To model dissipation of energy in vibrating civil structures, existence of viscous damping is commonly assumed primarily for mathematical convenience. In such a classical damper, the damping force is assumed to depend only on the velocity of deformation. Fluid viscous dampers that provide this type of damping have been manufactured to provide supplementary damping in civil and mechanical systems to enhance their performance. Some fluid dampers, however, exhibit stiffening characteristics at higher frequencies of deformation. The force deformation relationship of such dampers can be better represented by the Maxwell model of visco-elasticity. This model consists of a viscous dashpot in series with a spring, the latter element providing the stiffening characteristics. This study is concerned with the optimal utilization of such Maxwell dampers for seismic performance improvement of civil structures. The force deformation relationship of Maxwell dampers is described by a first order differential equation. Earlier studies dealing with these dampers, used an unsymmetric set of equations for combined structure and damper system. The solution of such equations for response analysis or for optimization calculation by a modal analysis approach would require the pair of the left and right eigenvectors. In this study, an auxiliary variable is introduced in the representation of a Maxwell damper to obtain symmetric equations of motion for combined structure and damper system. This eliminates the need for working with two sets of eigenvectors and their derivatives, required for optimal analysis. Since the main objective of installing these dampers is to reduce the structural response in an optimal manner, the optimization problem is defined in terms of the minimization of some response-based performance indices. To calculate the optimal parameters of dampers placed at different location in the structure, Rosen's gradient projection method is employed. For numerical illustration, a 24-story shear building is considered. Numerical results are obtained for seismic input defined by a spectral density function; however, the formulation permits direct utilization of response spectrum-based description of design earthquake. Three different performance indices -- inter story drift-based, floor acceleration-based, and base shear-based performance indices-- have been considered to calculate the numerical results. A computational scheme is presented to calculate the amount of total damping required to achieve a desired level of response reduction. The effect of ignoring the stiffening effect at higher frequencies in the Maxwell model on the optimal performance is evaluated by parametric variation of relaxation time coefficient. It is observed that the models with higher relaxation time parameter show a decreased response reducing damping effect. Thus ignoring the stiffening effect when it is, indeed, present would provide an unconservative estimation of the damping effect. The effect of brace flexibilities on different performance indices is also investigated. It is observed that flexibility in a brace reduces the effectiveness of the damper. / Master of Science

Derivative pricing, model calibration, and sensitivity analysis are the three main problems in financial modeling. The purpose of this study is to present an algorithm to improve the pricing process, the calibration process, and the sensitivity analysis of the double Heston model, in the sense of accuracy and efficiency. Using the optimized caching technique, our study reduces the pricing computation time by about 15%. Another contribution of this thesis is: a novel application of the Automatic Differentiation (AD) algorithms in order to achieve a more stable, more accurate, and faster sensitivity analysis for the double Heston model (compared to the classical finite difference methods). This thesis also presents a novel hybrid model by combing the heuristic method Differentiation Evolution, and the gradient method Levenberg--Marquardt algorithm. Our new hybrid model significantly accelerates the calibration process.