black-Scholes equation. The θ-method is used to discretize the equation with respect to time. By the next step, the option price is approximated in space with radial basis functions (RBF) with unknown parameters, in particular, we con- sider multiquadric radial basis functions (MQ-RBF). In case of Ameri- can options a penalty method is used, i.e. removing the free boundary is achieved by adding a small and continuous penalty term to the Black- Scholes equation. Finally, a comparison of analytical and finite difference solutions and numerical results from the literature is included.

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In this dissertation, a numerical method to design a curved surface for accurately flank milling with a general tool of revolution is presented. Instead of using the ruled surface as the design surface, the flank millable surface can better match the machined surface generated by flank milling techniques, and provide an effective tool to the designer to control the properties and the specifications of the design surface. A method using the least squares surface fitting to design the flank millable surface is first discussed. Grazing points on the envelope of the moving tool modeled by the grazing surface are used as the sample points and a NURBS surface is used to approximate the given grazing surface. The deviation between the grazing surface and the NURBS surface can be controlled by increasing the number of the control points. The computation process for this method is costly in time and effort. In engineering design, there is a need for fast and effortless methods to simplify the flank millable surface design procedure. A technique to approximate the grazing curve with NURBS at each tool position is developed. Based on the characteristics of the grazing surface and the geometries of the cutting tool, these NURBS representations at a few different tool positions, namely at the start, interior and end, are lofted to generate a NURBS surface. This NURBS surface represents the grazing surface and is treated as the design surface. Simulation results show that this design surface can accurately match the machined surface. The accuracy of the surface can be controlled by adding control points to the control net of the NURBS surface. A machining test on a 5-axis machine was done to verify the proposed flank millable surface design method. The machined surface was checked on a CMM and the obtained results were compared with the designed flank millable surface. The comparison results show that the machined surface closely matches the design surface. The proposed flank millable surface design method can be accurately used in the surface design.

As technological advances allow us to peer into and beyond microscopic phenomena, new theoretical developments are necessary to facilitate this exploration. In particular, the potential afforded by utilizing quantum resources promises to dramatically affect scientific research, communications, computation, and material science. Control theory is the field dedicated to the manipulation of systems, and quantum control theory pertains to the manoeuvring of quantum systems. Due to the inherent sensitivity of quantum ensembles to their environment, time-optimal solutions should be found in order to minimize exposure to external sources. Furthermore, the complexity of the Schr\"odinger equation in describing the evolution of a unitary operator makes the analytical discovery of time-optimal solutions rare, motivating the development of numerical algorithms. The seminal result of classical control is the Pontryagin Maximum Principle, which implies that a restriction to bounded control amplitudes admits two classifications of trajectories: bang-bang and singular. Extensions of this result to generalized control problems yield the same classification and hence arise in the study of quantum dynamics. While singular trajectories are often avoided in both classical and quantum literature, a full optimal synthesis requires that we analyze the possibility of their existence. With this in mind, this treatise will examine the issue of time-optimal quantum control. In particular, we examine the results of existing numerical algorithms, including Gradient Ascent Pulse Engineering and the Kaya-Huneault method. We elaborate on the ideas of the Kaya-Huneault algorithm and present an alternative algorithm that we title the Real-Embedding algorithm. These methods are then compared when used to simulate unitary evolution. This is followed by a brief examination on the conditions for the existence of singular controls, as well possible ideas and developments in creating geometry based numerical algorithms.

The problem of finding an efficient algorithm to create a two-dimensional embedding of a knot diagram is not an easy one. Typically, knots with a large number of crossings will not nicely generate two-dimensional drawings. This thesis presents an efficient algorithm to generate a knot and to create a nice two-dimensional embedding of the knot. For the purpose of this thesis a drawing is “nice” if the number of tangles in the diagram consisting of half-twists is minimal. More specifically, the algorithm generates prime, alternating Conway algebraic knots in O(n) time where n is the number of crossings in the knot, and it derives a precise representation of the knot’s nice drawing in O(n) time (The rendering of the drawing is not O(n).). Central to the algorithm is a special type of rooted binary tree which represents a distinct prime, alternating Conway algebraic knot. Each leaf in the tree represents a crossing in the knot. The algorithm first generates the tree and then modifies such a tree repeatedly to reduce the number of its leaves while ensuring that the knot type associated with the tree is not modified. The result of the algorithm is a tree (for the knot) with a minimum number of leaves. This minimum tree is the basis of deriving a 4-regular plane map which represents the knot embedding and to finally draw the knot’s diagram.

In this masters’ thesis report we present a graph theoretical method used for automatic bilingual lexicon acquisition with parallel texts. We analyze the concept of graph similarity and give an interpretation, of the parallel texts, connected to the vector space model. We represent the parallel texts by a directed, tripartite graph and from here use the corresponding adjacency matrix, A, to compute the similarity of the graph. By solving the eigenvalue problem ρS = ASAT + ATSA we obtain the self-similarity matrix S and the Perron root ρ. A rank k approximation of the self-similarity matrix is computed by implementations of the singular value decomposition and the non-negative matrix factorization algorithm GD-CLS. We construct an algorithm in order to extract the bilingual lexicon from the self-similarity matrix and apply a statistical model to estimate the precision, the correctness, of the translations in the bilingual lexicon. The best result is achieved with an application of the vector space model with a precision of about 80 %. This is a good result and can be compared with the precision of about 60 % found in the literature.

We consider a type of forced "Van Der Pol" oscillator where the forced function is periodic and oscillatory around the t-axis. This problem derived from an electrical model. The important issues here is that this circuits presents the spiking phenomena over a one time period and it has important applications in signal processing and digital communication. The three most important problems that we addressed here in this thesis are to compute the number of spikes a solution completes in one time period (it can be used to transform the analog signal into digital information), how the dynamics of the number of spikes change with respect to the parameters amplitude (k) and frequency (w), and when the coupled circuits synchronize (i.e., the driver and the respond are on synchronous). Sophisticated mathematical and numerical analysis has been developed that enable us to give a complete study of the problems above described.

Earthquake ground motions are needed to evaluate the seismic performance of new and existing structures and facilities. In seismically active regions the strong ground motion recordings database is usually sufficiently large to physically constrain the earthquake estimation for seismic risk assessment. However, in areas of low seismicity rate, particularly in the Central and Eastern United States, the estimation of strong ground motions for a specified magnitude, distance, and site conditions represents a significant issue. The only available approach for ground motion estimation in this region is numerical simulation. In this study, earthquake ground motions have been generated for the Upper Mississippi Embayment using a numerical wave propagation formulation. The effects of epistemic and aleatory uncertainties in the earthquake source, path, and site processes, the effect of non-linear soil behavior, and the effects of the geometry of the Embayment have been incorporated. The ground motions are intended to better characterize the seismic hazard in the Upper Mississippi Embayment by representing the amplitude and variability that might be observed in real earthquakes and to provide resources to evaluate the seismic risk in the region.

Laser spot welding on a stainless steel plate was investigated numerically and experimentally. A numerical method was applied to predict the dimensions of fusion zone and temperature distribution in the welding process. In the numerical approach, a three-dimensional heat source equation is used to model laser beam intensity distribution, which is assumed to be a Gaussian distribution in the radial direction and exponential decay in the penetration direction. The parameters of the pulsed Nd:YAG laser spot welding include pulse energy, pulse duration, and incident angles of laser beam. Experiments were also conducted in the study. The characteristic lengths of welded spot were measured by metallographic method, and then, the dynamical behavior of the laser welding process was visualized by a high-speed video camera. Finally, the temperature variations during the laser-spot welding process were measured by an infrared pyrometer system. It is demonstrated that the numerical results by proposed model agree well with experimental observations in predicting the characteristic lengths of welded spots. From this study, it is found that weld dimensions is a strong function of incident angles of laser beam, laser energy, and pulse duration time.