In order to introduce the investigation contemplated in this thesis, let us consider the differential equation d4y+ 3Σ zj (aj + bjzα) djy = 0(1)z4 dz4 j = 0 dzjHere, the variable z is regarded as complex, as are the coefficients aj, bj, (j=0,1,..., n-1) and a is an arbitrary positive integer. It is also assumed that the difference of no two roots of the indicial equation about z = 0 is congruent to zero modulo α .This problem arises in some current Bio-medical problems.Ball State UniversityMuncie, IN 47306

In order to introduce the investigation contemplated in this thesis, let us consider the differential equation d3y d2y dyz3 ____+ z2___(b0 + blzm) + z - (c0 + clzm) dz3 dz2 dz+ (d0 + dlzm + d2z2m) y = 0Here, m is an arbitrary positive integer and the variable z is complex as are the constantsbi,ci (i=0,1) and di (i=0,1,2) with d2≠0. It is also assumed that the difference of no two roots of the indicial equation about z = 0 is congruent to zero modulo m.Ball State UniversityMuncie, IN 47306

In the paper asymptotic expansions for second-order moments of integral functionals of a class of random functions are considered. The random functions are assumed to be $\epsilon$-correlated, i.e. the values are not correlated excluding a $\epsilon$-neighbourhood of each point. The asymptotic expansions are derived for $\epsilon \to 0$. With the help of a special weak assumption there are found easier expansions as in the case of general weakly correlated functions.

Thesis (Ph.D)--Industrial and Systems Engineering, Georgia Institute of Technology, 2010. / Committee Chair: Ayhan, Hayriye; Committee Member: Foley, Robert D.; Committee Member: Goldsman, David M.; Committee Member: Reed, Joshua; Committee Member: Zwart, Bert. Part of the SMARTech Electronic Thesis and Dissertation Collection.

We derive at-the-money call-price and implied volatility asymptotic expansions in time to maturity for a selection of exponential Lévy models, restricting our attention to asset-price models whose log returns structure is a Lévy process. We consider two main problems. First, we consider very general Lévy models that are in the domain of attraction of a stable random variable. Under some relatively minor assumptions, we give first-order at-the-money call-price and implied volatility asymptotics. In the case where our Lévy process has Brownian component, we discover new orders of convergence by showing that the rate of convergence can be of the form t¹/ᵃℓ(t) where ℓ is a slowly varying function and $\alpha \in (1,2)$. We also give an example of a Lévy model which exhibits this new type of behavior where ℓ is not asymptotically constant. In the case of a Lévy process with Brownian component, we find that the order of convergence of the call price is √t. Second, we investigate the CGMY process whose call-price asymptotics are known to third order. Previously, measure transformation and technical estimation methods were the only tools available for proving the order of convergence. We give a new method that relies on the Lipton-Lewis formula, guaranteeing that we can estimate the call-price asymptotics using only the characteristic function of the Lévy process. While this method does not provide a less technical approach, it is novel and is promising for obtaining second-order call-price asymptotics for at-the-money options for a more general class of Lévy processes.

No description available.

We consider the motion of a Brownian particle trapped in an arbitrary bounded two or three-dimensional domain, whose boundary is reflecting except for a small absorbing window through which the particle can escape. We use the method of matched asymptotic expansions to calculate the mean first passage time, defined as the time taken for the Brownian particle to escape from the domain through the absorbing window. This is known as the narrow escape problem. Since the mean escape time diverges as the window shrinks, the calculation is a singular perturbation problem. We extend our results to include N absorbing windows of varying length in two dimensions and varying radius in three dimensions. We present findings in two dimensions for the unit disk, unit square and ellipse and in three dimensions for the unit sphere. The narrow escape problem has various applications in many fields including finance, biology, and statistical mechanics.

Using the method of matched asymptotic expansions the reflection and transmission coefficients are calculated for scattering of oblique water waves by a vertical barrier. Here an assumption is made that the barrier is small compared to the wavelength and the depth of water. A number of sloshing problems are considered. The eigenfrequencies are calculated when a body is placed in a rectangular tank. Here the bodies considered are a vertical surface-piercing or bottom-mounted barrier, and circular and elliptic cylinders. When the body is a vertical barrier, the eigenfunction expansion method is applied. When the body is either a circular or elliptic cylinder, and the motion is two-dimensional, the boundary element method is applied to calculate the eigenfrequencies. For comparison, two approximations, "a wide-spacing", and "a small-body" are used for a vertical barrier and circular cylinder. In the wide-spacing approximation, the assumption is made that the wavelength is small compared with the distance between the body and walls. The small-body approximation means that a typical dimension of the body is much larger than the cross-sectional length scale of the fluid motion. For an elliptic cylinder, the method of matched asymptotic expansions is used and compared with the result of the boundary- element method. Also a higher-order solution is obtained using the method of matched asymptotic expansions, and it is compared with the exact solution for a surface-piercing barrier. Again the assumption is made that the length scale of the motion is much larger than a typical body dimension. Finally, the drift force on multiple bodies is considered the ratio of horizontal drift force in the direction of wave advance on two cylinders to that on an isolated cylinder is calculated. The method of matched asymptotic expansions is used under the assumption that the wavelength is much greater than the cylinder spacing.

Carding is an essential pre-spinning process whereby masses of dirty tufted fibres are cleaned, disentangled and refined into a smooth coherent web. Research and development in this `low-technology' industry have hitherto depended on empirical evidence. In collaboration with the School of Textile Industries at the University of Leeds, a mathematical theory has been developed that describes the passage of fibres through the carding machine. The fibre dynamics in the carding machine are posed, modelled and simulated by three distinct physical problems: the journey of a single fibre, the extraction of fibres from a tuft or tufts and many interconnecting, entangled fibres. A description of the life of a single fibre is given as it is transported through the carding machine. Many fibres are sparsely distributed across machine surfaces, therefore interactions with other neighbouring fibres, either hydrodynamically or by frictional contact points, can be neglected. The aerodynamic forces overwhelm the fibre's ability to retain its crimp or natural curvature, and so the fibre is treated as an inextensible string. Two machine topologies are studied in detail, thin annular regions with hooked surfaces and the nip region between two rotating drums. The theoretical simulations suggest that fibres do not transfer between carding surfaces in annular machine geometries. In contrast to current carding theories, which are speculative, a novel explanation is developed for fibre transfer between the rotating drums. The mathematical simulations describe two distinct mechanisms: strong transferral forces between the taker-in and cylinder and a weaker mechanism between cylinder and doffer. Most fibres enter the carding machine connected to and entangled with other fibres. Fibres are teased from their neighbours and in the case where their neighbours form a tuft, which is a cohesive and resistive fibre structure, a model has been developed to understand how a tuft is opened and broken down during the carding process. Hook-fibre-tuft competitions are modelled in detail: a single fibre extracted from a tuft by a hook and diverging hook-entrained tufts with many interconnecting fibres. Consequently, for each scenario once fibres have been completely or partially extracted, estimates can be made as to the degree to which a tuft has been opened-up. Finally, a continuum approach is used to simulate many interconnected, entangled fibre-tuft populations, focusing in particular on their deformations. A novel approach describes this medium by density, velocity, directionality, alignment and entanglement. The materials responds to stress as an isotropic or transversely isotropic medium dependent on the degree of alignment. Additionally, the material's response to stress is a function of the degree of entanglement which we describe by using braid theory. Analytical solutions are found for elongational and shearing flows, and these compare very well with experiments for certain parameter regimes.

This thesis deals with the mathematical modelling of nutrient uptake by plant roots. It starts with the Nye-Tinker-Barber model for nutrient uptake by a single bare cylindrical root. The model is treated using matched asymptotic expansion and an analytic formula for the rate of nutrient uptake is derived for the first time. The basic model is then extended to include root hairs and mycorrhizae, which have been found experimentally to be very important for the uptake of immobile nutrients. Again, analytic expressions for nutrient uptake are derived. The simplicity and clarity of the analytical formulae for the solution of the single root models allows the extension of these models to more realistic branched roots. These models clearly show that the `volume averaging of branching structure' technique commonly used to extend the Nye-Tinker-Barber with experiments can lead to large errors. The same models also indicate that in the absence of large-scale water movement, due to rainfall, fertiliser fails to penetrate into the soil. This motivates us to build a model for water movement and uptake by branched root structures. This model considers the simultaneous flow of water in the soil, uptake by the roots, and flow within the root branching network to the stems of the plant. The water uptake model shows that the water saturation can develop pseudo-steady-state wet and dry zones in the rooting region of the soil. The dry zone is shown to stop the movement of nutrient from the top of the soil to the groundwater. Finally we present a model for the simultaneous movement and uptake of both nutrients and water. This is discussed as a new tool for interpreting available experimental results and designing future experiments. The parallels between evolution and mathematical optimisation are also discussed.