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Title: SIMULATING THE HESTON MODEL VIA THE QE METHOD WITH A SPECIFIED ERROR TOLERANCE
Creator: Zhao, Xiaoyang
Date: 2017, 2017-05
Description: The Quadratic Exponential (QE) model is a market standard simulation method for the Heston stochastic volatility model. We identify certain...
Show moreThe Quadratic Exponential (QE) model is a market standard simulation method for the Heston stochastic volatility model. We identify certain numerical problems with the standard discretization and modify the original method to correct these problems. We implement our modified QE scheme for the Heston model in the Guaranteed Automatic Integration Library (GAIL)|a suite of algorithms that includes Monte Carlo and quasi-Monte Carlo methods for multidimensional integration and computation of means. GAIL computes answers to satisfy user-defined error tolerances. We also implement variance reduction techniques for our modified QE scheme in GAIL. The numerical results show that our modified scheme is fast and accurate, and satisfies the user-defined error tolerances.
M.S. in Applied Mathematics, May 2017
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Title: THE RELATIONSHIP BETWEEN WORK-FAMILY CONFLICT, SOCIAL SUPPORT AND PERFORMANCE AMONG HEALTHCARE MANAGERS
Creator: Hunt, Mary K.
Date: 2011-05-16, 2011-05
Description: As high performers are of great value in all organizations, understanding factors influencing their ability to maintain strong performance can...
Show moreAs high performers are of great value in all organizations, understanding factors influencing their ability to maintain strong performance can have useful implications for leaders. This study examines the relationship between employees’ performance, their stressors and coping approaches as defined by work-family conflict and perception and enactment of social support. Three hundred and twelve managers in a healthcare organization were categorized based on their performance in the year prior to the study. Results showed that high performers had higher satisfaction and use of supervisor support than moderate performers. The more satisfied managers were with support from their supervisor, coworkers, and friends, the less they reported work-family conflict. Satisfaction and use of support from friends influenced both work-to-family and family-to- work conflict.
M.S. in Psychology, May 2011
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Title: SEISMIC STRUCTURAL ANALYSIS USING INTERVAL GROUND MOTION
Creator: Venezia, Adam
Date: 2011-12-05, 2011-12
Description: Seismic analysis is a crucial procedure for the design of a structure subjected to ground motion. In conventional seismic analysis procedures,...
Show moreSeismic analysis is a crucial procedure for the design of a structure subjected to ground motion. In conventional seismic analysis procedures, a structure is subjected to a limited number of earthquake excitations. Moreover, these procedures do not consider the presence of variations and uncertainties in those excitations. Interval analysis is one method capable of accounting for both of these limitations. In this work, a new method for seismic structural analysis, with interval uncertainty in the response spectrum, is developed, which is capable of obtaining the bounds of the dynamic response of a structure. This method is hereinafter referred to as Interval Ground Motion Analysis (IGMA). In this method, first, various response spectra are combined as an interval function, referred to as an interval response spectrum. Then, the response spectrum analysis is performed using the developed interval response spectrum, and the bounds of the dynamic response of the structure are obtained. It is shown that obtaining these bounds is computationally feasible and does not require iterative procedures such as Monte Carlo simulation. Numerical example problems, which illustrate the developed algorithm, are presented, along with a comparison of solutions obtained by another solution method.
M.S. in Civil Engineering, December 2011
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Title: Automatic Insulin Pumps Using Recursive Multivariable Models and Adaptive Control Algorithms
Creator: Cinar, Ali, Oruklu, Meriyan
Date: 2014-04-09, 2014-04-08
Description: A method and device for monitoring or treating patient glucose levels. The device includes a glucose sensor for measuring a glucose level of a...
Show moreA method and device for monitoring or treating patient glucose levels. The device includes a glucose sensor for measuring a glucose level of a patient, a physiological status monitoring system for measuring at least one physical or metabolic variable of the patient, and an automatic controller in communication with the glucose sensor and the physiological status monitoring system. The controller includes a prediction module for automatically predicting a future glucose level using data measured by the glucose sensor and the physiological sensor.
Sponsorship: Illinois Institute of Technology
United States Patent
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Title: CONGESTION CONTROL AND PACKET REORDERING FOR MULTIPATH TRANSMISSION CONTROL PROTOCOL
Creator: Ghose, Nirnimesh
Date: 2012-04-20, 2012-05
Description: Modern devices are equipped with multiple network interfaces. Traditionally, only one of these is in use at any given time. However,...
Show moreModern devices are equipped with multiple network interfaces. Traditionally, only one of these is in use at any given time. However, simultaneous use of these mul- tiple interfaces will lead to better user experience. Support for this multi-interface scenario has led to the development of Multipath Transmission Control Protocol or MPTCP. MPTCP, as proposed by the IETF working group mptcp, allows a single data stream to be split across multiple paths. This has obvious benefits for reliability, and it can also lead to more efficient use of network resources. But a major problem in MPTCP is the congestion control and the eventual packet reordering at the desti- nation. Various techniques for congestion control for MPTCP have been given, but the packet reordering at the destination is not considered. Efficient packet reordering schemes can drastically improve the throughput for the MPTCP protocol. Therefore, in this work various available packet reordering techniques available for single path TCP are tested in the multipath situation. These algorithms are Duplicate Selective Acknowledgement (DSACK), Eifel and Forward Retransmission Timeout (F RTO). Various network topologies are simulated in a network simulator ns-3 and measure- ments are taken for various path characteristics to see which algorithm works best for the multipath scenario.
M.S. in Electrical Engineering, May 2012
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Title: Nickel Base Alloys and Process for their Manufacture
Creator: Parikh, Niranjan M.
Date: 4/24/2009, 1970-08-18
Description: Sponsorship: IIT Research Institute
United States Patent

Title: Sound Projection System
Creator: Camras, Marvin
Date: 1955-06-14
Description: Sponsorship: Armour Research Foundation of Illinois Institute of Technology
United States Patent

Title: High Speed Tool Alloys and Process
Creator: Hegner, Frederick C.
Date: 2009-04-29, 1972-04-11
Description: Compositions suitable for tool use and containing from about 10 to about 40% of a material selected from the group consisting of tungsten and...
Show moreCompositions suitable for tool use and containing from about 10 to about 40% of a material selected from the group consisting of tungsten and molybdenum and mixtures thereof; from about 0.5 to about 4% carbon; at least one reactive metal selected from the group consisting of chromium, vanadium, niobium, tantalum, silicon and manganese; the balance a mixture of iron and cobalt. The alloy is formed by the hot consolidation of pre-alloyed powders and results in an alloy having a uniformly dispersed carbide phase of a grain size less than 3 microns.
Sponsorship: IIT Research Institute
United States Patent
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Title: Automatic Insulin Pumps Using Recursive Multivariable Models and Adaptive Control Algorithms
Creator: Cinar, Ali, Oruklu, Meriyan
Date: 2014-04-09, 2014-04-08
Description: A method and device for monitoring or treating patient glucose levels. The device includes a glucose sensor for measuring a glucose level of a...
Show moreA method and device for monitoring or treating patient glucose levels. The device includes a glucose sensor for measuring a glucose level of a patient, a physiological status monitoring system for measuring at least one physical or metabolic variable of the patient, and an automatic controller in communication with the glucose sensor and the physiological status monitoring system. The controller includes a prediction module for automatically predicting a future glucose level using data measured by the glucose sensor and the physiological sensor.
Sponsorship: Illinois Institute of Technology
United States Patent
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Title: Control of complex distributed systems with distributed intelligent agents
Creator: Tatara, Eric, Cinar, Ali, Teymour, Fouad
Date: 2007-06
Publisher: ELSEVIER SCI LTD
Description: Control of spatially distributed systems is a challenging problem because of their complex nature, nonlinearity, and generally high order. The...
Show moreControl of spatially distributed systems is a challenging problem because of their complex nature, nonlinearity, and generally high order. The lack of accurate and computationally efficient model-based techniques for large, spatially distributed systems leads to challenges in controlling the system. Agent-based control structures provide a powerful tool to manago distributed systems by utilizing (organizing) local and global information obtained from the system. A hierarchical, agent-based system with local and global controller agents is developed to control networks of interconnected chemical reactors (CSTRs). The global controller agent dynamically updates local controller agent's objectives as the reactor network conditions change. One challenge posed is control of the spatial distribution of autocatalytic species in a network of reactors hosting multiple species. The multi-agent control system is able to intelligently manipulate the network flow rates such that the desired spatial distribution of species is achieved. Furthermore, the robustness and flexibility of the agent-based control system is illustrated through examples of disturbance rejection and scalability with respect to the size of the network.
Endnote format citation for DOI:10.1016/j.jprocont.2006.06.008
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Title: A PARAMETRIC STUDY OF THE THERMAL PERFORMANCE OF DIFFERENT WALL SYSTEMS AT VARIOUS CLIMATE ZONES
Creator: Lai, Se Yen
Date: 2013, 2013-12
Description: One of the most common energy conservative measures used is designing an air-tight and a well-insulated envelope. While there is an abundance...
Show moreOne of the most common energy conservative measures used is designing an air-tight and a well-insulated envelope. While there is an abundance of high-efficiency building envelope designs in the market which offer low thermal conductivity and high R-values as well as various studies on the thermal performance of various wall constructions, the results were often based on simplified study model and are not incompliance with the current building code. Most studies also focus on only one particular climate zone and one type of wall construction. This research aims to examine the thermal performance of different types of wall construction based on the traditional building envelope design materials in various climate zones based on insulation and air cavity placements on a non-simplified reference model that is used for construction. Study models developed are incompliance with the American Society of Heating, Refrigerating, and Air-Conditioning Engineers [ASHRAE] 90.1-2010 based on U.S. Department of Energy [DOE] Commercial Prototype Building Model. The thermal performance of the wall will be determined using two different methods. The first method will be using Building Energy Modeling [BEM] software where the exterior wall construction will be modified based on DOE reference models where the results for the overall annual energy consumption [AEC] will be compared. AEC results showed small differences between study models which are negligible. The second method is the Total Thermal Constant [TTC] method, where the thermal lag will be compared. The building structures that will be used are a steel-framed structure which represents a medium office and a wood-framed structure which represents a quick service restaurant. TTC results were able to determine the least favorable study model.
M.S. in Civil Engineering, December 2013
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Title: Contrails Digital Initiative from a Documents Librarian Point of View: NIDLSpring2015Handout
Creator: Ahrens, Aric G.
Date: 2015-05-14, 2015-05-15
Description: A presentation covering the period 1996-2015 with regards to the the Contrails Digital Initiative (fka Wright Air Development Center Digital...
Show moreA presentation covering the period 1996-2015 with regards to the the Contrails Digital Initiative (fka Wright Air Development Center Digital Collection). Covered are the conception of the project, features of the website over time, technological changes affecting the project, interactions with government officials over the content, changes in the project model based on changes in shallow web indexing algorithms of search engines, and plans for the future. Presented at the Spring 2015 meeting of the Northeastern Illinois Documents Librarians, on May 15th, 2015 in the Cherry Room of Paul V. Galvin Library on IIT's Main Campus.
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Title: Apparatus and Process for Pulverization of a Polymeric Material
Creator: Ivanov, George K., Arastoopour, Hamid, Bilgili, Ecevit, Shahidi, Nima, Bernstein, Barry
Date: 2009-05-14, 2003-02-04
Description: An apparatus and process for pulverization of polymeric material having a multi-component screw disposed within an elongated cylindrical...
Show moreAn apparatus and process for pulverization of polymeric material having a multi-component screw disposed within an elongated cylindrical housing. The multi-component screw has an independently rotatable extrusion portion and an independently rotatable pulverization portion. A cooling means is provided to maintain the fine powder material produced during the pulverization process at a desired temperature. In one embodiment of this invention, a second multi-component screw having an independently rotatable extrusion portion and an independently rotatable pulverization portion is disposed within the elongated cylindrical housing.
Sponsorship: Illinois Institute of Technology
United States Patent
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Title: Online batch/fed-batch process performance monitoring, quality prediction, and variable-contribution analysis for diagnosis
Creator: Undey, C., Ertunc, S., Cinar, A.
Date: 2003-10-01
Publisher: AMER CHEMICAL SOC
Description: An integrated online multivariate statistical process monitoring (MSPM), quality prediction, and fault diagnosis framework is developed for...
Show moreAn integrated online multivariate statistical process monitoring (MSPM), quality prediction, and fault diagnosis framework is developed for batch processes. Batch data from I batches, with J process variables measured at K time points generate a three-way array of size I x K x J. Unfolding this three-way array into a two-way matrix of size IK x J by preserving the variable direction is advantageous for developing online MSPM methods because it does not require estimation of future portions of new batches. Two different multiway partial least squares (MPLS) models are developed. The first model (MPLSV) is developed between the data matrix (IK x J) and the local batch time (or an indicator variable) for online MSPM. The second model (MPLSB) is developed between the rearranged data matrix in the batch direction (I x KJ) and the final quality matrix for online prediction of end-of-batch quality. The problem of discontinuity in process variable measurements due to operation switching (or moving to a different phase) that causes problems in alignment and modeling is addressed. Control limits on variable contribution plots are used to improve fault diagnosis capabilities of the MSPM framework. Case studies from a simulated fed-batch penicillin fermentation illustrate the implementation of the methodology.
Endnote format citation for DOI:10.1021/ie0208218
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Title: Video Recording and Reproducing System with Photoconductive Switching of Transducing Elements
Creator: Camras, Marvin
Date: 4/23/2009, 1967-05-09
Description: Sponsorship: IIT Research Institute
United States Patent

$Method of Applying an Oxide Coating onto a Non-Porous Refractory Substrate$

Title: Method of Applying an Oxide Coating onto a Non-Porous Refractory Substrate
Creator: Tompkins, Edwin H.
Date: 1963-03-12
Description: Sponsorship: Armour Research Foundation of Illinois Institute of Technology
United States Patent

Title: Prolonged Release of Antifertility Drugs
Creator: Gray, Allan Poe
Date: 2009-05-04, 1976-07-06
Description: Antifertility drug complexes which have enhanced effectiveness and prolonged release of the antifertility drug. The complex includes an...
Show moreAntifertility drug complexes which have enhanced effectiveness and prolonged release of the antifertility drug. The complex includes an antifertility drug, a polybasic acid and a polyvalent metal ion. The antifertility drug is in the form of a basic amine derivative.
Sponsorship: IIT Research Institute
United States Patent
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Title: Apparatus for Supplying Mechanical Recording Bias to Magnetic Recorders
Creator: Camras, Marvin
Date: 1952-03-04
Description: Sponsorship: Armour Research Foundation of Illinois Institute of Technology
United States Patent

Title: Automatic Insulin Pumps Using Recursive Multivariable Models and Adaptive Control Algorithms
Creator: Cinar, Ali, Oruklu, Meriyan
Date: 2014-04-09, 2014-04-08
Description: A method and device for monitoring or treating patient glucose levels. The device includes a glucose sensor for measuring a glucose level of a...
Show moreA method and device for monitoring or treating patient glucose levels. The device includes a glucose sensor for measuring a glucose level of a patient, a physiological status monitoring system for measuring at least one physical or metabolic variable of the patient, and an automatic controller in communication with the glucose sensor and the physiological status monitoring system. The controller includes a prediction module for automatically predicting a future glucose level using data measured by the glucose sensor and the physiological sensor.
Sponsorship: Illinois Institute of Technology
United States Patent
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Title: A UNIFIED BOUNDARY CONTROL LAW FOR DC-DC CONVERTERS USING A NORMALIZED STATE PLANE
Creator: Nie, Yue
Date: 2015, 2015-05
Description: This thesis proposes a unified boundary control law for DC-DC converters (Buck, Boost, and Buck-Boost) which improves both the transient and...
Show moreThis thesis proposes a unified boundary control law for DC-DC converters (Buck, Boost, and Buck-Boost) which improves both the transient and steady state response in comparison to boundary control laws using first or second order switching surface. A new set of switching zones on normalized state plane are defined to decide switching behavior every sample period. Additionally, non-ideal operations and a parameter self-adaptive algorithm are proposed and verified in simulation. The parameter self-adaptive algorithm enhances the system robustness and reduces the parameter sensitivity. The transient bandwidth for the load disturbance rejection and command tracking approaches the physical limits of DC-DC converters. Simulation results are presented to illustrate the major benefits of the proposed uni ed boundary control law.
M.S. in Electrical Engineering, May 2015
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