Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Diffusion limits"”.
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Continuous representations and models from random walk diffusion limits
… for analyzing continuous representations through diffusion limits of random walks. We show that measureable quantities of discrete random walks with a latent metric structure have closed form diffusion limits. These diffusion limits allow us to approximate attributes of the discrete random walk …
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Essays in volatility modelling
… in volatility modelling. We first derive the diffusion limits of two recently proposed (discrete time) volatility models. Subsequently, we propose a new model that allows for conditional heteroskedasticity in the volatility of asset returns and incorporates current return information into the …
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Liquid-on-liquid mixing for slide-based biological assays
… In this asymmetric, microfluidic geometry, diffusion limits the transport of reactants to substrates. Chemical equilibrium, a requirement for reproducibility of results, can take days to achieve. The liquid-on-liquid mixing (LOLM) method overcomes the diffusion barrier by layering an …
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Biodegradable microfluidic scaffolds for vascular tissue engineering
… PGS were measured through a series of time-lag diffusion experiments. The results of these measurements were used to calculate a characteristic length scale for oxygen diffusion limits in PGS scaffolds. Microfluidic scaffolds were then produced using fabrication techniques specific for PGS. …
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Passive Scalar Transport by Non-Smooth Incompressible Fluids: Mixing and Vanishing Viscosity
… extends to the analysis to the transport-diffusion equation, where we develop techniques beyond standard energy estimates. By combining mild solutions, weak convolution estimates, and maximal regularity methods, we establish new results under the Ladyzhenskaya-Prodi-Serrin integrability …
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Queueing Models for Large Scale Call Centers
… first part of this thesis is to show that the diffusion scaled queue length process for the G/GI/N queue in the Halfin-Whitt regime converges to a limiting stochastic process which is driven by a Gaussian process and satisfies a stochastic convolution equation. We also show that a similar …
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On the derivation of non-local diffusion equations in confined spaces
… of the thesis is the derivation of non-local diffusion equations from kinetic models with heavy-tailed equilibrium in velocity. We are particularly interested in confining the kinetic equations and developing methods that allow us, from the confined kinetic models, to derive confined versions …