VictorJuiz/thesis huggingface dataset:
Numerical solution of jump-diffusion stochastic differential equations [electronic resource]

Jump-diffusion processes are widely used in finance, economics, and other areas. They serve as models for asset, commodity and energy prices, interest and exchange rates, and the timing of corporate and sovereign defaults. The distributions of jump-diffusions are rarely analytically tractable, so Monte Carlo simulation methods are often used to treat the pricing, risk management, and statistical estimation problems arising in applications of jump-diffusion models. The first chapter is based on a paper that is joint work with Yexiang Wei. The chapter develops, analyzes and tests a discretization scheme for jump-diffusion processes with general state-dependent drift, volatility, jump intensity, and jump size. The scheme allows for an unbounded jump intensity, a feature of many standard jump-diffusion models in finance, economics, and other disciplines. It constructs the jump times as time-changed Poisson arrival times, and generates the process between the jump epochs using Euler discretization. Under technical conditions on the coefficient functions of the jump-diffusion, the convergence of the discretization error is proved to be of weak order arbitrarily close to one. The second chapter develops, analyzes and tests several methods for improving the computational efficiency of simulating jump-diffusions. The methods are applicable to simulation algorithms that discretize the Brownian component while using a standard Poisson process to generate the jump times, and whose weak order of convergence for the discretization error is known. We propose variance reduction methods based on nested simulation and antithetic variates, as well as methods for improving the efficiency of Richardson extrapolation techniques. We also investigate simulation efficiency improvements based on multilevel Monte Carlo methods. Numerical experiments demonstrate the methods give significant improvements to simulation efficiency.

Keywords: Management Science and Engineering.
Advisor: Giesecke Kay primary advisor. Thesis advisor
Glynn Peter W. advisor. Thesis advisor
Lai T. L. advisor. Thesis advisor
Numerical studies of cuprate high-temperature superconductors [electronic resource]

Strongly correlated electron systems exhibit a panoply of fascinating phases, such as antiferromagnetism, charge order, and unconventional superconductivity, that compete or cooperate with one another. Yet the intertwined degrees of freedom that create this complexity also obscure the underlying mechanisms, so that numerous experimental and theoretical studies have been brought to bear on these materials. This thesis provides a window on the field from the perspective of phenomenological and microscopic studies of the cuprates and nickelates. The first part presents a phenomenological model of strongly coupled orders that explains recent time-resolved x-ray diffraction experiments on the nickelates. The new experimental technique enables us to disentangle degrees of freedom that are intertwined in thermal equilibrium, motivating a need for theoretical developments. Our time-dependent Ginzburg-Landau theory facilitates an understanding of how coupled orders behave when driven out of equilibrium. The second part of the thesis explores numerical simulations of microscopic models to answer open questions in the cuprates. A comparison of spin and charge susceptibilities computed in the single-band Hubbard model via determinant quantum Monte Carlo (DQMC) to those calculated using the random phase approximation (RPA) elucidates how electronic correlations evolve throughout the phase diagram. Combined DQMC and exact diagonalization (ED) studies of the three-orbital Hubbard model systematically evaluate broken-symmetry states that have been proposed to explain the pseudogap regime. Thus the use of complementary techniques, both analytical and computational, sheds light on different ordered phases and excitations in strongly correlated systems and points the way to further studies.

Keywords: Physics.
Advisor: Devereaux Thomas Peter
Kivelson Steven advisor. Thesis advisor
Shen Zhi-Xun advisor. Thesis advisor
The olympian economic alternative from Ancient Greece [electronic resource] : a convivial model without market exchange or state coordination

The ancient economy in classical studies of the last two centuries has generated great interest and enthusiasm as well as intense debate and controversy. In recent years, prevailing modes of analysis under the rubrics of "new institutionalism" and "cultural poetics" have prompted scholars to explore economic issues with either data or text. Making a U-turn from the latest precedents, my dissertation apprehends economic matters in the framework of large culture-stories that combine ideas and practice through an interplay among discourse, power, and identity. Based on such conceptualization, I argue that three distinct culture-stories shaped, overall, the economy of ancient Greece and, not the least, of Classical Athens, where most evidence has survived. Against this picture, my research focuses on Olympianism, the culture-story that envisions human society without market and state institutions, in contrast to Polisism and the market system, the other two contenders. Building upon a sacred metaphysics, Olympianism promoted and put into practice two fundamental principles: ecumenicism--the potential for all social categories to become worthy religious subjects, and conviviality--the desire for the individual and the community to coalesce in a state of mutual thriving and celebration. In some instances, however, these ideals coexisted with yet were contradicted by the acceptance of violence committed against women, slaves, and non-kin. Nevertheless, the core of Olympian values—as much as it failed to eliminate the contemporaneous sentiments of misogyny, slavery, and imperialism—manifested itself strongly in the evidence for the ancient economy, particularly with regard to property and labor. After demonstrating the economic paradigms of kleros/commons and homo faber, my study concludes that the convivial model of Olympianism thwarted the process of commodification as well as the rise of concomitant state institutions which lie at the heart of the market system and Polisism. Overall, the economy of fifth-century Athens was fractured by distinctive visions of who we are and what we ought to become, a predicament that still reverberates today.

Keywords: Classics.
Advisor: Morris Ian
Preglau Max
Rehm Rush advisor. Thesis advisor
Shanks Michael advisor. Thesis advisor
Springer Simon advisor. Thesis advisor
"On a scale beyond all previous conceptions" [electronic resource] : plastics and the preservation of modernity

We enjoy exceptional material prosperity, but its form make many of us anxious. Modern material culture appears unsustainable. And, nothing seems to epitomize this better than the proliferation of plastic. America pumps over 100 billion pounds of it into the market each year, and we have already produced more plastic in the twenty-first century than during the entirety of the twentieth. Derived mostly from fossil fuels and mostly immune from degradation, it is not surprising that many people consider plastic to symbolize unsustainability. Yet, the development of synthetic materials represents our grandparents' and great-grandparents' response to resource anxieties of their own. A hundred years ago, conservationists recognized that America's economy was overexploiting forests, fur from Canada, ivory from Africa, whale oil from the Antarctic, gutta percha from Indonesia, shellac from India, and countless other commodity feedstocks. It was in this historical context that the economic and ecological value of synthetic materials was first vindicated. Plastic's potential to relieve pressure on traditional material resources was solidified when America's burgeoning car culture compelled engineers to crack apart the hydrocarbons of crude oil to fuel more powerful internal combustion. That process produced the unsaturated hydrocarbons like ethylene that became the feedstocks of the most successful plastics. Amid material shortages of the Second World War, these new synthetics were so important that the U.S. government invested $3.5 billion into their production--$1.5 billion more than the Manhattan Project. To satisfy consumer demands of baby boomers, the Truman Administration declared that petroleum-derived materials were critical, and within a single generation America produced a greater volume of plastics that that of steel, copper, and aluminum combined. Even during the oil shocks of the 1970s, the World Watch Institute advocated for plastics given their relative energy efficiency. Plastics have functioned as a sort of get-out-of-jail-free card, sustaining our materials culture as it grew beyond the bounds of traditional natural resources. Undoubtedly, petroleum-derived plastics exacerbated certain forms of unsustainability by enabling more wasteful consumption and by deepening our reliance on petroleum. But that is only one part of the history of plastics, which is not confined to petroleum. Plastics were originally engineered from cellulose and other biological molecules, and bio-based plastics producers can capitalize on the economic and ecological benefits established by petroleum-based plastics. The complexity and scale of our economy depend on plastics. And, contrary to popular assumptions and most historiography, the history of synthetic materials I illuminate in my dissertation shows that important aspects of sustainability depend on plastics too.

Keywords: History.
Advisor: Proctor Robert
Moalli John
White Richard
On adjectival comparatives [electronic resource]

The syntax and semantics of adjectival comparatives like (1a) are complicated matters that have concerned both syntacticians and semanticists for at least 100 years. (1) a. Orcutt is taller than Smith (is) (1) b. The maximal degree of height Orcutt possesses is greater than the maximal degree of height Smith possesses It is generally agreed that (1a) is a suitable paraphrase of the meaning of (1b), which suggests, both implicitly and explicitly, that any formal syntactico-semantic analysis of adjectival comparatives should make reference to (at least) the notions of degrees, scales, and measures. The path I will pursue in this dissertation takes each of the aforementioned concepts seriously but moves away from standardly assumed degree-based analyses like Seuren (1973), von Stechow (1984), Heim (1985), Kennedy (1997) and Heim (2006) (to name just a few) to a more Cresswellilan-one (Cresswell 1976). This might seem odd, if only because recent work like Kennedy (1997) can also be understood in a Cresswellilan-light. However, there are many aspects of Cresswell's (1976) proposal--philosophical and formal--and in the work presented here, degrees themselves will not be understood as proper objects in my semantic ontology. If degrees exist at all, they will be understood as real numbers necessary only when considering a small sub-class of comparative constructions. I will argue that, in making such a move, one gets a better and more general treatment of the syntax and semantics of adjectival comparatives in the form of, what I take to be at least, a transparent albeit Spartan semantic representation language that makes no use of various misbehaved covert operators at the level of logical form that are traditionally present in the various semantic analysis of adjectival comparatives considered here. I will show that, even under the assumption of such minimal representations, my analysis gets the semantic facts involving adjectival comparatives right.

Keywords: Linguistics.
Advisor: Condoravdi Cleo A.
Potts Christopher
Lassiter Daniel advisor. Thesis advisor
Levin Beth advisor. Thesis advisor
On symplectic homology of the complement of a positive normal crossing divisor in a projective variety [electronic resource]

This dissertation studies how symplectic homology of the complement of the smooth zero set $D$ of a section of a positive line bundle $\cL$ over a projective variety $(X, J)$ changes as $D$ degenerates to a normal crossing divisor $D_{\mbox{sing}}$ with two smooth connected components. By analyzing the pluri-subharmonic functions obtained from a metric on $\cL$, we show that the change in the Weinstein structure of the complement is characterized by handle removals along the unstable submanifolds of critical points in a small neighborhood of the set of singular points of $D_{\mbox{sing}}.$ Parallel to work by Bourgeois-Eckholm-Eliashberg (\cite{BEE}), we construct a chain complex from the removed unstable submanifolds such that its homology completes the Viterbo transfer map in a long exact sequence. The effect of divisor degeneration on symplectic homology of the complement is then essentially reflected by the $A_\infty$ structure of a collection of Lagrangian spheres on $D$, which are the boundary at infinity of the removed unstable submanifolds.

Keywords: Mathematics.
Advisor: Eliashberg Y.
Galatius Søren
Ionel Eleny advisor. Thesis advisor
On the shape of a high-dimensional random lattice [electronic resource]

The statistics concerning lattices in high dimensions (call "the geometry of numbers" in the literature) used to be studied intensively in the mid-20th century, especially by C.A. Rogers and Wolfgang Schmidt. By perhaps an accident of history, it has become forgotten by mathematicians for almost 50 years. Yet there is still plenty of wonderful mathematics left there to develop, and furthermore, recently people in various sectors — computer science, cryptography, number theory, and even dynamics — are starting to realize the need and benefits of understanding high-dimensional lattices and related topics. This thesis is largely in three parts. In Chapter 1, we give an exposition on the Rogers integration formula and its variants, the main technical device in the study of high-dimensional lattices. In Chapter 2, inspired by the ideas of Schmidt, we prove that the lengths of the first O(n^(1/2)) shortest vectors of an n-dimensional random lattice exhibit a Poisson distribution as n → ∞, improving a recent result of Sodergren. In Chapters 3 and 4, we prove a few previously unknown facts on the statistics of the LLL bases that help answer a few questions that have been raised regarding the peculiar behavior of the LLL algorithm, and then present an experimental result that supports our theoretical conclusions and suggests where future research could be headed to.

Keywords: Mathematics.
Advisor: Venkatesh Akshay
Boneh Dan
Soundararajan Kannan
On the structure and complex analysis of dirichlet series [electronic resource]

Dirichlet series, such as the Riemann zeta function, serve to encode useful number theoretic information. We investigate the general analytic theory of these Dirichlet series, in particular those with analytic continuation, given growth rates, or functional equations.

Keywords: Mathematics.
Advisor: Soundararajan Kannan
Bump Daniel
Venkatesh Akshay
On-chip generation of non-classical states of light via quantum dots coupled to photonic crystal nanocavities [electronic resource]

Cavity quantum electrodynamics has enabled unprecedented control over the fundamental interaction of light and matter. New types of on-chip optical technologies that exploit the quantum mechanical nature of light have the potential to open up an entirely new direction for semiconductor devices, combining the fine control of cavity quantum electrodynamics with the convenience of the semiconductor platform. However, the practical implementation of quantum technologies on a chip will require an on-demand source of non-classical states of light, such as pulses with a well-defined number of photons. In this dissertation, I present the development of a semiconductor non-classical light source based on coupling artificial atoms (quantum dots) to small mode-volume optical resonators (photonic crystal nanocavities). The strong coupling we achieve between a quantum dot and a photonic crystal nanocavity produces a hybridization of the quantum dot excitation with the optical field confined inside the cavity. I demonstrate how the rich energy structure exhibited by this system enables us to control the statistics of photons in a transmitted laser beam, moving between sub-Poissonian and super-Poissonian on demand. I also discuss how these non-classical states of light can be characterized by examining the higher-order photon correlations measured via a generalized Hanbury Brown and Twiss type interferometer. Furthermore, I show that by detuning the quantum dot resonance away from the cavity resonance, we can improve both the purity and the efficiency of single-photon generation in this system. This approach allows us to combine the high fidelity of single quantum emitters with the high repetition rate and accessibility of optical cavities. Finally, I explore methods for scaling up this system by fabricating multiple photonic crystal nanocavities in such a way that they couple to each other. I present the experimental realization of a photonic molecule (two coupled photonic crystal nanocavities) that is strongly coupled to a quantum dot contained inside one of the component cavities. I also examine the fabrication of coupled optical cavity arrays in this photonic crystal platform. Our experimental findings demonstrate that the coupling between the cavities is significantly larger than the fabrication-induced disorder in the cavity frequencies. Satisfying this condition is necessary for using such cavity arrays to generate strongly correlated photons, which could potentially be used for the quantum simulation of many-body systems.

Keywords: Electrical Engineering.
Advisor: Vuckovic Jelena primary advisor. Thesis advisor
Mabuchi Hideo advisor. Thesis advisor
Miller D. A. B. advisor. Thesis advisor
Online allocation rules for display advertising [electronic resource]

Efficient allocation of impressions to advertisers in display advertising has a significant impact on advertisers' utility and the browsing experience of users. The problem becomes particularly challenging in the presence of advertisers with limited budgets as this creates a complex interaction among advertisers in the optimal impression assignment. In this thesis, we study online impression allocation in display advertising with budgeted advertisers. That is, upon arrival of each impression, cost and revenue vectors are revealed and the impression should be assigned to an advertiser almost immediately. Without any assumption on the distribution/arrival of impressions, we propose a framework to capture the risk to the ad network for each possible allocation; impressions are allocated to advertisers such that the risk of ad network is minimized. In practice, this translates to starting with an initial estimate of dual prices and updating them according to the belief of the ad network toward the future demand and remaining budgets. We apply our algorithms to a real data set, and we empirically show that Kullback-Leibler divergence risk measure has the best performance in terms of revenue and balanced budget delivery. Moreover, we address many practical challenges such as delay, unknown arrival rate, and frequency capping.

Keywords: Management Science and Engineering.
Advisor: Ye Yinyu primary advisor. Thesis advisor
Goel Sharad
Luenberger Robert advisor. Thesis advisor
Van Roy Benjamin advisor. Thesis advisor
Operando X-ray photoelectron spectroscopy investigation of ceria/gas electrochemical interfaces [electronic resource]

At solid-gas electrochemical interfaces, gas molecules interact dynamically with surface ions and electrons. A fundamental understanding of the technologically important interfaces can lead to better fuel cells and electrolyzers. In the bulk of typical oxygen-ion-conducting solids, oxygen vacancies and mobile electrons migrate under the influence of concentration and electrostatic potential gradients. Similarly, at gas-solid interfaces, these charge carriers migrate across an electrochemical double layer. The two-way traffic of ions and electrons contrasts sharply with conventional metal-based electrocatalysis, in which only electrons are transferred. This type of ion insertion reaction is ubiquitous in energy conversion and storage devices, such as lithium ion batteries, water-splitting membranes and solid oxide fuel cells. CeO2-[delta] (ceria) is a model oxygen-ion-conducting electrode, which is commonly employed to catalyze H2 oxidation and H2O dissociation reactions, as well as CO oxidation and CO2 dissociation reactions. In my thesis studies, I developed synchrotron-based ambient pressure X-ray photoelectron spectroscopy to characterize the electrochemical double layer under reaction conditions. Concentrations and binding energy of oxygen ions, localized electrons, and surface reaction intermediates were quantified using core level and valence band X-ray photoelectron spectroscopy as a function of electrochemical overpotentials. These measurements reveal that localized electrons and oxygen vacancies segregate persistently from the bulk to the surface, resulting in concentrations up to four orders of magnitude greater on the surface than in the bulk. Under water splitting conditions, H2O molecules incorporate rapidly into surface oxygen vacancies. Spectroscopy and electrochemistry results suggest that the electron transfer between Ce 4f states and OH adsorbates is rate determining. Under CO oxidation and CO2 dissociation conditions, on the other hand, carbonate is the stable adsorbate. The larger footprint of carbonate relative to hydroxyl adsorbate gives rise to adsorbate-adsorbate interactions, resulting in a coverage-dependent reaction pathway. Lastly, measurement of surface dipole potential energy in both cases reveals intrinsic dipole moments of adsorbates as the origin of electrostatic potential gradient near the surface. Combined, these in-situ investigations unravel the electrochemical reaction pathway, particularly the role of point defects at ceria/gas interfaces, and establish a rational path towards enhancing the efficacy of oxide electrocatalysts.

Keywords: Applied Physics.
Advisor: Chueh William
Shen Zhi-Xun primary advisor. Thesis advisor
Melosh Nicholas A. advisor. Thesis advisor